相关论文: Measure free martingales
The maximum entropy approach operating with quite general entropy measure and constraint is considered. It is demonstrated that for a conditional or parametrized probability distribution $f(x|\mu)$ there is a "universal" relation among the…
We investigate a possible definition of expectation and conditional expectation for random variables with values in a local field such as the $p$-adic numbers. We define the expectation by analogy with the observation that for real-valued…
We consider dynamic sublinear expectations (i.e., time-consistent coherent risk measures) whose scenario sets consist of singular measures corresponding to a general form of volatility uncertainty. We derive a c\`adl\`ag nonlinear…
I show that quantum theory is the only probabilistic framework that permits arbitrary processes to be emulated by sequences of local measurements. This supports the view that, contrary to conventional wisdom, measurement should not be…
In this article, we introduce a conditional marginal model for longitudinal data, in which the residuals form a martingale difference sequence. This model allows us to consider a rich class of estimating equations, which contains several…
An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…
When a measurement is made on a system that is not in an eigenstate of the measured observable, it is often assumed that some conservation law has been violated. Discussions of the effect of measurements on conserved quantities often…
We introduce a method for proving almost sure termination in the context of lambda calculus with continuous random sampling and explicit recursion, based on ranking supermartingales. This result is extended in three ways. Antitone ranking…
We provide an interpretation of entanglement based on classical correlations between measurement outcomes of complementary properties: states that have correlations beyond a certain threshold are entangled. The reverse is not true, however.…
Given a martingale sequence of random fields that satisfies a natural assumption of boundedness, it is shown that the pointwise limit of this sequence can be modified in such a way that a certain class of moduli of continuity is preserved.…
A single jump filtration $({\mathscr{F}}_t)_{t\in \mathbb{R}_+}$ generated by a random variable $\gamma$ with values in $\overline{\mathbb{R}}_+$ on a probability space $(\Omega ,{\mathscr{F}},\mathsf{P})$ is defined as follows: a set $A\in…
Given positive measures $\nu,\mu$ on an arbitrary measurable space $(\Omega, \mathcal F)$, we construct a sequence of finite partitions $(\pi_n)_n$ of $(\Omega, \mathcal F)$ s.t. $$ \sum_{A\in \pi_n: \mu(A)>0} 1_{A} \frac{\nu(A)}{\mu(A)}…
We say that a finitely additive probability measure $\mu$ on $\omega$ is \emph{a P-measure} if it vanishes on points and for each decreasing sequence $(E_n)$ of infinite subsets of $\omega$ there is $E\subseteq\omega$ such that…
Given a c\`adl\`ag process $X$ on a filtered measurable space, we construct a version of its semimartingale characteristics which is measurable with respect to the underlying probability law. More precisely, let $\mathfrak{P}_{sem}$ be the…
A simple entanglement measure for multipartite pure states is formulated based on the partial entropy of a series of reduced density matrices. Use of the proposed new measure to distinguish disentangled, partially entangled, and maximally…
Motivated by applications in biological science, we propose a novel test to assess the conditional mean dependence of a response variable on a large number of covariates. Our procedure is built on the martingale difference divergence…
Superdeterminism has received recent attention as a possible path toward a locally causal explanation of the entanglement correlations that appear in experimental tests of Bell's theorem. While the term `superdeterminism' was coined by Bell…
We consider the problem of discriminating between states of a specified set with maximum confidence. For a set of linearly independent states unambiguous discrimination is possible if we allow for the possibility of an inconclusive result.…
Consider a branching process $\{Z_n\}$ in a varying environment. Let $\{W_n\}$ be the natural martingale $Z_n/{\bf E}Z_n$. It converges to some random variable $W$ as $n\to\infty$. An important problem is to show that ${\bf P}(W>0)$ equals…
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 $f:I\to{\mathbb R}$,…