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Probabilistic frames:An overview
Probabilistic frames overview
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2015/12/10
Finite frames can be viewed as mass points distributed in N-dimensional Euclidean space. As such they form a subclass of a larger and rich class of probability measures that we call probabilistic fram...
Minimization of the Probabilistic p-frame Potential
Frame potential equiangular tight frames probabilistic frames
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2015/12/10
We investigate the optimal configurations of n points on the unit sphere for a class of potential functions. In particular, we characterize these optimal configurations in terms of theirapproximation ...
Extensions of Dirac chord method with quasi-probability distributions
Extensions of Dirac chord method quasi-probability distributions
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2011/2/24
The Dirac chord method may be suitable in different areas of physics for the repre-sentation of certain six-dimensional integrals for a convex body using the probability density of the chord length di...
Exact sampling for intractable probability distributions via a Bernoulli factory
intractable probability distributions Bernoulli factory
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2011/3/3
Many applications in the eld of statistics require Markov chain Monte Carlo methods.
Determining appropriate starting values and run lengths can be both analytically and empirically challenging.
Physical Equivalence of Pure States and Derivation of Qubit in General Probabilistic Theories
Physical Equivalence Pure States Derivation of Qubit General Probabilistic Theories
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2011/3/4
In this paper, we investigate a characterization of Quantum Mechanics by two physical principles based on general probabilistic theories.
Probabilistic view on singularities and spacetime boundary
General relativity singularity probability relativistic diffusions
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2010/12/13
The aim of this article is to promote the use of probabilistic methods in the study of problems in mathematical general relativity. Two new and simple singularity theorems, whose features are differen...
The local quantization behaviour of absolutely continuous probabilities
Vector quantization probability of Voronoi cells inertia of Voronoi cells
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2010/12/13
For a large class of absolutely continuous probabilities P it is shown that, for r > 0, for n-optimal Lr(P)-codebooks n, and any Voronoi partition Vn,a with respect to n the local probabilities P(Vn...
Some Theorems on the Algorithmic Approach to Probability Theory and Information Theory
Algorithmic Approach to Probability Theory Information Theory
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2010/12/14
Some Theorems on the Algorithmic Approach to Probability Theory and Information Theory.
Optimal Reversible Annuities to Minimize the Probability of Lifetime Ruin
Life annuities retirement optimali nvestment stochastic control free-boundary problem
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2010/4/27
We find the minimum probability of lifetime ruin of an investor who can invest in a market with a risky and a riskless asset and who can purchase a reversible life annuity. The surrender charge of a l...
A comprehensive method for exotic option pricing
by-product pricing formulas exotic options
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2010/4/27
This work illustrates how several new pricing formulas for exotic options can be derived within a Levy framework by employing a unique pricing expression. Many existing pricing formulas of the traditi...
Self-organizing urban transportation systems
urban transportation complex phenomenon
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2010/4/6
Urban transportation is a complex phenomenon. Since many agents are constantly interacting in parallel, it is difficult to predict the future state of a transportation system. Because of this, optimiz...
一类Sparre Andersen风险模型的Gerber-Shiu函数
Sparre Andersen风险模型 Erlang($n$) Gerber-Shiu函数 破产概率
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2009/11/18
本文考虑了一类相邻两次索赔的时间间隔服从Erlang($n$)和
Erlang($m$)的混合分布的Sparre Andersen风险模型.
主要目的是研究Gerber-Shiu函数$\phi_\delta(u)$,
首先证明了$\phi_\delta(u)$满足一个高阶的积分微分方程,
然后讨论了广义Lundberg方程根的性质,
在此基础上导出了$\phi_\delta(u)$的拉普...
连续值命题逻辑系统中公式的条件概率真度
赋值密度函数 概率真度 条件概率真度
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2009/10/10
基于条件概率的思想,在连续值命题逻辑系统中引入赋值密度函数概念,给出了公式的概率真度、数学期望、条件概率真度的定义,并得到了一些概率真度的推理规则。证明了Lukasiewicz逻辑系统中概率真度、条件概率真度在[0,1]中稠密。
连续值命题逻辑中公式的概率真度及相似度
赋值密度函数 概率真度 推理规则
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2009/10/10
通过引入赋值密度函数、边缘密度函数等概念给出了连续值命题逻辑系统中公式概率真度的定义,并得到了一些概率真度的推理规则;引入相似度,给出了伪距离的定义,确定了二者之间的关系.