Displaying similar documents to “Uniqueness and approximate computation of optimal incomplete transportation plans”

Fractional multiplicative processes

Julien Barral, Benoît Mandelbrot (2009)

Annales de l'I.H.P. Probabilités et statistiques

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Statistically self-similar measures on [0, 1] are limit of multiplicative cascades of random weights distributed on the -adic subintervals of [0, 1]. These weights are i.i.d., positive, and of expectation 1/. We extend these cascades naturally by allowing the random weights to take negative values. This yields martingales taking values in the space of continuous functions on [0, 1]. Specifically, we consider for each ∈(0, 1) the martingale ( ) obtained when the weights...

Almost-sure growth rate of generalized random Fibonacci sequences

Élise Janvresse, Benoît Rittaud, Thierry de la Rue (2010)

Annales de l'I.H.P. Probabilités et statistiques

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We study the generalized random Fibonacci sequences defined by their first non-negative terms and for ≥1, +2= +1± (linear case) and +2=| +1± | (non-linear case), where each ± sign is independent and either + with probability or − with probability 1− (0<≤1). Our main result is that, when is of the form =2cos(/) for some integer ≥3, the exponential growth of ...

Belief functions induced by multimodal probability density functions, an application to the search and rescue problem

P.-E. Doré, A. Martin, I. Abi-Zeid, A.-L. Jousselme, P. Maupin (2011)

RAIRO - Operations Research

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In this paper, we propose a new method to generate a continuous belief functions from a multimodal probability distribution function defined over a continuous domain. We generalize Smets' approach in the sense that focal elements of the resulting continuous belief function can be disjoint sets of the extended real space of dimension . We then derive the continuous belief function from multimodal probability density functions using the least commitment principle. We illustrate the approach...

Numerical solutions of the mass transfer problem

Serge Dubuc, Issa Kagabo (2006)

RAIRO - Operations Research

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Let and be two probability measures on the real line and let be a lower semicontinuous function on the plane. The mass transfer problem consists in determining a measure whose marginals coincide with and , and whose total cost d is minimum. In this paper we present three algorithms to solve numerically this Monge-Kantorovitch problem when the commodity being shipped is one-dimensional and not necessarily confined to a . We illustrate these numerical methods and determine...

Strong law of large numbers for branching diffusions

János Engländer, Simon C. Harris, Andreas E. Kyprianou (2010)

Annales de l'I.H.P. Probabilités et statistiques

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Let be the branching particle diffusion corresponding to the operator +(2−) on ⊆ℝ (where ≥0 and ≢0). Let denote the generalized principal eigenvalue for the operator + on and assume that it is finite. When >0 and +− satisfies certain spectral theoretical conditions, we prove that the random measure {− } converges almost surely in the vague topology as tends to infinity. This result...

Probability of reversal in an election with more than two candidates.

Vijay K. Rohatgi (1982)

Trabajos de Estadística e Investigación Operativa

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Consider an election with three candidates A, A and A. Suppose that N is the total number of votes cast of which A receives a votes, A receives a votes and A receives a = N - (a + a) votes. We assume without loss of generality that a > a > a. Suppose further that n votes are irregular or suspect. If these votes are removed it is possible that the result of the election may be reversed. Does such a possibility preclude the determination of the rightful winner without holding...