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This article is cited in 1 scientific paper (total in 1 paper)
Multidimensional and abstract probability
V. M. Maximov Russian State University for the Humanities, Moscow, Russia
Abstract:
Abstract probabilities are introduced as semiring algebraic structures that retain several properties of classical probabilities taking values in the real number interval $[0,1]$. Compact probabilities and random variables with such probabilities are mainly studied. Analogs of the Borel–Cantelli lemma and of the law of large numbers are considered. New notions of superposition of probability spaces and superposition of random variables arise on the basis of the Cartesian product of abstract probabilities.
Received in May 2014
Citation:
V. M. Maximov, “Multidimensional and abstract probability”, Stochastic calculus, martingales, and their applications, Collected papers. Dedicated to Academician Albert Nikolaevich Shiryaev on the occasion of his 80th birthday, Trudy Mat. Inst. Steklova, 287, MAIK Nauka/Interperiodica, Moscow, 2014, 182–210; Proc. Steklov Inst. Math., 287:1 (2014), 174–201
Linking options:
https://www.mathnet.ru/eng/tm3580https://doi.org/10.1134/S0371968514040116 https://www.mathnet.ru/eng/tm/v287/p182
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Abstract page: | 317 | Full-text PDF : | 102 | References: | 64 |
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