Search results for "PROBABILITY"
showing 10 items of 3417 documents
Conditional Random Quantities and Iterated Conditioning in the Setting of Coherence
2013
We consider conditional random quantities (c.r.q.’s) in the setting of coherence. Given a numerical r.q. X and a non impossible event H, based on betting scheme we represent the c.r.q. X|H as the unconditional r.q. XH + μH c , where μ is the prevision assessed for X|H. We develop some elements for an algebra of c.r.q.’s, by giving a condition under which two c.r.q.’s X|H and Y|K coincide. We show that X|HK coincides with a suitable c.r.q. Y|K and we apply this representation to Bayesian updating of probabilities, by also deepening some aspects of Bayes’ formula. Then, we introduce a notion of iterated c.r.q. (X|H)|K, by analyzing its relationship with X|HK. Our notion of iterated conditiona…
On approximation of a class of stochastic integrals and interpolation
2004
Given a diffusion Y = (Y_{t})_{t \in [0,T]} we give different equivalent conditions so that a stochastic integral has an L 2-approximation rate of n −η, {\rm \eta \in (0,1/2],} if one approximates by integrals over piece-wise constant integrands where equidistant time nets of cardinality n + 1 are used. In particular, we obtain assertions in terms of smoothness properties of g(Y T ) in the sense of Malliavin calculus. After optimizing over non-equidistant time-nets of cardinality n + 1 in case {\rm \eta > 0} , it turns out that one always obtains a rate of n^{ - 1/2}, which is optimal. This applies to all functions g obtained in an appropriate way by the real interpolation method between th…
Axiomatic characterization of the weighted solidarity values
2014
Abstract We define and characterize the class of all weighted solidarity values . Our first characterization employs the classical axioms determining the solidarity value (except symmetry ), that is, efficiency , additivity and the A-null player axiom , and two new axioms called proportionality and strong individual rationality . In our second axiomatization, the additivity and the A-null player axioms are replaced by a new axiom called average marginality .
QUANTITATIVE CONVERGENCE RATES FOR SUBGEOMETRIC MARKOV CHAINS
2015
We provide explicit expressions for the constants involved in the characterisation of ergodicity of subgeometric Markov chains. The constants are determined in terms of those appearing in the assumed drift and one-step minorisation conditions. The results are fundamental for the study of some algorithms where uniform bounds for these constants are needed for a family of Markov kernels. Our results accommodate also some classes of inhomogeneous chains.
Quantum Random Walks – New Method for Designing Quantum Algorithms
2008
Quantum walks are quantum counterparts of random walks. In the last 5 years, they have become one of main methods of designing quantum algorithms. Quantum walk based algorithms include element distinctness, spatial search, quantum speedup of Markov chains, evaluation of Boolean formulas and search on "glued trees" graph. In this talk, I will describe the quantum walk method for designing search algorithms and show several of its applications.
Transitive Reasoning with Imprecise Probabilities
2015
We study probabilistically informative (weak) versions of transitivity by using suitable definitions of defaults and negated defaults in the setting of coherence and imprecise probabilities. We represent \(\text{ p-consistent }\) sequences of defaults and/or negated defaults by g-coherent imprecise probability assessments on the respective sequences of conditional events. Finally, we present the coherent probability propagation rules for Weak Transitivity and the validity of selected inference patterns by proving p-entailment of the associated knowledge bases.
Probabilistic Interpretations of Predicates
2016
In classical logic, any m-ary predicate is interpreted as an m-argument two-valued relation defined on a non-empty universe. In probability theory, m-ary predicates are interpreted as probability measures on the mth power of a probability space. m-ary probabilistic predicates are equivalently semantically characterized as m-dimensional cumulative distribution functions defined on \(\mathbb {R}^m\). The paper is mainly concerned with probabilistic interpretations of unary predicates in the algebra of cumulative distribution functions defined on \(\mathbb {R}\). This algebra, enriched with two constants, forms a bounded De Morgan algebra. Two logical systems based on the algebra of cumulative…
Three-page encoding and complexity theory for spatial graphs
2004
We construct a series of finitely presented semigroups. The centers of these semigroups encode uniquely up to rigid ambient isotopy in 3-space all non-oriented spatial graphs. This encoding is obtained by using three-page embeddings of graphs into the product of the line with the cone on three points. By exploiting three-page embeddings we introduce the notion of the three-page complexity for spatial graphs. This complexity satisfies the properties of finiteness and additivity under natural operations.
Elements with square roots in compact groups
2010
The probability that a randomly chosen element has a square root is studied in [1, 2, 8] in the finite case. Here we deal with the infinite case.
Weighted norm inequalities in a bounded domain by the sparse domination method
2019
AbstractWe prove a local two-weight Poincaré inequality for cubes using the sparse domination method that has been influential in harmonic analysis. The proof involves a localized version of the Fefferman–Stein inequality for the sharp maximal function. By establishing a local-to-global result in a bounded domain satisfying a Boman chain condition, we show a two-weight p-Poincaré inequality in such domains. As an application we show that certain nonnegative supersolutions of the p-Laplace equation and distance weights are p-admissible in a bounded domain, in the sense that they support versions of the p-Poincaré inequality.