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A remark on the subleading order in the asymptotics of the nonequilibrium emptiness formation probability
Nonequilibrium steady state emptiness formation probability Toeplitz theory
2010/12/1
We study the asymptotic behavior of the emptiness formation probability for large spin
strings in a translation invariant quasifree nonequilibrium steady state of the isotropic
XY chain. Besides the...
An analytical model for evaluating outage and handover probability of cellular wireless networks
analytical model for evaluating outage handover probability of cellular wireless networks
2010/11/26
We consider stochastic cellular networks where base stations locations form a homogenous Poisson point process and each mobile is attached to the base station that provides the
best mean signal power...
Free probability, Planar algebras, Subfactors and Random Matrices
Free probability von Neumann algebra random matrix subfactor planar algebra
2010/11/30
To a planar algebra P in the sense of Jones we associate a natural non-commutative ring, which can be viewed as the ring of non-commutative polynomials in several indeterminates, invariant under a sym...
A Khintchine Decomposition for Free Probability
Khintchine Decomposition Free Probability
2010/12/13
Let μ be a probability measure on the real line. In this paper we prove that there exists a decomposition μ = μ0 ⊞μ1 ⊞· · ·⊞μn ⊞· · · such that μ0 is infinitely divisible and μ...
HISTABRUT: A Maple Package for Symbol-Crunching in Probability theory
Maple Package Symbol-Crunching Probability theory
2010/12/7
A Maple package HISTABRUT (available from ttp://www.math.rutgers.edu/~zeilberg/tokhniot/HISTABRUT)is presented and briefly described. It uses the polynomial ansatz to discover (often fully rigorously,...
Discrete Complex Analysis and Probability
Discrete complex analysis discrete analytic function Ising model
2010/12/15
We discuss possible discretizations of complex analysis and some of their applications to probability and mathematical physics, following our recent work with Dmitry Chelkak, Hugo Duminil-Copin and Cl...
Analytic continuations of Fourier and Stieltjes transforms and generalized moments of probability measures
Fourier transform Stieltjes transform Cauchy distribution non-commutative probability theory
2010/12/1
We consider analytic continuations of Fourier transforms and Stieltjes transforms. This nables us to gen-eralize moments for some class of probability measures which do not have moments in the usual ...
Some Theorems on the Algorithmic Approach to Probability Theory and Information Theory
Algorithmic Approach to Probability Theory Information Theory
2010/12/14
Some Theorems on the Algorithmic Approach to Probability Theory and Information Theory.
Minimizing the Probability of Lifetime Ruin under Stochastic Volatility
Optimal investment minimizing the probability of lifet imeruin stochastic volatility
2010/4/27
We assume that an individual invests in a financial market with one riskless and one risky asset, with the latter's price following a diffusion with stochastic volatility. In the current financial mar...
Minimizing the Probability of Lifetime Ruin under Stochastic Volatility
Optimal investment minimizing the probability of lifet imeruin stochastic volatility
2010/4/27
We assume that an individual invests in a financial market with one riskless and one risky asset, with the latter's price following a diffusion with stochastic volatility. In the current financial mar...
Optimal Reversible Annuities to Minimize the Probability of Lifetime Ruin
Life annuities retirement optimali nvestment stochastic control free-boundary problem
2010/4/27
We find the minimum probability of lifetime ruin of an investor who can invest in a market with a risky and a riskless asset and who can purchase a reversible life annuity. The surrender charge of a l...
Probability densities for the sums of iterates of the sine-circle map in the vicinity of the quasi-periodic edge of chaos
Probability densities sine-circle map chaos
2010/4/1
We investigate the probability density of rescaled sum of iterates of sine-circle map within quasi-periodic route to chaos. When the dynamical system is strongly mixing (i.e., ergodic), standard Centr...
Asymptotics of the probability minimizing a “down-side” risk
probability minimizing down-side Asymptotics
2010/4/27
We consider a long-term optimal investment problem where an investor tries to minimize the probability of falling below a target growth rate. From a mathematical viewpoint, this is a large deviation c...
Sequential probability ratio tests for fuzzy hypotheses testing
Fuzzy hypothesis critical region
2010/9/14
In hypotheses testing, such as other statistical problems, we may confront imprecise concepts. One case is a situation in which hypotheses are imprecise. In this paper, we redefine some concepts about...
Determination of maximum entropy probability distribution via Burg's measure of entropy
Burg’s measure of entropy Maximum entropy principle Wavelet
2010/9/14
In this paper, we consider the methods of obtaining maximum entropy multivariate distributions via Burg’s measure of entropy under the constraints that the marginal distributions or the marginals and ...