相关论文: Stochastic monotonicity and realizable monotonicit…
In recent years, a range of measures of partial stochastic dominance have been introduced. These measures attempt to determine the extent to which one distribution is dominated by another. We assess these measures from intuitive, axiomatic,…
This paper systematically investigates the absolute monotonicity of two function families associated with the Gaussian hypergeometric function $F(a, b; c; x)$ (where $a,b,c\in\mathbb{R}_+$): $\mathcal{F}_p(x)=(1-x)^pF(a,b;c;x)$ and…
$c$-cyclical monotonicity is the most important optimality condition for an optimal transport plan. While the proof of necessity is relatively easy, the proof of sufficiency is often more difficult or even elusive. We present here a new…
Random dynamical systems with countably many maps which admit countable Markov partitions on complete metric spaces such that the resulting Markov systems are uniformly continuous and contractive are considered. A non-degeneracy and a…
Quantum mechanics predicts the joint probability distributions of the outcomes of simultaneous measurements of commuting observables, but the current formulation lacks the operational definition of simultaneous measurements. In order to…
Economic theory implies strong limitations on what types of consumption behavior are considered rational. Rationality implies that the Slutsky matrix, which captures the substitution effects of compensated price changes on demand for…
In the course of computer modeling of the most probable stationary macrostates of non-ergodic closed systems, a forecast was obtained about the existence of limits of applicability of the basic axiomatic postulate of statistical physics,…
We study adaptive greedy algorithms for the problems of stochastic set cover with perfect and imperfect coverages. In stochastic set cover with perfect coverage, we are given a set of items and a ground set B. Evaluating an item reveals its…
In a dynamical system $(X,f)$, with $X$ a compact metric space, the chain components, the fundamental building blocks in the Conley decomposition of dynamics, have a natural partial order induced by the chain relation between points.…
Collapsibility deals with the conditions under which a conditional (on a covariate W) measure of association between two random variables X and Y equals the marginal measure of association, under the assumption of homogeneity over the…
I explain the difficulty of making various concepts of and relating to probability precise, rigorous and physically significant when attempting to apply them in reasoning about objects (e.g., spacetimes) living in infinite-dimensional…
The main aim of this paper is to study the functional inequality \begin{equation*} \int_{[0,1]}f\bigl((1-t)x+ty\bigr)d\mu(t)\geq 0, \qquad x,y\in I \mbox{ with } x<y, \end{equation*} for a continuous unknown function $f:I\to{\mathbb R}$,…
Two new test statistics are introduced to test the null hypotheses that the sampling distribution has an increasing hazard rate on a specified interval [0,a]. These statistics are empirical L_1-type distances between the isotonic estimates,…
Completeness and transitivity are standard rationality conditions in economics. However, under ambiguity, decision makers sometimes violate these requirements because of the difficulty of forming accurate predictions about ambiguous events.…
In this paper we focus on the study of the monotonicity properties of the residual and the past extropy as well as on some characterization problems. We then apply the derived results to analyze further stochastic aspects of order…
An important tool to quantify the likeness of two probability measures are f-divergences, which have seen widespread application in statistics and information theory. An example is the total variation, which plays an exceptional role among…
An a priori semimeasure (also known as "algorithmic probability" or "the Solomonoff prior" in the context of inductive inference) is defined as the transformation, by a given universal monotone Turing machine, of the uniform measure on the…
Partially ordered models of time occur naturally in applications where agents or processes cannot perfectly communicate with each other, and can be traced back to the seminal work of Lamport. In this paper we consider the problem of…
Many commonly used test statistics are based on a norm measuring the evidence against the null hypothesis. To understand how the choice of a norm affects power properties of tests in high dimensions, we study the consistency sets of…
Monotone missingness is commonly encountered in practice when a missing measurement compels another measurement to be missing. Because of the simpler missing data pattern, monotone missing data is often viewed as beneficial from the…