A constructive characterization of radon probability measures on infinite dimensional spaces

1987 ◽  
pp. 14-30
Author(s):  
E. Bruning
Keyword(s):  
Probability Measures ◽  
Infinite Dimensional

scholarly journals Infinite dimensional rotations and Laplacians in terms of white noise calculus

1992 ◽  
Vol 128 ◽  
pp. 65-93 ◽  
Author(s):  
Takeyuki Hida ◽  
Nobuaki Obata ◽  
Kimiaki Saitô
Keyword(s):  
Brownian Motion ◽  
White Noise ◽  
Quantum Physics ◽  
Variational Calculus ◽  
Rotation Group ◽  
Infinite Dimensional ◽  
Lévy Laplacian ◽  
White Noise Functionals ◽  
White Noise Calculus

The theory of generalized white noise functionals (white noise calculus) initiated in [2] has been considerably developed in recent years, in particular, toward applications to quantum physics, see e.g. [5], [7] and references cited therein. On the other hand, since H. Yoshizawa [4], [23] discussed an infinite dimensional rotation group to broaden the scope of an investigation of Brownian motion, there have been some attempts to introduce an idea of group theory into the white noise calculus. For example, conformal invariance of Brownian motion with multidimensional parameter space [6], variational calculus of white noise functionals [14], characterization of the Levy Laplacian [17] and so on.

scholarly journals Manifolds of differentiable densities

2018 ◽  
Vol 22 ◽  
pp. 19-34 ◽  
Author(s):  
Nigel J. Newton
Keyword(s):  
Continuous Function ◽  
Likelihood Function ◽  
Probability Measures ◽  
Fréchet Spaces ◽  
Finite Sample ◽  
Infinite Dimensional ◽  
Statistical Manifolds ◽  
Covariant Derivatives ◽  
Finite Measures ◽  
Non Parametric

We develop a family of infinite-dimensional (non-parametric) manifolds of probability measures. The latter are defined on underlying Banach spaces, and have densities of class Cbk with respect to appropriate reference measures. The case k = ∞, in which the manifolds are modelled on Fréchet spaces, is included. The manifolds admit the Fisher-Rao metric and, unusually for the non-parametric setting, Amari’s α-covariant derivatives for all α ∈ ℝ. By construction, they are C∞-embedded submanifolds of particular manifolds of finite measures. The statistical manifolds are dually (α = ±1) flat, and admit mixture and exponential representations as charts. Their curvatures with respect to the α-covariant derivatives are derived. The likelihood function associated with a finite sample is a continuous function on each of the manifolds, and the α-divergences are of class C∞.

scholarly journals Operational Characterization of Infinite-Dimensional Quantum Resources

2021 ◽  
Vol 127 (25) ◽  
Author(s):  
Erkka Haapasalo ◽  
Tristan Kraft ◽  
Juha-Pekka Pellonpää ◽  
Roope Uola
Keyword(s):  
Infinite Dimensional

Surge Pricing and Its Spatial Supply Response

2020 ◽  
Author(s):  
Omar Besbes ◽  
Francisco Castro ◽  
Ilan Lobel
Keyword(s):  
Supply And Demand ◽  
Optimal Solution ◽  
Geographic Area ◽  
Equilibrium Constraints ◽  
Supply Response ◽  
Infinite Dimensional ◽  
Travel Costs ◽  
Spatial Decomposition ◽  
Local Characterization

We consider the pricing problem faced by a revenue-maximizing platform matching price-sensitive customers to flexible supply units within a geographic area. This can be interpreted as the problem faced in the short term by a ride-hailing platform. We propose a two-dimensional framework in which a platform selects prices for different locations and drivers respond by choosing where to relocate, in equilibrium, based on prices, travel costs, and driver congestion levels. The platform’s problem is an infinite-dimensional optimization problem with equilibrium constraints. We elucidate structural properties of supply equilibria and the corresponding utilities that emerge and establish a form of spatial decomposition, which allows us to localize the analysis to regions of movement. In turn, uncovering an appropriate knapsack structure to the platform’s problem, we establish a crisp local characterization of the optimal prices and the corresponding supply response. In the optimal solution, the platform applies different treatments to different locations. In some locations, prices are set so that supply and demand are perfectly matched; overcongestion is induced in other locations, and some less profitable locations are indirectly priced out. To obtain insights on the global structure of an optimal solution, we derive in quasi-closed form the optimal solution for a family of models characterized by a demand shock. The optimal solution, although better balancing supply and demand around the shock, quite interestingly also ends up inducing movement away from it. This paper was accepted by David Simchi-Levi, optimization.

scholarly journals Operator semistable probability measures on a Hilbert space

1980 ◽  
Vol 22 (3) ◽  
pp. 397-406 ◽  
Author(s):  
R.G. Laha ◽  
V.K. Rohatgi
Keyword(s):  
Hilbert Space ◽  
Separable Hilbert Space ◽  
Probability Measures ◽  
Real Separable Hilbert Space ◽  
Semistable Probability

A characterization of the class of operator semistable probability measures on a real separable Hilbert space is given.

Cardinal-Probabilistic Interaction Indices and their Applications: A Survey

2003 ◽  
Vol 7 (2) ◽  
pp. 79-85 ◽  
Author(s):  
Katsushige Fujimoto ◽  
Keyword(s):  
Choquet Integral ◽  
Axiomatic Characterization ◽  
Probability Measures ◽  
Choice Probability ◽  
Hierarchical Decomposition ◽  
Möbius Transform

The class of cardinal probabilistic interaction indices obtained as expected marginal interactions includes the Shapley, Banzhaf, and chaining interaction indices and the Möbius and co-Möbius transform so. We will survey cardinal-probabilistic interaction indices and their applications, focusing on axiomatic characterization of the class of cardinal-probabilistic interaction indices. We show that these typical cardinal-probabilistic interaction indices can be represented as the Stieltjes integrals with respect to choice-probability measures on [0,1]. We introduce a method for hierarchical decomposition of systems represented by the Choquet integral using interaction indices.

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