相关论文: Stochastic monotonicity and realizable monotonicit…

It is shown that the full unknown state of a spin-1/2 system, S, which, within Born's statistical interpretation, is meant as the state of an ensamble of identically prepared systems, can be determined with a simultaneous measurement with…

Parametric Markov chains (pMC) are used to model probabilistic systems with unknown or partially known probabilities. Although (universal) pMC verification for reachability properties is known to be coETR-complete, there have been efforts…

Slutsky symmetry and negative semidefiniteness are necessary and sufficient conditions for the rationality of demand functions. While the empirical implications of Slutsky negative semidefiniteness in repeated cross-sectional demand data…

Propensity Score Matching (PSM) stands as a widely embraced method in comparative effectiveness research. PSM crafts matched datasets, mimicking some attributes of randomized designs, from observational data. In a valid PSM design where all…

This note concerns a class of matrix Riccati equations associated with stochastic linear-quadratic optimal control problems with indefinite state and control weighting costs. A novel sufficient condition of solvability of such equations is…

In this note, we study monotone dynamical systems with respect to polyhedral cones. Using the half-space representation and the vertex representation, we propose three equivalent conditions to certify monotonicity of a dynamical system with…

We give sufficient conditions for the asymptotic normality of linear combinations of order statistics (L-statistics) in the case of simple random samples without replacement. In the first case, restrictions are imposed on the weights of…

We propose a necessary and sufficient condition for a real-valued function on the real line to be a characteristic function of a probability measures. The statement is given in terms of harmonic functions and completely monotonic functions.

In this paper we revisit the notion of the "minus logarithm of stationary probability" as a generalized potential in nonequilibrium systems and attempt to illustrate its central role in an axiomatic approach to stochastic nonequilibrium…

In his influential work Choquet systematically studied capacities on Boolean algebras in a topological space, and gave a probabilistic interpretation for completely monotone (and completely alternating) capacities. Beyond complete…

We bound the future loss when predicting any (computably) stochastic sequence online. Solomonoff finitely bounded the total deviation of his universal predictor M from the true distribution m by the algorithmic complexity of m. Here we…

Monotonicity is a key qualitative prediction of a wide array of economic models derived via robust comparative statics. It is therefore important to design effective and practical econometric methods for testing this prediction in empirical…

Necessary and sufficient conditions for a measure to be an extreme point of the set of measures (on an abstract measurable space) with prescribed generalized moments are given, as well as an application to extremal problems over such moment…

Stochastic orders are binary relations defined on probability distributions which capture intuitive notions like being larger or being more variable. This paper introduces stochastic ordering of instantaneous SNRs of fading channels as a…

In some inferential statistical methods, such as tests and confidence intervals, it is important to describe the stochastic behavior of statistical functionals, aside from their large sample properties. We study such behavior in terms of…

This paper presents four theorems that connect continuity postulates in mathematical economics to solvability axioms in mathematical psychology, and ranks them under alternative supplementary assumptions. Theorem 1 connects notions of…

The consultative papers for the Basel II Accord require rating systems to provide a ranking of obligors in the sense that the rating categories indicate the creditworthiness in terms of default probabilities. As a consequence, the default…

This paper has two purposes. One is to demonstrate contextuality analysis of systems of epistemic random variables. The other is to evaluate the performance of a new, hierarchical version of the measure of (non)contextuality introduced in…

Suppose we are given the conditional probability of one variable given some other variables.Normally the full joint distribution over the conditioning variablesis required to determine the probability of the conditioned variable.Under what…

Stochastic Processing Networks (SPNs) can be used to model communication networks, manufacturing systems, service systems, etc. We consider a real-time SPN where tasks generate jobs with strict deadlines according to their traffic patterns.…