Zobrazeno 1 - 10
of 285
pro vyhledávání: '"Rogers, L. C."'
Suppose that a random variable $X$ of interest is observed perturbed by independent additive noise $Y$. This paper concerns the "the least favorable perturbation" $\hat Y_\ep$, which maximizes the prediction error $E(X-E(X|X+Y))^2$ in the class of $Y
Externí odkaz:
http://arxiv.org/abs/2103.09794
Autor:
Bruss, F. Thomas, Rogers, L. C. G.
This paper answers a long-standing open question concerning the $1/e$-strategy for the problem of best choice. $N$ candidates for a job arrive at times independently uniformly distributed in $[0,1]$. The interviewer knows how each candidate ranks rel
Externí odkaz:
http://arxiv.org/abs/2012.13288
Autor:
Rogers, L C G
Social distancing and lockdown are the two main non-pharmaceutical interventions being used by the UK government to contain and control the COVID-19 epidemic; these are being applied uniformly across the entire country, even though the results of the
Externí odkaz:
http://arxiv.org/abs/2004.12462
It is generally understood that a given one-dimensional diffusion may be transformed by Cameron-Martin-Girsanov measure change into another one-dimensional diffusion with the same volatility but a different drift. But to achieve this we have to know
Externí odkaz:
http://arxiv.org/abs/1910.11904
In 1926, G. Udny Yule considered the following: given a sequence of pairs of random variables $\{X_k,Y_k \}$ ($k=1,2, \ldots, n$), and letting $X_i = S_i$ and $Y_ i= S'_i$ where $S_i$ and $S'_i$ are the partial sums of two independent random walks, w
Externí odkaz:
http://arxiv.org/abs/1909.02546
An object is hidden in one of $N$ boxes. Initially, the probability that it is in box $i$ is $\pi_i(0)$. You then search in continuous time, observing box $J_t$ at time $t$, and receiving a signal as you observe: if the box you are observing does not
Externí odkaz:
http://arxiv.org/abs/1804.05479
Suppose you have one unit of stock, currently worth 1, which you must sell before time $T$. The Optional Sampling Theorem tells us that whatever stopping time we choose to sell, the expected discounted value we get when we sell will be 1. Suppose how
Externí odkaz:
http://arxiv.org/abs/1601.05872