相关论文: Juggling probabilities
By using concrete scenarios, we present and discuss a new concept of probabilistic Self-Stabilization in Distributed Systems.
We give elementary examples within a framework for studying decisions under uncertainty where probabilities are only roughly known. The framework, in gambling terms, is that the size of a bet is proportional to the gambler's perceived…
We characterise the steady states of a suspension of two-dimensional active brownian particles (ABPs). We calculate the steady-state probability distribution to lowest order in Peclet number. We show that macroscopic quantities can be…
Stochastic processes find applications in modelling systems in a variety of disciplines. A large number of stochastic models considered are Markovian in nature. It is often observed that higher order Markov processes can model the data…
Will the strategy of resetting} help a stochastic process to reach its target efficiently, with its environment continually toggling between a strongly favourable and an unfavourable (or weakly favourable) state? A diffusive run-and-tumble…
In a competitive sport, every little thing matters. Yet, many sports leave some large levers out of the reach of the teams, and in the hands of fate. In cricket, world's second most popular sport by some measures, one such lever---the…
Order-preserving couplings are elegant tools for obtaining robust estimates of the time-dependent and stationary distributions of Markov processes that are too complex to be analyzed exactly. The starting point of this paper is to study…
The dynamics of the solutions to a class of conservative SPDEs are analysed from two perspectives: Firstly, a probabilistic construction of a corresponding random dynamical system is given for the first time. Secondly, the existence and…
The methodology based on the random walk processes is adapted and applied to a comprehensive analysis of the statistical properties of the probability fluxes. To this aim we define a simple model of the Markovian stochastic dynamics on a…
A method for computing probabilistic propositions is presented. It assumes the availability of a single external routine for computing the probability of one instantiated variable, given a conjunction of other instantiated variables. In…
A new formula for the probability that a standard Brownian motion stays between two linear boundaries is proved. A simple algorithm is deduced. Uniform precision estimates are computed. Different implementations have been made available…
A decision maker observes the evolving state of the world while constantly trying to predict the next state given the history of past states. The ability to benefit from such predictions depends not only on the ability to recognize patters…
We present continuum models that describe the evolution of the position of a random walker on a growing network using four different growth algorithms. Three of these involve a random element, including one in which the motility rate of the…
A stochastic modification of Conway's cellular automaton "Life" is introduced here. Any cell could be perturbed spontaneously to the opposite (dead or alive) state at any iteration with a very low probability. This probability is assumed to…
The potential approach is a general and simple method for modelling interest rates, foreign exchange rates, and in principle other types of financial assets. This paper takes data on some liquid interest rate derivatives, and fits potential…
Mandelbrot multiplicative cascades provide a construction of a dynamical system on a set of probability measures defined by inequalities on moments. To be more specific, beyond the first iteration, the trajectories take values in the set of…
We model stochastic choice as environment-dependent switching among a small library of deterministic decision rules. A Random Rule Model generates menu-level choice probabilities via named, interpretable rules weighted by observable menu…
This contribution derives from a rather extensive study on the foundations of probability. We start by discussing critically the two main models of the random event in Probability Theroy and cast light over a number of incongruities. We…
We propose a new approach to the problem of defining the degree of entanglement between two particles in a pure state with Hilbert spaces of arbitrary finite dimensions. The central idea is that entanglement gives rise to correlations…
We describe the fundamental constructions and properties of determinantal probability measures and point processes, giving streamlined proofs. We illustrate these with some important examples. We pose several general questions and…