Explanatory Reasoning: A Probabilistic Interpretation

2016 ◽  
pp. 445-461
Author(s):  
Valeriano Iranzo
Keyword(s):  
Probabilistic Interpretation

Using Bayesian network models to incorporate uncertainty in the economic analysis of pollution abatement measures under the water framework directive

2005 ◽  
Vol 5 (6) ◽  
pp. 95-104 ◽  
Author(s):  
D.N. Barton ◽  
T. Saloranta ◽  
T.H. Bakken ◽  
A. Lyche Solheim ◽  
J. Moe ◽  
...  
Keyword(s):  
Water Quality ◽  
At Risk ◽  
Economic Valuation ◽  
Pollution Abatement ◽  
Network Models ◽  
Cost Effective ◽  
Bayesian Belief Networks ◽  
Probabilistic Interpretation ◽  
Belief Networks ◽  
Benefit Cost Analysis

The evaluation of water bodies “at risk” of not achieving the Water Framework Directive's (WFD) goal of “good status” begs the question of how big a risk is acceptable before a programme of measures should be implemented. Documentation of expert judgement and statistical uncertainty in pollution budgets and water quality modelling, combined with Monte Carlo simulation and Bayesian belief networks, make it possible to give a probabilistic interpretation of “at risk”. Combined with information on abatement costs, a cost-effective ranking of measures based on expected costs and effect can be undertaken. Combined with economic valuation of water quality, the definition of “disproportionate cost” of abatement measures compared to benefits of achieving “good status” can also be given a probabilistic interpretation. Explicit modelling of uncertainty helps visualize where research and consulting efforts are most critical for reducing uncertainty. Based on data from the Morsa catchment in South-Eastern Norway, this paper discusses the relative merits of using Bayesian belief networks when integrating biophysical modelling results in the benefit-cost analysis of derogations and cost-effectiveness ranking of abatement measures under the WFD.

Asymptotic behaviour of sample weighted circuits representing recurrent Markov chains

1990 ◽  
Vol 27 (03) ◽  
pp. 545-556 ◽  
Author(s):  
S. Kalpazidou
Keyword(s):  
Markov Chain ◽  
Markov Chains ◽  
Asymptotic Behaviour ◽  
Probabilistic Interpretation ◽  
Stationary Markov Chain

The asymptotic behaviour of the sequence (𝒞 n (ω), wc,n (ω)/n), is studied where 𝒞 n (ω) is the class of all cycles c occurring along the trajectory ωof a recurrent strictly stationary Markov chain (ξ n ) until time n and wc,n (ω) is the number of occurrences of the cycle c until time n. The previous sequence of sample weighted classes converges almost surely to a class of directed weighted cycles (𝒞∞, ω c ) which represents uniquely the chain (ξ n ) as a circuit chain, and ω c is given a probabilistic interpretation.

Partially observable semi-Markov reward processes

1993 ◽  
Vol 30 (3) ◽  
pp. 548-560 ◽  
Author(s):  
Yasushi Masuda
Keyword(s):  
Markov Process ◽  
Counting Process ◽  
Probabilistic Interpretation ◽  
Real Domain ◽  
Semi Markov Process ◽  
Reward Process ◽  
Markov Reward ◽  
Partially Observable ◽  
Joint Behavior

The main objective of this paper is to investigate the conditional behavior of the multivariate reward process given the number of certain signals where the underlying system is described by a semi-Markov process and the signal is defined by a counting process. To this end, we study the joint behavior of the multivariate reward process and the multivariate counting process in detail. We derive transform results as well as the corresponding real domain expressions, thus providing clear probabilistic interpretation.

scholarly journals Befriending Askey–Wilson polynomials

2014 ◽  
Vol 17 (03) ◽  
pp. 1450015 ◽  
Author(s):  
Paweł J. Szabłowski
Keyword(s):  
Characteristic Function ◽  
Hermite Polynomials ◽  
Probabilistic Interpretation ◽  
Conjugate Pair ◽  
Linear Combinations ◽  
Expansion Formula ◽  
Wilson Polynomials ◽  
The Way

We recall five families of polynomials constituting a part of the so-called Askey–Wilson scheme. We do this to expose properties of the Askey–Wilson (AW) polynomials that constitute the last, most complicated element of this scheme. In doing so we express AW density as a product of the density that makes q-Hermite polynomials orthogonal times a product of four characteristic function of q-Hermite polynomials (2.9) just pawing the way to a generalization of AW integral. Our main results concentrate mostly on the complex parameters case forming conjugate pairs. We present new fascinating symmetries between the variables and some newly defined (by the appropriate conjugate pair) parameters. In particular in (3.12) we generalize substantially famous Poisson–Mehler expansion formula (3.16) in which q-Hermite polynomials are replaced by Al-Salam–Chihara polynomials. Further we express Askey–Wilson polynomials as linear combinations of Al-Salam–Chihara (ASC) polynomials. As a by-product we get useful identities involving ASC polynomials. Finally by certain re-scaling of variables and parameters we reach AW polynomials and AW densities that have clear probabilistic interpretation.

scholarly journals A quantum probabilistic approach to Hecke algebras for 𝔭-adic PGL2

2018 ◽  
Vol 21 (03) ◽  
pp. 1850015
Author(s):  
Takehiro Hasegawa ◽  
Hayato Saigo ◽  
Seiken Saito ◽  
Shingo Sugiyama
Keyword(s):  
Inversion Formula ◽  
Probabilistic Approach ◽  
Hecke Algebras ◽  
Hecke Algebra ◽  
Quantum Probability ◽  
Probabilistic Interpretation ◽  
Fourier Inversion ◽  
Fourier Inversion Formula ◽  
The Subject

The subject of the present paper is an application of quantum probability to [Formula: see text]-adic objects. We give a quantum-probabilistic interpretation of the spherical Hecke algebra for [Formula: see text], where [Formula: see text] is a [Formula: see text]-adic field. As a byproduct, we obtain a new proof of the Fourier inversion formula for [Formula: see text].

scholarly journals General helicity formalism for two-hadron production in e+e− annihilation within a TMD approach

2021 ◽  
Vol 2021 (10) ◽  
Author(s):  
Umberto D’Alesio ◽  
Francesco Murgia ◽  
Marco Zaccheddu
Keyword(s):  
Transverse Momentum ◽  
Hadron Production ◽  
Probabilistic Interpretation ◽  
Leading Order ◽  
Transverse Momentum Dependent ◽  
Factorization Scheme ◽  
Helicity Formalism ◽  
Double Polarization ◽  
Fragmentation Functions ◽  
Polarization Observables

Abstract We present the complete leading-order results for the azimuthal dependences and polarization observables in e+e−→ h1h2 + X processes, where the two hadrons are produced almost back-to-back, within a transverse momentum dependent (TMD) factorization scheme. We consider spinless (or unpolarized) and spin-1/2 hadron production and give the full set of the corresponding quark and gluon TMD fragmentation functions (TMD-FFs). By adopting the helicity formalism, which allows for a more direct probabilistic interpretation, single- and double-polarization cases are discussed in detail. Simplified expressions, useful for phenomenological analyses, are obtained by assuming a factorized Gaussian-like dependence on intrinsic transverse momenta for the TMD-FFs.

scholarly journals Duality and Asymptotics for a Class of Nonneutral Discrete Moran Models

2009 ◽  
Vol 46 (3) ◽  
pp. 866-893 ◽  
Author(s):  
Thierry Huillet ◽  
Martin Möhle
Keyword(s):  
Transition Matrix ◽  
Random Number ◽  
Dual Process ◽  
Probabilistic Interpretation ◽  
Uhlenbeck Process ◽  
Moran Model ◽  
Completely Monotone ◽  
Finite State ◽  
Selection Mechanisms ◽  
Finite State Space

A Markov chain X with finite state space {0,…,N} and tridiagonal transition matrix is considered, where transitions from i to i-1 occur with probability (i/N)(1-p(i/N)) and transitions from i to i+1 occur with probability (1-i/N)p(i/N). Here p:[0,1]→[0,1] is a given function. It is shown that if p is continuous with p(x)≤p(1) for all x∈[0,1] then, for each N, a dual process Y to X (with respect to a specific duality function) exists if and only if 1-p is completely monotone with p(0)=0. A probabilistic interpretation of Y in terms of an ancestral process of a mixed multitype Moran model with a random number of types is presented. It is shown that, under weak conditions on p, the process Y, properly time and space scaled, converges to an Ornstein–Uhlenbeck process as N tends to ∞. The asymptotics of the stationary distribution of Y is studied as N tends to ∞. Examples are presented involving selection mechanisms. results.

scholarly journals Double-barriers-reflected BSDEs with jumps and viscosity solutions of parabolic integrodifferential PDEs

2005 ◽  
Vol 2005 (1) ◽  
pp. 37-53 ◽  
Author(s):  
N. Harraj ◽  
Y. Ouknine ◽  
I. Turpin
Keyword(s):  
Differential Equations ◽  
Stochastic Differential Equations ◽  
Viscosity Solutions ◽  
Backward Stochastic Differential Equations ◽  
Probabilistic Interpretation ◽  
Reflected Bsdes

We give a probabilistic interpretation of the viscosity solutions of parabolic integrodifferential partial equations with two obstacles via the solutions of forward-backward stochastic differential equations with jumps.

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