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Totally coherent set-valued probability assessments

Angelo Gilio, Salvatore Ingrassia (1998)

Kybernetika

We introduce the concept of total coherence of a set-valued probability assessment on a family of conditional events. In particular we give sufficient and necessary conditions of total coherence in the case of interval-valued probability assessments. Some relevant cases in which the set-valued probability assessment is represented by the unitary hypercube are also considered.

Toward the best constant factor for the Rademacher-Gaussian tail comparison

Iosif Pinelis (2007)

ESAIM: Probability and Statistics

It is proved that the best constant factor in the Rademacher-Gaussian tail comparison is between two explicitly defined absolute constants c1 and c2 such that c2≈1.01 c1. A discussion of relative merits of this result versus limit theorems is given.

Towards effective dynamics in complex systems by Markov kernel approximation

Christof Schütte, Tobias Jahnke (2009)

ESAIM: Mathematical Modelling and Numerical Analysis

Many complex systems occurring in various application share the property that the underlying Markov process remains in certain regions of the state space for long times, and that transitions between such metastable sets occur only rarely. Often the dynamics within each metastable set is of minor importance, but the transitions between these sets are crucial for the behavior and the understanding of the system. Since simulations of the original process are usually prohibitively expensive, the effective...

Transfert de Charge dans un Réseau de Processeurs Totalement Connectés

Maryse Béguin (2010)

RAIRO - Operations Research

In this paper, a model of the load transfer on a fully connected net is presented. Each processor can accept at most K tasks. A load difference of two tasks between two processors is a prohibited situation and when it may appear, an immediat and instantaneous transfer is decided. The performances of the system are evaluated by the following indices: the reject probability, the throughput, the mean response time, the stationary probability distribution for a processor to host i tasks. The aim of...

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