scholarly journals Powers: The No-Successor Problem

Author(s):  
JOHN PEMBERTON

Abstract This essay considers the implications for the powers metaphysic of the no-successor problem: As there are no successors in the set of real numbers, one state cannot occur just after another in continuous time without there being a gap between the two. I show how the no-successor problem sets challenges for various accounts of the manifestation of powers. For powers that give rise to a manifestation that is a new state, the challenge of no-successors is similar to that faced on Bertrand Russell's analysis by causal relations. Powers whose manifestation is a processes and powers that manifest through time (perhaps by giving rise to changing through time) are challenged differently. To avoid powers appearing enigmatic, these challenges should be addressed, and I point to some possible ways this might be achieved. A prerequisite for addressing these challenges is a careful focus on the nature and timing of the manifesting and manifestation of powers.

2000 ◽  
Vol 11 (06) ◽  
pp. 1209-1224 ◽  
Author(s):  
R. M. C. DE ALMEIDA ◽  
G. L. THOMAS

In this paper, we consider a generalization to the asexual version of Penna model for biological aging, where we take a continuous time limit. The genotype associated to each individual is an interval of real numbers over which Dirac δ-functions are defined, representing genetically programmed diseases to be switched on at defined ages of the individual life. We discuss two different continuous limits for the evolution equation and two different mutation protocols, to be implemented during reproduction. Exact stationary solutions are obtained and scaling properties are discussed.


1979 ◽  
Vol 16 (01) ◽  
pp. 65-75 ◽  
Author(s):  
Vĕra Lánska

This paper is concerned with the asymptotic theory of estimates of an unknown parameter in continuous-time Markov processes, which are described by non-linear stochastic differential equations. The maximum likelihood estimate and the minimum contrast estimate are investigated. For these estimates strong consistency and asymptotic normality are proved. The unknown parameter is assumed to take its values either in an open or in a compact set of real numbers.


1979 ◽  
Vol 16 (1) ◽  
pp. 65-75 ◽  
Author(s):  
Vĕra Lánska

This paper is concerned with the asymptotic theory of estimates of an unknown parameter in continuous-time Markov processes, which are described by non-linear stochastic differential equations. The maximum likelihood estimate and the minimum contrast estimate are investigated. For these estimates strong consistency and asymptotic normality are proved. The unknown parameter is assumed to take its values either in an open or in a compact set of real numbers.


2007 ◽  
Vol 44 (02) ◽  
pp. 285-294 ◽  
Author(s):  
Qihe Tang

We study the tail behavior of discounted aggregate claims in a continuous-time renewal model. For the case of Pareto-type claims, we establish a tail asymptotic formula, which holds uniformly in time.


1976 ◽  
Vol 31 (9) ◽  
pp. 671-673
Author(s):  
James Forest

2018 ◽  
Vol 23 (4) ◽  
pp. 774-799 ◽  
Author(s):  
Charles C. Driver ◽  
Manuel C. Voelkle

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