On generalized conditional cumulative past inaccuracy measure

Amit Ghosh; Chanchal Kundu

Displaying similar documents to “On generalized conditional cumulative past inaccuracy measure”

On the joint entropy of $d$ -wise-independent variables

Dmitry Gavinsky, Pavel Pudlák (2016)

Commentationes Mathematicae Universitatis Carolinae

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How low can the joint entropy of $n$ $d$ -wise independent (for $d \geq 2$ ) discrete random variables be, subject to given constraints on the individual distributions (say, no value may be taken by a variable with probability greater than $p$ , for $p < 1$ )? This question has been posed and partially answered in a recent work of Babai [Entropy versus pairwise independence (preliminary version), http://people.cs.uchicago.edu/ laci/papers/13augEntropy.pdf, 2013]. In this paper we improve some...

ε-Entropy and moduli of smoothness in $L^{p}$ -spaces

A. Kamont (1992)

Studia Mathematica

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The asymptotic behaviour of ε-entropy of classes of Lipschitz functions in $L^{p} (^{d})$ is obtained. Moreover, the asymptotics of ε-entropy of classes of Lipschitz functions in $L^{p} (ℝ^{d})$ whose tail function decreases as $O (λ^{- γ})$ is obtained. In case p = 1 the relation between the ε-entropy of a given class of probability densities on $ℝ^{d}$ and the minimax risk for that class is discussed.

Measures of maximal entropy for random $β$ -expansions

Karma Dajani, Martijn de Vries (2005)

Journal of the European Mathematical Society

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Let $β > 1$ be a non-integer. We consider $β$ -expansions of the form $\sum_{i = 1}^{\infty} d_{i} / β^{i}$ , where the digits ${(d_{i})}_{i \geq 1}$ are generated by means of a Borel map $K_{β}$ defined on ${0, 1}^{ℕ} \times [0, ⌊ β ⌋ / (β - 1)]$ . We show that $K_{β}$ has a unique mixing measure $ν_{β}$ of maximal entropy with marginal measure an infinite convolution of Bernoulli measures. Furthermore, under the measure $ν_{β}$ the digits ${(d_{i})}_{i \geq 1}$ form a uniform Bernoulli process. In case 1 has a finite greedy expansion with positive coefficients, the measure of maximal entropy is Markov. We also discuss the uniqueness...

Characterizations of continuous distributions through inequalities involving the expected values of selected functions

Faranak Goodarzi, Mohammad Amini, Gholam Reza Mohtashami Borzadaran (2017)

Applications of Mathematics

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Nanda (2010) and Bhattacharjee et al. (2013) characterized a few distributions with help of the failure rate, mean residual, log-odds rate and aging intensity functions. In this paper, we generalize their results and characterize some distributions through functions used by them and Glaser’s function. Kundu and Ghosh (2016) obtained similar results using reversed hazard rate, expected inactivity time and reversed aging intensity functions. We also, via $w (\cdot)$ -function defined by Cacoullos...

On risk reserve under distribution constraints

Mariusz Michta (2000)

Discussiones Mathematicae Probability and Statistics

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The purpose of this work is a study of the following insurance reserve model: $R (t) = η + \int_{0}^{t} p (s, R (s)) d s + \int_{0}^{t} σ (s, R (s)) d W_{s} - Z (t)$ , t ∈ [0,T], P(η ≥ c) ≥ 1-ϵ, ϵ ≥ 0. Under viability-type assumptions on a pair (p,σ) the estimation γ with the property: $i n f_{0 \leq t \leq T} P R (t) \geq c \geq γ$ is considered.

Premium evaluation for different loss distributions using utility theory

Harman Preet Singh Kapoor, Kanchan Jain (2011)

Discussiones Mathematicae Probability and Statistics

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For any insurance contract to be mutually advantageous to the insurer and the insured, premium setting is an important task for an actuary. The maximum premium ( $P_{m a x})$ that an insured is willing to pay can be determined using utility theory. The main focus of this paper is to determine $P_{m a x}$ by considering different forms of the utility function. The loss random variable is assumed to follow different Statistical distributions viz Gamma, Beta, Exponential, Pareto, Weibull, Lognormal and Burr....

The max norm in $R^{n}$ -isometries and measure

Regina Cohen, James W. Fickett (1982)

Colloquium Mathematicae

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Jumps of entropy for $C^{r}$ interval maps

David Burguet (2015)

Fundamenta Mathematicae

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We study the jumps of topological entropy for $C^{r}$ interval or circle maps. We prove in particular that the topological entropy is continuous at any $f \in C^{r} ([0, 1])$ with $h_{t o p} (f) > (l o g ⁺ | | f^{'} {| |}_{\infty}) / r$ . To this end we study the continuity of the entropy of the Buzzi-Hofbauer diagrams associated to $C^{r}$ interval maps.

On some nonlinear nonhomogeneous elliptic unilateral problems involving noncontrollable lower order terms with measure right hand side

C. Yazough, E. Azroul, H. Redwane (2013)

Applicationes Mathematicae

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We prove the existence of entropy solutions to unilateral problems associated to equations of the type $A u - d i v (ϕ (u)) = μ \in L ¹ (Ω) + W^{- 1, p^{'} (\cdot)} (Ω)$ , where A is a Leray-Lions operator acting from $W ₀^{1, p (\cdot)} (Ω)$ into its dual $W^{- 1, p (\cdot)} (Ω)$ and $ϕ \in C ⁰ (ℝ, ℝ^{N})$ .

On the directional entropy of ℤ²-actions generated by cellular automata

M. Courbage, B. Kamiński (2002)

Studia Mathematica

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We show that for any cellular automaton (CA) ℤ²-action Φ on the space of all doubly infinite sequences with values in a finite set A, determined by an automaton rule $F = F_{[l, r]}$ , l,r ∈ ℤ, l ≤ r, and any Φ-invariant Borel probability measure, the directional entropy $h_{v ⃗} (Φ)$ , v⃗= (x,y) ∈ ℝ², is bounded above by $m a x (| z_{l} |, | z_{r} |) l o g A$ if $z_{l} z_{r} \geq 0$ and by $| z_{r} - z_{l} |$ in the opposite case, where $z_{l} = x + l y$ , $z_{r} = x + r y$ . We also show that in the class of permutative CA-actions the bounds are attained if the measure considered is uniform Bernoulli.

Chaotic behaviour of continuous dynamical system generated by Euler equation branching and its application in macroeconomic equilibrium model

Barbora Volná (2015)

Mathematica Bohemica

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We focus on the special type of the continuous dynamical system which is generated by Euler equation branching. Euler equation branching is a type of differential inclusion $\dot{x} \in {f (x), g (x)}$ , where $f, g : X \subset ℝ^{n} \to ℝ^{n}$ are continuous and $f (x) \neq g (x)$ at every point $x \in X$ . It seems this chaotic behaviour is typical for such dynamical system. In the second part we show an application in a new formulated overall macroeconomic equilibrium model. This new model is based on the fundamental macroeconomic aggregate equilibrium model called...

Invariance of the Gibbs measure for the Benjamin–Ono equation

Yu Deng (2015)

Journal of the European Mathematical Society

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In this paper we consider the periodic Benjemin-Ono equation.We establish the invariance of the Gibbs measure associated to this equation, thus answering a question raised in Tzvetkov [28]. As an intermediate step, we also obtain a local well-posedness result in Besov-type spaces rougher than $L^{2}$ , extending the $L^{2}$ well-posedness result of Molinet [20].

Sets of $β$ -expansions and the Hausdorff measure of slices through fractals

Tom Kempton (2016)

Journal of the European Mathematical Society

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We study natural measures on sets of $β$ -expansions and on slices through self similar sets. In the setting of $β$ -expansions, these allow us to better understand the measure of maximal entropy for the random $β$ -transformation and to reinterpret a result of Lindenstrauss, Peres and Schlag in terms of equidistribution. Each of these applications is relevant to the study of Bernoulli convolutions. In the fractal setting this allows us to understand how to disintegrate Hausdorff measure by slicing,...

Topological disjointness from entropy zero systems

Wen Huang, Kyewon Koh Park, Xiangdong Ye (2007)

Bulletin de la Société Mathématique de France

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The properties of topological dynamical systems $(X, T)$ which are disjoint from all minimal systems of zero entropy, $ℳ_{0}$ , are investigated. Unlike the measurable case, it is known that topological $K$ -systems make up a proper subset of the systems which are disjoint from $ℳ_{0}$ . We show that $(X, T)$ has an invariant measure with full support, and if in addition $(X, T)$ is transitive, then $(X, T)$ is weakly mixing. A transitive diagonal system with only one minimal point is constructed. As a consequence, there exists...

Unique Bernoulli $g$ -measures

Anders Johansson, Anders Öberg, Mark Pollicott (2012)

Journal of the European Mathematical Society

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We improve and subsume the conditions of Johansson and Öberg and Berbee for uniqueness of a $g$ -measure, i.e., a stationary distribution for chains with complete connections. In addition, we prove that these unique $g$ -measures have Bernoulli natural extensions. We also conclude that we have convergence in the Wasserstein metric of the iterates of the adjoint transfer operator to the $g$ -measure.