A completeness theorem for two-parameter stochastic processes
A Family of Measures of Uncertainty Involving Utilities: Definition, Properties, Applications and Statistical Inferences.
A geometric approach to measuring dependence between random vectors
A Lemma on Proximity of Variances and Expectations
We define a notion of delta-variance maximization and show it implies epsilon-proximity in expactations.
A lemma on proximity of variances and expectations
A note on nonaxiomatizability of independence relations generated by certain probabilistic structures
A note on the interval-valued marginal problem and its maximum entropy solution
This contribution introduces the marginal problem, where marginals are not given precisely, but belong to some convex sets given by systems of intervals. Conditions, under which the maximum entropy solution of this problem can be obtained via classical methods using maximum entropy representatives of these convex sets, are presented. Two counterexamples illustrate the fact, that this property is not generally satisfied. Some ideas of an alternative approach are presented at the end of the paper.
A Riemann approach to random variation
This essay outlines a generalized Riemann approach to the analysis of random variation and illustrates it by a construction of Brownian motion in a new and simple manner.
Alternative definitions of conditional possibilistic measures
The aim of this paper is to survey and discuss, very briefly, some ways how to introduce, within the framework of possibilistic measures, a notion analogous to that of conditional probability measure in probability theory. The adjective “analogous” in the last sentence is to mean that the conditional possibilistic measures should play the role of a mathematical tool to actualize one’s degrees of beliefs expressed by an a priori possibilistic measure, having obtained some further information concerning...
An analysis of the Rüschendorf transform - with a view towards Sklar’s Theorem
We revisit Sklar’s Theorem and give another proof, primarily based on the use of right quantile functions. To this end we slightly generalise the distributional transform approach of Rüschendorf and facilitate some new results including a rigorous characterisation of an almost surely existing “left-invertibility” of distribution functions.
An extended problem to Bertrand's paradox
Bertrand's paradox is a longstanding problem within the classical interpretation of probability theory. The solutions 1/2, 1/3, and 1/4 were proposed using three different approaches to model the problem. In this article, an extended problem, of which Bertrand's paradox is a special case, is proposed and solved. For the special case, it is shown that the corresponding solution is 1/3. Moreover, the reasons of inconsistency are discussed and a proper modeling approach is determined by careful examination...
An individual ergodic theorem for random fuzzy sets.
Aplicación de las submedidas C a las probabilidades comparativas.
Introducimos en este trabajo el concepto de submedida C (comparativa), sobre un álgebra de conjuntos D, estudiamos propiedades de estas submedidas que serán necesarias para la cuantificación de probabilidades comparativas (P.C.) y se relacionan con otro concepto introducido recientemente por Dobrakov, que es el de submedida I. Se estudian las condiciones bajo las que la convergencia de una sucesión (An) en D subordina la convergencia de (An, ≥) y la representación cuantitativa de P.C. mediante submedidas...
Application du calcul symbolique au calcul de la loi de certains processus
Approximation and Extension of Random Functions.
Approximations of believability functions under incomplete identification of sets of compatible states
Band copulas as spectral measures for two-dimensional stable random vectors
In this paper, we study basic properties of symmetric stable random vectors for which the spectral measure is a copula, i.e., a distribution having uniformly distributed marginals.
Causality and stochastic realization.
Chuaqui's Definition Of Probability In Some Stochastic Processes.
Conditional Probability in Nonstandard Analysis