相关论文: Juggling probabilities
We generalize the classical probability frame by adopting a wider family of random variables that includes nondeterministic ones. The frame that emerges is known to host a ''classical'' extension of quantum mechanics. We discuss the notion…
We consider the task of generating draws from a Markov jump process (MJP) between two time-points at which the process is known. Resulting draws are typically termed bridges and the generation of such bridges plays a key role in…
In this paper we present elementary computations for some Markov modulated counting processes, also called counting processes with regime switching. Regime switching has become an increasingly popular concept in many branches of science. In…
We consider reinforcement learning in changing Markov Decision Processes where both the state-transition probabilities and the reward functions may vary over time. For this problem setting, we propose an algorithm using a sliding window…
We use Stein's method to obtain bounds on the rate of convergence for a class of statistics in geometric probability obtained as a sum of contributions from Poisson points which are exponentially stabilizing, i.e. locally determined in a…
The aim of a probabilistic output analysis is to derive a probability distribution of possible output values for a program from a probability distribution of its input. We present a method for performing static output analysis, based on…
It is well-known that well-posedness of a martingale problem in the class of continuous (or r.c.l.l.) solutions enables one to construct the associated transition probability functions. We extend this result to the case when the martingale…
Random walks as well as diffusions in random media are considered. Methods are developed that allow one to establish large deviation results for both the `quenched' and the `averaged' case.
This fluid dynamics video is an entry for the Gallery of Fluid Motion for the 66th Annual Meeting of the Fluid Dynamics Division of the American Physical Society. We show the curious behaviour of a light ball interacting with a liquid jet.…
A generalization of stable and casual stable probability distribution is proposed. The notion of $\go G$-casual stability can be used to introduce discrete analogues of stable distributions on the sent $\mathbb Z$ of integers. In contrary…
The usual way of testing probability forecasts in game-theoretic probability is via construction of test martingales. The standard assumption is that all forecasts are output by the same forecaster. In this paper I will discuss possible…
Many stochastic physical systems evolve smoothly over time in the sense that the distribution of states changes regularly across time steps. The transition from current state to the next state can often be modeled as the combination of a…
Consider a simple random walk on the integers with the following transition mechanism. At each site $x$, the probability of jumping to the right is $\omega(x)\in[\frac12,1)$, until the first time the process jumps to the left from site $x$,…
Position play is a key feature of carom billiards: on easy shots players can manage to score while ensuring that the next position will be favorable. The difficulty of a shot therefore depends on the previous shot, e.g. an easy shot…
A discrete time branching process where the offspring distribution is generation-dependent, and the number of reproductive individuals is controlled by a random mechanism is considered. This model is a Markov chain but, in general, the…
A birth-death-move process with mutations is a Markov model for a system of marked particles in interaction, that move over time, with births and deaths. In addition the mark of each particle may also change, which constitutes a mutation.…
This article is devoted to methods of construction and study of stochastic models based on Monte Carlo method. A model of Brownian motion, the construction and processing which brings to a world of random numbers and mathematical…
In this paper we derive analytical relations between probabilities of the excited state transfers and entanglements calculated by both the Wootters and positive partial transpose (PPT) criteria for the arbitrary spin system with single…
Spatial birth-and-death processes with a finite number of particles are obtained as unique solutions to certain stochastic equations. Conditions are given for existence and uniqueness of such solutions, as well as for continuous dependence…
In this note, we investigate combinatorial games where both players move randomly (each turn, independently selecting a legal move uniformly at random). In this model, we provide closed-form expressions for the expected number of turns in a…