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Probability and Measure
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In this paper, the convergence of distributions is considered in the context of conditional probability, i.e., random variables and expected values, and the probability of a given distribution converging to a certain value.Abstract:
Probability. Measure. Integration. Random Variables and Expected Values. Convergence of Distributions. Derivatives and Conditional Probability. Stochastic Processes. Appendix. Notes on the Problems. Bibliography. List of Symbols. Index.read more
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Declining valuations and equilibrium bidding in central bank refinancing operations
TL;DR: In this paper, the authors consider a standard divisible-good auction with either uniform or discriminatory pricing, and place it in the context of a secondary market for interbank credit.
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On Stability of Randomly Switched Nonlinear Systems
TL;DR: The results provide sufficient conditions for almost sure stability and stability in the mean using Lyapunov-based methods when individual subsystems are stable and a certain ldquoslow switchingrdquo condition holds.
Book
An Introduction to Random Interlacements
TL;DR: Random Interlacements: First Definition and Basic Properties as mentioned in this paper, random walk on the Torus and random interlacements, Poisson Point Processes, Percolation of the Vacant Set, Source of Correlations and Decorrelation via Coupling.
Journal ArticleDOI
Testing the stability of the functional autoregressive process
TL;DR: This work proposes a method for testing the constancy of @J against a change-point alternative which uses the functional principal component analysis and develops a new truncation approach which together with Mensov's inequality can be used in other problems of functional time series analysis.
Journal ArticleDOI
Rational learning and information sampling: on the "naivety" assumption in sampling explanations of judgment biases.
Gaël Le Mens,Jerker Denrell +1 more
TL;DR: A rational analysis of Denrell's (2005) experience sampling model is developed, and it is proved that when information search is interested rather than disinterested, even rational information sampling and processing can give rise to systematic patterns of errors in judgments.