相关论文: Probability and Ambiguity
We study the experimentation dynamics of a decision maker (DM) in a two-armed bandit setup (Bolton and Harris (1999)), where the agent holds ambiguous beliefs regarding the distribution of the return process of one arm and is certain about…
We find a remarkable agreement between the statistics of a randomly divided interval and the observed statistical patterns and distributions found in horse racing betting markets. We compare the distribution of implied winning odds, the…
Randomness is viewed through an analogy between a physical quantity, density of gas, and a mathematical construct -- probability density. Boltzmann's deduction of equilibrium distribution of ideal gas placed in an external potential field…
We study algorithmic randomness and monotone complexity on product of the set of infinite binary sequences. We explore the following problems: monotone complexity on product space, Lambalgen's theorem for correlated probability,…
We present a conclusive answer to Bertrand's paradox, a long standing open issue in the basic physical interpretation of probability. The paradox deals with the existence of mutually inconsistent results when looking for the probability…
We prove a central limit theorem for a sequence of random variables whose means are ambiguous and vary in an unstructured way. Their joint distribution is described by a set of measures. The limit is (not the normal distribution and is)…
A number of tricky problems in probability are discussed, having in common one or more infinite sequences of coin tosses, and a representation as a problem in dependent percolation. Three of these problems are of `Winkler' type, that is,…
The probabilistic satisfiability of a logical expression is a fundamental concept known as the partition function in statistical physics and field theory, an evaluation of a related graph's Tutte polynomial in mathematics, and the…
Regard the closed interval $[0,1]$ as a stick. Partition $[0,1]$ into $n+1$ different intervals $I_1, \ \dots \ , I_{n+1},$ where $n \geq 2,$ which represent smaller sticks. The classical Broken Stick problem asks to find the probability…
We introduce a fun problem that can be considered as a variant of the classic birthday problem, the Bottleneck Birthday Problem (BBP). It is stated as: what is the maximum number of people we have to choose so that no day of the year has…
Let $A_1, A_2, \ldots, A_n$ be events in a sample space. Given the probability of the intersection of each collection of up to $k+1$ of these events, what can we say about the probability that at least $r$ of the events occur? This question…
Probabilities is the English translation of the book Probabilit\'es Tome 1 and Tome 2. The mathematic content is authored by Prof. Jean-Yves Ouvrard. The English version has been done by his eldest son Dr. Xavier Ouvrard. In this first…
The probabilities of point events in space 3 + 1 obey an equation of Dirac type. Masses, moments, energies, spins, etc. are the parameters of the probability distribution of such events. The terms and equations of quark-gluon theories turn…
In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…
We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…
The occurrence of Simpson's paradox (SP) in $2\times 2$ contingency tables has been well studied. The present work comprehensively revisits this problem using a combination of philosophical reflections, causal considerations, and…
Let Y be a random variable satisfying specific moment conditions. This paper introduces and investigates probabilistic heterogeneous Stirling numbers of the second kind and probabilistic heterogeneous Bell polynomials. These structures…
Consider a coin tossing experiment which consists of tossing one of two coins at a time, according to a renewal process. The first coin is fair and the second has probability $1/2 + \theta$, $\theta \in [-1/2,1/2]$, $\theta$ unknown but…
We generalize the well-known broken stick problem in several ways, including a discrete "brick" analogue and a sequential "pick-up sticks/bricks" version. The limit behavior of the broken brick problem gives a combinatorial proof of the…
We collect here various conjectures on congruences made by the author in a series of papers, some of which involve binary quadratic forms and other advanced theories. Part A consists of 100 unsolved conjectures of the author while…