Search results for "PROBABILITY"
showing 10 items of 3417 documents
On the Efficiency of Affine Invariant Multivariate Rank Tests
1998
AbstractIn this paper the asymptotic Pitman efficiencies of the affine invariant multivariate analogues of the rank tests based on the generalized median of Oja are considered. Formulae for asymptotic relative efficiencies are found and, under multivariate normal and multivariatetdistributions, relative efficiencies with respect to Hotelling'sT2test are calculated.
Entropy, transverse entropy and partitions of unity
1994
AbstractThe topological entropy of a transformation is expressed in terms of partitions of unity. The transverse entropy of a flow tangential to a foliation is defined and expresed in a similar way. The geometric entropy of a foliation of a Riemannian manifold is compared with the transverse entropy of its geodesic flow.
The Poincaré inequality is an open ended condition
2008
Let p > 1 and let (X,d,µ) be a complete metric measure space with µ Borel and doubling that admits a (1,p)-Poincare inequality. Then there exists e > 0 such that (X,d,µ) admits a (1,q)-Poincare inequality for every q > p - e, quantitatively.
Error Bounds for the Numerical Evaluation of Integrals with Weights
1988
This paper is concerned with a procedure of obtaining error bounds for numerically evaluated integrals with weights. If \( - \infty \mathop < \limits_ = a < b\mathop < \limits_ = \infty \), w integrable over [a,b] and positive almost everywhere, then an approximation of \({I_W}f: = \int\limits_a^b {w\left( t \right)f\left( t \right)dt} \) by a quadrature rule \({Q_n}f: = \sum\limits_{i = 0}^n {{\alpha _i}f\left( {{t_i}} \right)} \) is leading to the error Enf ≔ Iwf ‒ Qnf. An algorithm is derived for the computation of bounds for |Enf| depending on the smoothness of the integrand f and on the degree of exactness of Q. As initial values this algorithm needs moments of the weighting function w…
BARGAINING WITH COMMITMENT UNDER AN UNCERTAIN DEADLINE
2006
We consider an infinite horizon bargaining game in which a deadline can arise with positive probability and where players possess an endogenous commitment device. We show that for any truncation of the game, the equilibrium agreement can only take place if the deadline arises within this finite horizon. Since the deadline is an uncertain event, the equilibrium exhibits agreements which are delayed with positive probability.
Encoding into Visual Working Memory: Event-Related Brain Potentials Reflect Automatic Processing of Seemingly Redundant Information.
2013
Encoding and maintenance of information in visual working memory in an S1-S2 task with a 1500 ms retention phase were investigated by means of event-related brain potentials (ERPs). Participants were asked to decide whether two visual stimuli were physically identical (identity comparison (IC) task) or belonged to the same set or category of equivalent patterns (category comparison (CC) task). The stimuli differ with regard to two features. (1) Each pattern can belong to a set of either four (ESS 4) or eight (ESS 8) equivalent patterns, mirroring differences in the complexity with regard to the representational structure of each pattern (i.e., equivalence set size (ESS)). (2) The set of pat…
Existence, uniqueness and comparison results for BSDEs with Lévy jumps in an extended monotonic generator setting
2018
We show existence of a unique solution and a comparison theorem for a one-dimensional backward stochastic differential equation with jumps that emerge from a L\'evy process. The considered generators obey a time-dependent extended monotonicity condition in the y-variable and have linear time-dependent growth. Within this setting, the results generalize those of Royer (2006), Yin and Mao (2008) and, in the $L^2$-case with linear growth, those of Kruse and Popier (2016). Moreover, we introduce an approximation technique: Given a BSDE driven by Brownian motion and Poisson random measure, we consider BSDEs where the Poisson random measure admits only jumps of size larger than $1/n$. We show con…
Determining a Random Schrödinger Operator : Both Potential and Source are Random
2020
We study an inverse scattering problem associated with a Schr\"odinger system where both the potential and source terms are random and unknown. The well-posedness of the forward scattering problem is first established in a proper sense. We then derive two unique recovery results in determining the rough strengths of the random source and the random potential, by using the corresponding far-field data. The first recovery result shows that a single realization of the passive scattering measurements uniquely recovers the rough strength of the random source. The second one shows that, by a single realization of the backscattering data, the rough strength of the random potential can be recovered…
Codification schemes and finite automata
2000
This paper is a note on how Information Theory and Codification Theory are helpful in the computational design both of communication protocols and strategy sets in the framework of finitely repeated games played by boundedly rational agents. More precisely, we show the usefulness of both theories to improve the existing automata bounds of Neyman¿s (1998) work on finitely repeated games played by finite automata.
Topology-based goodness-of-fit tests for sliced spatial data
2023
In materials science and many other application domains, 3D information can often only be extrapolated by taking 2D slices. In topological data analysis, persistence vineyards have emerged as a powerful tool to take into account topological features stretching over several slices. In the present paper, we illustrate how persistence vineyards can be used to design rigorous statistical hypothesis tests for 3D microstructure models based on data from 2D slices. More precisely, by establishing the asymptotic normality of suitable longitudinal and cross-sectional summary statistics, we devise goodness-of-fit tests that become asymptotically exact in large sampling windows. We illustrate the test…