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On possible relations between an increasing process and its compensator in the non-integrable case
Russian Mathematical Surveys. 2018. Vol. 73. No. 5. P. 928-930.
We prove that any distribution on the positive half-line with infinite expectation can be a distribution of the terminal value of an increasing process such that the difference between the terminal values of its compensator and the increasing process itself is 1.
Borzykh D., Theory of Stochastic Processes 2018 Vol. 23 No. 39 (2) P. 7-20
In this paper we prove that a joint distribution of a locally integrable increasing process $X^{\circ}$ and its compensator $A^{\circ}$ at a terminal moment of time can be realized as a joint terminal distribution of another locally integrable increasing process $X^{\star}$ and its compensator $A^{\star}$, $A^{\star}$ being continuous. ...
Added: August 24, 2019
Gushchin A. A., Theory of Probability and Its Applications 2018 Vol. 62 No. 2 P. 216-235
We characterize the set $W$ of possible joint laws of terminal values of a nonnegative submartingale $X$ of class $(D)$, starting at 0, and the predictable increasing process (compensator) from its Doob--Meyer decomposition. The set of possible values remains the same under certain additional constraints on $X$, for example, under the condition that $X$ is ...
Added: June 29, 2018
Shafer G., Shen A., Vereshchagin N. et al., Statistical Science 2011 Vol. 26 No. 1 P. 84-101
A nonnegative martingale with initial value equal to one mea- sures evidence against a probabilistic hypothesis. The inverse of its value at some stopping time can be interpreted as a Bayes factor. If we exaggerate the evidence by considering the largest value attained so far by such a martingale, the exaggeration will be limited, and ...
Added: December 14, 2013
Borzykh D., Gushchin A. A., Modern Stochastics: Theory and Applications 2022 Vol. 9 No. 3 P. 265-277
In the article [Theory of Probability & Its Applications 62(2) (2018), 216–235], a class W of terminal joint distributions of integrable increasing processes and their compensators was introduced. In this paper, it is shown that the discrete distributions lying in W form a dense subset in the set W for ψ-weak topology with a gauge function ψ of linear growth. ...
Added: March 25, 2022
Gushchin A. A., L., Kidlington : ISTE, Elsevier, 2015
In 1994 and 1998 F. Delbaen and W. Schachermayer published two breakthrough papers in which they proved continuous-time versions of the Fundamental Theorem of Asset Pricing. This is one of the most remarkable achievements in modern Mathematical Finance which led to intensive investigations in many applications of the arbitrage theory on a mathematically rigorous basis ...
Added: June 18, 2015
N. N. Osipov, St Petersburg Mathematical Journal 2017 Vol. 28 No. 5 P. 719-726
Rubio de Francia proved the one-sided Littlewood–Paley inequality for arbitrary intervals in L^p, 2≤p<∞. In this article, such an inequality is proved for the Walsh system. ...
Added: October 30, 2018
Borzykh D., Теория вероятностей и ее применения 2024 Т. 69 № 1 С. 3-32
We consider the set $\Lambda$ of all edge joint distributions $\Law ([X_a, A_a], [X_b, A_b])$ at the moments $t =a$ and $t = b$ of integrable increasing processes $(X_t)_{t\in [a; b]}$ and their compensators $(A_t)_{t\in [a; b]}$, which start from an arbitrary integrable initial condition $[X_a, A_a]$.
The convexity and closure of the set $\Lambda$ in ...
Added: April 13, 2022
Ivanishvili P., Stolyarov D. M., Vasyunin V. I. et al., Comptes Rendus Mathematique 2015 Vol. 353 No. 12 P. 1081-1085
We unify several Bellman function problems into one setting. For that purpose we define a class of functions that have, in a sense, small mean oscillation (this class depends on two convex sets in R^2). We show how the unit ball in the BMO space, or a Muckenhoupt class, or a Gehring class can be ...
Added: April 9, 2018
Philip Dawid A., Shafer G., Shen A. et al., Statistics and Probability Letters 2011 Vol. 81 No. 1 P. 157-162
Statistical testing can be framed as a repetitive game between two players, Forecaster and Sceptic. On each round, Forecaster sets prices for various gambles, and Sceptic chooses which gambles to make. If Sceptic multiplies by a large factor the capital he puts at risk, he has evidence against Forecaster’s ability. His capital at the end ...
Added: December 14, 2013
В. Л. Попов, Математические заметки 2017 Т. 102 № 1 С. 72-80
Мы доказываем, что аффинно-треугольные подгруппы являются борелевскими подгруппами групп Кремоны. ...
Added: May 3, 2017
Красноярск : ИВМ СО РАН, 2013
Труды Пятой Международной конференции «Системный анализ и информационные технологии» САИТ-2013 (19–25 сентября 2013 г., г.Красноярск, Россия): ...
Added: November 18, 2013
Grines V., Gurevich E., Pochinka O., Russian Mathematical Surveys 2017 Vol. 71 No. 6 P. 1146-1148
In the paper a Palis problem on finding sufficient conditions on embedding of Morse-Smale diffeomorphisms in topological flow is discussed. ...
Added: May 17, 2017
Borzykh D., ЛЕНАНД, 2021
Книга представляет собой экспресс-курс по теории вероятностей в контексте начального курса эконометрики. В курсе в максимально доступной форме изложен тот минимум, который необходим для осознанного изучения начального курса эконометрики. Данная книга может не только помочь ликвидировать пробелы в знаниях по теории вероятностей, но и позволить в первом приближении выучить предмет «с нуля». При этом, благодаря доступности изложения и небольшому объему книги, ...
Added: February 20, 2021
Kotelnikova M. V., Aistov A., Вестник Нижегородского университета им. Н.И. Лобачевского. Серия: Социальные науки 2019 Т. 55 № 3 С. 183-189
The article describes a method that allows to improve the content of disciplines of the mathematical cycle by dividing them into invariant (general) and variable parts. The invariants were identified for such disciplines as «Linear algebra», «Mathematical analysis», «Probability theory and mathematical statistics» delivered to Bachelors program students of economics at several universities. Based on ...
Added: January 28, 2020
Okounkov A., Aganagic M., Moscow Mathematical Journal 2017 Vol. 17 No. 4 P. 565-600
We associate an explicit equivalent descendent insertion to any relative insertion in quantum K-theory of Nakajima varieties.
This also serves as an explicit formula for off-shell Bethe eigenfunctions for general quantum loop algebras associated to quivers and gives the general integral solution to the corresponding quantum Knizhnik Zamolodchikov and dynamical q-difference equations. ...
Added: October 25, 2018
Danilov B.R., Moscow University Computational Mathematics and Cybernetics 2013 Vol. 37 No. 4 P. 180-188
The article investigates a model of delays in a network of functional elements (a gate network) in an arbitrary finite complete basis B, where basis elements delays are arbitrary positive real numbers that are specified for each input and each set of boolean variables supplied on the other inputs. Asymptotic bounds of the form τ ...
Added: December 2, 2019
Amerik E., Verbitsky M., / Cornell University. Series arXiv "math". 2021.
An MBM locus on a hyperkahler manifold is the union of all deformations of a minimal rational curve with negative self-intersection. MBM loci can be equivalently defined as centers of bimeromorphic contractions. It was shown that the MBM loci on deformation equivalent hyperkahler manifolds are diffeomorphic. We determine the MBM loci on a hyperkahler manifold ...
Added: April 7, 2022
Litvin Y. V., Абрамов И. В., Технологии техносферной безопасности 2016 № 66
Advanced approach to the assessment of a random time of arrival fire fighting calculation on the object of protection, the time of their employment and the free combustion. There is some quantitative assessments with the review of analytical methods and simulation ...
Added: August 27, 2016
Vyalyi M., Дискретная математика 1991 Т. 3 № 3 С. 35-45
Added: October 17, 2014
Arzhantsev I., Journal of Lie Theory 2000 Vol. 10 No. 2 P. 345-357
Added: July 8, 2014
Levashov M., Кухаренко А. В., Вопросы защиты информации 2018 № 2 С. 66-71
Рассматривается статистическая модель одного этапа системы фрод-мониторинга транзакций в интернет-банкинге. Построен и рассчитан близкий к отношению правдоподобия критерий отсева мошеннических транзакций. Для выборочных распределений, полученных на выборке объема в 1 млн реальных транзакций, вычислены параметры эффективности этого критерия. ...
Added: June 14, 2018
Beklemishev L. D., Оноприенко А. А., Математический сборник 2015 Т. 206 № 9 С. 3-20
We formulate some term rewriting systems in which the number of computation steps is finite for each output, but this number cannot be bounded by a provably total computable function in Peano arithmetic PA. Thus, the termination of such systems is unprovable in PA. These systems are derived from an independent combinatorial result known as the Worm ...
Added: March 13, 2016
Min Namkung, Younghun K., Scientific Reports 2018 Vol. 8 No. 1 P. 16915-1-16915-18
Sequential state discrimination is a strategy for quantum state discrimination of a sender’s quantum
states when N receivers are separately located. In this report, we propose optical designs that can
perform sequential state discrimination of two coherent states. For this purpose, we consider not
only binary phase-shifting-key (BPSK) signals but also general coherent states, with arbitrary prior
probabilities. Since ...
Added: November 16, 2020
Кокоулина М. В., Епифанова А. С., Pelinovsky E. et al., Труды НГТУ им. Р.Е. Алексеева 2020 № 3 С. 28-41
Purpose: to analyze the dynamics of COVID-19 development using a generalized stochastic logistic equation to esti-mate the number of probable peaks in coronavirus incidence and to evaluate the nature of the scatter of the generalized logistic model coefficients.
Design/methodology/approach: we use a logistic model based on a generalized first-order logistic equation. The data on the incidence ...
Added: September 29, 2020