Ensembles analytiques et temps d'arrêt
Ensembles analytiques, théorèmes de séparation et applications
Ensembles de Sidon et espaces de cotype 2
Ensembles régénératifs, d'après Hoffmann-Jørgensen
Entrelacements de semi-groupes provenant de paires de Gelfand
On donne des exemples d'entrelacements entre semi-groupes markoviens obtenus au moyen de considérations de théorie des groupes sur les paires de Gelfand
Entrelacements de semi-groupes provenant de paires de Gelfand
On donne des exemples d'entrelacements entre semi-groupes markoviens obtenus au moyen de considérations de théorie des groupes sur les paires de Gelfand
Entropic Conditions and Hedging
In many markets, especially in energy markets, electricity markets for instance, the detention of the physical asset is quite difficult. This is also the case for crude oil as treated by Davis (2000). So one can identify a good proxy which is an asset (financial or physical) (one)whose the spot price is significantly correlated with the spot price of the underlying (e.g. electicity or crude oil). Generally, the market could become incomplete. We explicit exact hedging strategies for exponential...
Entropic Projections and Dominating Points
Entropic projections and dominating points are solutions to convex minimization problems related to conditional laws of large numbers. They appear in many areas of applied mathematics such as statistical physics, information theory, mathematical statistics, ill-posed inverse problems or large deviation theory. By means of convex conjugate duality and functional analysis, criteria are derived for the existence of entropic projections, generalized entropic projections and dominating points. Representations...
Entropie, paramètres thermodynamiques, information associée aux événements et aux expériences
Entropie, théorèmes limite et marches aléatoires
Entropy considerations in the noncommutative setting.
Entropy estimate for -monotone functions via small ball probability of integrated Brownian motions.
Entropy maximization and the busy period of some single-server vacation models
In this paper, information theoretic methodology for system modeling is applied to investigate the probability density function of the busy period in vacation models operating under the -, - and -policies. The information about the density function is limited to a few mean value constraints (usually the first moments). By using the maximum entropy methodology one obtains the least biased probability density function satisfying the system’s constraints. The analysis of the three controllable...
Entropy maximization and the busy period of some single-server vacation models
In this paper, information theoretic methodology for system modeling is applied to investigate the probability density function of the busy period in M/G/1 vacation models operating under the N-, T- and D-policies. The information about the density function is limited to a few mean value constraints (usually the first moments). By using the maximum entropy methodology one obtains the least biased probability density function satisfying the system's constraints. The analysis of the three controllable...
Entropy numbers of certain summation operators.
Entropy of probability kernels from the backward tail boundary
A number of recent works have sought to generalize the Kolmogorov-Sinai entropy of probability-preserving transformations to the setting of Markov operators acting on the integrable functions on a probability space (X,μ). These works have culminated in a proof by Downarowicz and Frej that various competing definitions all coincide, and that the resulting quantity is uniquely characterized by certain abstract properties. On the other hand, Makarov has shown that this 'operator...
Entropy of Schur–Weyl measures
Relative dimensions of isotypic components of th order tensor representations of the symmetric group on letters give a Plancherel-type measure on the space of Young diagrams with cells and at most rows. It was conjectured by G. Olshanski that dimensions of isotypic components of tensor representations of finite symmetric groups, after appropriate normalization, converge to a constant with respect to this family of Plancherel-type measures in the limit when converges to a constant. The main...
Entry-exit decisions with implementation delay under uncertainty
We employ a natural method from the perspective of the optimal stopping theory to analyze entry-exit decisions with implementation delay of a project, and provide closed expressions for optimal entry decision times, optimal exit decision times, and the maximal expected present value of the project. The results in conventional research were obtained under the restriction that the sum of the entry cost and exit cost is nonnegative. In practice, we may meet cases when this sum is negative, so it is...
Entrywise perturbation theory and error analysis for Markov chains.
Enveloppe de Snell d'un processus à paramètre bidimensionnel