Search results for "Law of total probability"
showing 6 items of 6 documents
Probabilities, States, Statistics
2016
In this chapter we clarify some important notions which are relevant in a statistical theory of heat: The definitions of probability measure, and of thermodynamic states are illustrated, successively, by the classical Maxwell-Boltzmann statistics, by Fermi-Dirac statistics and by Bose-Einstein statistics. We discuss observables and their eigenvalue spectrum as well as entropy and we calculate these quantities for some examples. The chapter closes with a comparison of statistical descriptions of classical and quantum gases.
Exponential inequalities and estimation of conditional probabilities
2006
This paper deals with the problems of typicality and conditional typicality of “empirical probabilities” for stochastic process and the estimation of potential functions for Gibbs measures and dynamical systems. The questions of typicality have been studied in [FKT88] for independent sequences, in [BRY98, Ris89] for Markov chains. In order to prove the consistency of estimators of transition probability for Markov chains of unknown order, results on typicality and conditional typicality for some (Ψ)-mixing process where obtained in [CsS, Csi02]. Unfortunately, lots of natural mixing process do not satisfy this Ψ -mixing condition (see [DP05]). We consider a class of mixing process inspired …
On the checking of g-coherence of conditional probability bounds
2003
We illustrate an approach to uncertain knowledge based on lower conditional probability bounds. We exploit the coherence principle of de Finetti and a related notion of generalized coherence (g-coherence), which is equivalent to the "avoiding uniform loss" property introduced by Walley for lower and upper probabilities. Based on the additive structure of random gains, we define suitable notions of non relevant gains and of basic sets of variables. Exploiting them, the linear systems in our algorithms can work with reduced sets of variables and/or constraints. In this paper, we illustrate the notions of non relevant gain and of basic set by examining several cases of imprecise assessments d…
Annual flow duration curves assessment in ephemeral small basins
2014
Flow duration curve (FDC) represents a comprehensive signature of temporal runoff variability often used to synthesize catchment rainfall-runoff responses. A new model, the ModABa (MODel for Annual flow duration curves assessment in ephemeral small BAsins), is here introduced. It can be thought as a wide mosaic whose tesserae are frameworks, models or conceptual schemes separately developed in different studies and harmoniously interconnected with the final aim of reproducing the annual FDC in intermittent small catchments. Two separated seasons within the hydrological year are distinguished: a dry season, characterized by absence of streamflow, and a non-zero season. Streamflow is disaggre…
Coherence Checking and Propagation of Lower Probability Bounds
2003
In this paper we use imprecise probabilities, based on a concept of generalized coherence (g-coherence), for the management of uncertain knowledge and vague information. We face the problem of reducing the computational difficulties in g-coherence checking and propagation of lower conditional probability bounds. We examine a procedure, based on linear systems with a reduced number of unknowns, for the checking of g-coherence. We propose an iterative algorithm to determine the reduced linear systems. Based on the same ideas, we give an algorithm for the propagation of lower probability bounds. We also give some theoretical results that allow, by suitably modifying our algorithms, the g-coher…
A model of adaptive decision-making from representation of information environment by quantum fields
2017
We present the mathematical model of decision making (DM) of agents acting in a complex and uncertain environment (combining huge variety of economical, financial, behavioral, and geo-political factors). To describe interaction of agents with it, we apply the formalism of quantum field theory (QTF). Quantum fields are of the purely informational nature. The QFT-model can be treated as a far relative of the expected utility theory, where the role of utility is played by adaptivity to an environment (bath). However, this sort of utility-adaptivity cannot be represented simply as a numerical function. The operator representation in Hilbert space is used and adaptivity is described as in quantu…