This category needs an editor. We encourage you to help if you are qualified.
Volunteer, or read more about what this involves.
Related categories
Subcategories:
44 found
Search inside:
(import / add options)   Sort by:
Material to categorize
  1. Xavier de Scheemaekere, Essays in Mathematical Finance and in the Epistemology of Finance / Essais En Finance Mathématique Et En Epistémologie de la Finance.
    The goal of this thesis in finance is to combine the use of advanced mathematical methods with a return to foundational economic issues. In that perspective, I study generalized rational expectations and asset pricing in Chapter 2, and a converse comparison principle for backward stochastic differential equations with jumps in Chapter 3. Since the use of stochastic methods in finance is an interesting and complex issue in itself - if only to clarify the difference between the use of mathematical models (...)
    Remove from this list | Direct download (4 more)  
     
    My bibliography  
     
    Export citation  
  2. Arthur Dempster (1968). A Generalisation of Bayesian Inference. Journal of the Royal Statistical Society Series B 30:205-247.
    Remove from this list |
    Translate to English
    |
     
    My bibliography  
     
    Export citation  
  3. Arthur Dempster (1967). Upper and Lower Probabilities Induced by a Multi- Valued Mapping. Annals of Mathematical Statistics 38:325-339.
    Remove from this list |
    Translate to English
    |
     
    My bibliography  
     
    Export citation  
  4. James Franklin (2005). Probability Theory: The Logic of Science. [REVIEW] Mathematical Intelligencer 27 (2):83-85.
    A standard view of probability and statistics centers on distributions and hypothesis testing. To solve a real problem, say in the spread of disease, one chooses a “model”, a distribution or process that is believed from tradition or intuition to be appropriate to the class of problems in question. One uses data to estimate the parameters of the model, and then delivers the resulting exactly specified model to the customer for use in prediction and classification. As a gateway to these (...)
    Remove from this list |
    Translate to English
    | Direct download  
     
    My bibliography  
     
    Export citation  
  5. Daniel T. Gillespie (1995). Incompatibility of the Schrödinger Equation with Langevin and Fokker-Planck Equations. Foundations of Physics 25 (7):1041-1053.
    Quantum mechanics posits that the wave function of a one-particle system evolves with time according to the Schrödinger equation, and furthermore has a square modulus that serves as a probability density function for the position of the particle. It is natural to wonder if this stochastic characterization of the particle's position can be framed as a univariate continuous Markov process, sometimes also called a classical diffusion process, whose temporal evolution is governed by the classically transparent equations of Langevin and Fokker-Planck. (...)
    Remove from this list | Direct download (4 more)  
     
    My bibliography  
     
    Export citation  
  6. Stanley Gudder (1973). Generalized Measure Theory. Foundations of Physics 3 (3):399-411.
    It is argued that a reformulation of classical measure theory is necessary if the theory is to accurately describe measurements of physical phenomena. The postulates of a generalized measure theory are given and the fundamentals of this theory are developed, and the reader is introduced to some open questions and possible applications. Specifically, generalized measure spaces and integration theory are considered, the partial order structure is studied, and applications to hidden variables and the logic of quantum mechanics are given.
    Remove from this list | Direct download (3 more)  
     
    My bibliography  
     
    Export citation  
  7. Gábor Hofer-Szabó (forthcoming). Relating Bell’s Local Causality to the Causal Markov Condition. Foundations of Physics:1-27.
    The aim of the paper is to relate Bell’s notion of local causality to the Causal Markov Condition. To this end, first a framework, called local physical theory, will be introduced integrating spatiotemporal and probabilistic entities and the notions of local causality and Markovity will be defined. Then, illustrated in a simple stochastic model, it will be shown how a discrete local physical theory transforms into a Bayesian network and how the Causal Markov Condition arises as a special case of (...)
    Remove from this list | Direct download (2 more)  
     
    My bibliography  
     
    Export citation  
  8. A. Kyrala (1974). Selection Rules, Causality, and Unitarity in Statistical and Quantum Physics. Foundations of Physics 4 (1):31-51.
    The integrodifferential equations satisfied by the statistical frequency functions for physical systems undergoing stochastic transitions are derived by application of a causality principle and selection rules to the Markov chain equations. The result equations can be viewed as generalizations of the diffusion equation, but, unlike the latter, they have a direct bearing onactive transport problems in biophysics andcondensation aggregation problems of astrophysics and phase transition theory. Simple specific examples of the effects of severe selection rules, such as the relaxational Boltzmann (...)
    Remove from this list | Direct download (3 more)  
     
    My bibliography  
     
    Export citation  
  9. David Miller, Lattice-Valued Probability.
    A theory of probability is outlined that permits the values of the probability function to lie in any Brouwerian algebra.
    Remove from this list | Direct download  
     
    My bibliography  
     
    Export citation  
  10. Mioara Mugur-Schächter (1991). Spacetime Quantum Probabilities, Relativized Descriptions, and Popperian Propensities. Part I: Spacetime Quantum Probabilities. [REVIEW] Foundations of Physics 21 (12):1387-1449.
    An integrated view concerning the probabilistic organization of quantum mechanics is obtained by systematic confrontation of the Kolmogorov formulation of the abstract theory of probabilities, with the quantum mechanical representationand its factual counterparts. Because these factual counterparts possess a peculiar spacetime structure stemming from the operations by which the observer produces the studied states (operations of state preparation) and the qualifications of these (operations of measurement), the approach brings forth “probability trees,” complex constructs with treelike spacetime support.Though it is strictly (...)
    Remove from this list | Direct download (3 more)  
     
    My bibliography  
     
    Export citation  
  11. A. C. Paseau (2013). David Papineau. Philosophical Devices: Proofs, Probabilities, Possibilities, and Sets. Oxford: Oxford University Press, 2012. ISBN 978-0-19965173-3. Pp. Xix + 224. [REVIEW] Philosophia Mathematica (1):nkt006.
    Remove from this list | Direct download (6 more)  
     
    My bibliography  
     
    Export citation  
  12. Itamar Pitowsky, Quantum Mechanics as a Theory of Probability.
    We develop and defend the thesis that the Hilbert space formalism of quantum mechanics is a new theory of probability. The theory, like its classical counterpart, consists of an algebra of events, and the probability measures defined on it. The construction proceeds in the following steps: (a) Axioms for the algebra of events are introduced following Birkhoff and von Neumann. All axioms, except the one that expresses the uncertainty principle, are shared with the classical event space. The only models for (...)
    Remove from this list | Direct download (2 more)  
     
    My bibliography  
     
    Export citation  
Axioms of Probability
  1. Vieri Benci, Leon Horsten & Sylvia Wenmackers (2013). Non-Archimedean Probability. Milan Journal of Mathematics 81 (1):121-151.
    We propose an alternative approach to probability theory closely related to the framework of numerosity theory: non-Archimedean probability (NAP). In our approach, unlike in classical probability theory, all subsets of an infinite sample space are measurable and only the empty set gets assigned probability zero (in other words: the probability functions are regular). We use a non-Archimedean field as the range of the probability function. As a result, the property of countable additivity in Kolmogorov’s axiomatization of probability is replaced by (...)
    Remove from this list | Direct download (2 more)  
     
    My bibliography  
     
    Export citation  
  2. Vieri Benci, Leon Horsten & Sylvia Wenmackers (2012). Axioms for Non-Archimedean Probability (NAP). In De Vuyst J. & Demey L. (eds.), Future Directions for Logic; Proceedings of PhDs in Logic III - Vol. 2 of IfColog Proceedings. College Publications
    In this contribution, we focus on probabilistic problems with a denumerably or non-denumerably infinite number of possible outcomes. Kolmogorov (1933) provided an axiomatic basis for probability theory, presented as a part of measure theory, which is a branch of standard analysis or calculus. Since standard analysis does not allow for non-Archimedean quantities (i.e. infinitesimals), we may call Kolmogorov's approach "Archimedean probability theory". We show that allowing non-Archimedean probability values may have considerable epistemological advantages in the infinite case. The current paper (...)
    Remove from this list | Direct download  
     
    My bibliography  
     
    Export citation  
  3. Nicola Cufaro-Petroni (1992). On the Structure of the Quantum-Mechanical Probability Models. Foundations of Physics 22 (11):1379-1401.
    In this paper the role of the mathematical probability models in the classical and quantum physics is shortly analyzed. In particular the formal structure of the quantum probability spaces (QPS) is contrasted with the usual Kolmogorovian models of probability by putting in evidence the connections between this structure and the fundamental principles of the quantum mechanics. The fact that there is no unique Kolmogorovian model reproducing a QPS is recognized as one of the main reasons of the paradoxical behaviors pointed (...)
    Remove from this list | Direct download (4 more)  
     
    My bibliography  
     
    Export citation  
  4. Richard Dietz (2010). On Generalizing Kolmogorov. Notre Dame Journal of Formal Logic 51 (3):323-335.
    In his "From classical to constructive probability," Weatherson offers a generalization of Kolmogorov's axioms of classical probability that is neutral regarding the logic for the object-language. Weatherson's generalized notion of probability can hardly be regarded as adequate, as the example of supervaluationist logic shows. At least, if we model credences as betting rates, the Dutch-Book argument strategy does not support Weatherson's notion of supervaluationist probability, but various alternatives. Depending on whether supervaluationist bets are specified as (a) conditional bets (Cantwell), (b) (...)
    Remove from this list | Direct download (3 more)  
     
    My bibliography  
     
    Export citation  
  5. Kenny Easwaran (2011). Varieties of Conditional Probability. In Prasanta Bandyopadhyay & Malcolm Forster (eds.), Handbook for Philosophy of Statistics. North Holland
    I consider the notions of logical probability, degree of belief, and objective chance, and argue that a different formalism for conditional probability is appropriate for each.
    Remove from this list |
    Translate to English
    |
     
    My bibliography  
     
    Export citation  
  6. A. W. F. Edwards (1972). Likelihood. Cambridge [Eng.]University Press.
    Dr Edwards' stimulating and provocative book advances the thesis that the appropriate axiomatic basis for inductive inference is not that of probability, with its addition axiom, but rather likelihood - the concept introduced by Fisher as a measure of relative support amongst different hypotheses. Starting from the simplest considerations and assuming no more than a modest acquaintance with probability theory, the author sets out to reconstruct nothing less than a consistent theory of statistical inference in science.
    Remove from this list |
     
    My bibliography  
     
    Export citation  
  7. Branden Fitelson & Alan Hájek, Declarations of Independence.
    According to orthodox (Kolmogorovian) probability theory, conditional probabilities are by definition certain ratios of unconditional probabilities. As a result, orthodox conditional probabilities are undefined whenever their antecedents have zero unconditional probability. This has important ramifications for the notion of probabilistic independence. Traditionally, independence is defined in terms of unconditional probabilities (the factorization of the relevant joint unconditional probabilities). Various “equivalent” formulations of independence can be given using conditional probabilities. But these “equivalences” break down if conditional probabilities are permitted to have (...)
    Remove from this list | Direct download  
     
    My bibliography  
     
    Export citation  
  8. Matthew Harrison-Trainor, Wesley H. Holliday & Thomas F. Icard (forthcoming). A Note on Cancellation Axioms for Comparative Probability. Theory and Decision.
    We prove that the generalized cancellation axiom for incomplete comparative probability relations introduced by Rios Insua (1992) and Alon and Lehrer (2014) is stronger than the standard cancellation axiom for complete comparative probability relations introduced by Scott (1964), relative to their other axioms for comparative probability in both the finite and infinite cases. This result has been suggested but not proved in the previous literature.
    Remove from this list | Direct download  
     
    My bibliography  
     
    Export citation  
  9. James Hawthorne (2009). The Lockean Thesis and the Logic of Belief. In Franz Huber & Christoph Schmidt-Petri (eds.), Degrees of Belief. Synthese Library: Springer 49--74.
    In a penetrating investigation of the relationship between belief and quantitative degrees of confidence (or degrees of belief) Richard Foley (1992) suggests the following thesis: ... it is epistemically rational for us to believe a proposition just in case it is epistemically rational for us to have a sufficiently high degree of confidence in it, sufficiently high to make our attitude towards it one of belief. Foley goes on to suggest that rational belief may be just rational degree of confidence (...)
    Remove from this list | Direct download (3 more)  
     
    My bibliography  
     
    Export citation  
  10. Franz Huber & Christoph Schmidt-Petri (eds.) (2009). Degrees of Belief. Springer.
    Various theories try to give accounts of how measures of this confidence do or ought to behave, both as far as the internal mental consistency of the agent as ...
    Remove from this list | Direct download (2 more)  
     
    My bibliography  
     
    Export citation  
  11. Joel Predd, Robert Seiringer, Elliott Lieb, Daniel Osherson, H. Vincent Poor & Sanjeev Kulkarni (2009). Probabilistic Coherence and Proper Scoring Rules. IEEE Transactions on Information Theory 55 (10):4786-4792.
    We provide self-contained proof of a theorem relating probabilistic coherence of forecasts to their non-domination by rival forecasts with respect to any proper scoring rule. The theorem recapitulates insights achieved by other investigators, and clarifi es the connection of coherence and proper scoring rules to Bregman divergence.
    Remove from this list |
    Translate to English
    | Direct download  
     
    My bibliography  
     
    Export citation  
Infinitesimals and Probability
  1. Vieri Benci, Leon Horsten & Sylvia Wenmackers (2013). Non-Archimedean Probability. Milan Journal of Mathematics 81 (1):121-151.
    We propose an alternative approach to probability theory closely related to the framework of numerosity theory: non-Archimedean probability (NAP). In our approach, unlike in classical probability theory, all subsets of an infinite sample space are measurable and only the empty set gets assigned probability zero (in other words: the probability functions are regular). We use a non-Archimedean field as the range of the probability function. As a result, the property of countable additivity in Kolmogorov’s axiomatization of probability is replaced by (...)
    Remove from this list | Direct download (2 more)  
     
    My bibliography  
     
    Export citation  
  2. Vieri Benci, Leon Horsten & Sylvia Wenmackers (2012). Axioms for Non-Archimedean Probability (NAP). In De Vuyst J. & Demey L. (eds.), Future Directions for Logic; Proceedings of PhDs in Logic III - Vol. 2 of IfColog Proceedings. College Publications
    In this contribution, we focus on probabilistic problems with a denumerably or non-denumerably infinite number of possible outcomes. Kolmogorov (1933) provided an axiomatic basis for probability theory, presented as a part of measure theory, which is a branch of standard analysis or calculus. Since standard analysis does not allow for non-Archimedean quantities (i.e. infinitesimals), we may call Kolmogorov's approach "Archimedean probability theory". We show that allowing non-Archimedean probability values may have considerable epistemological advantages in the infinite case. The current paper (...)
    Remove from this list | Direct download  
     
    My bibliography  
     
    Export citation  
  3. Marc Burock, An Outcome of the de Finetti Infinite Lottery is Not Finite.
    A randomly selected number from the infinite set of positive integers—the so-called de Finetti lottery—will not be a finite number. I argue that it is still possible to conceive of an infinite lottery, but that an individual lottery outcome is knowledge about set-membership and not element identification. Unexpectedly, it appears that a uniform distribution over a countably infinite set has much in common with a continuous probability density over an uncountably infinite set.
    Remove from this list | Direct download  
     
    My bibliography  
     
    Export citation  
  4. Kenny Easwaran (2014). Regularity and Hyperreal Credences. Philosophical Review 123 (1):1-41.
    Many philosophers have become worried about the use of standard real numbers for the probability function that represents an agent's credences. They point out that real numbers can't capture the distinction between certain extremely unlikely events and genuinely impossible ones—they are both represented by credence 0, which violates a principle known as “regularity.” Following Skyrms 1980 and Lewis 1980, they recommend that we should instead use a much richer set of numbers, called the “hyperreals.” This essay argues that this popular (...)
    Remove from this list | Direct download (4 more)  
     
    My bibliography  
     
    Export citation  
  5. Philip Kremer (2014). Indeterminacy of Fair Infinite Lotteries. Synthese 191 (8):1757-1760.
    In ‘Fair Infinite Lotteries’ (FIL), Wenmackers and Horsten use non-standard analysis to construct a family of nicely-behaved hyperrational-valued probability measures on sets of natural numbers. Each probability measure in FIL is determined by a free ultrafilter on the natural numbers: distinct free ultrafilters determine distinct probability measures. The authors reply to a worry about a consequent ‘arbitrariness’ by remarking, “A different choice of free ultrafilter produces a different ... probability function with the same standard part but infinitesimal differences.” They illustrate (...)
    Remove from this list | Direct download (3 more)  
     
    My bibliography  
     
    Export citation  
  6. Rupert Macey-Dare, Expected Loss Divisibility Theorem.
    This paper proposes and analyses the following theorem: For every total actual loss caused to a claimant with given probabilities by a single unidentified member of a defined group, there is a corresponding total expected loss, divisible and separable into discrete component expected sub-losses, each individually "caused" by a corresponding specific member of that defined group. Moreover, for every total estimated loss caused to a claimant in the past or present or prospectively in the future with estimable probabilities by one (...)
    Remove from this list |
    Translate to English
    | Direct download  
     
    My bibliography  
     
    Export citation  
  7. Matthew W. Parker, More Trouble for Regular Probabilitites.
    In standard probability theory, probability zero is not the same as impossibility. But many have suggested that only impossible events should have probability zero. This can be arranged if we allow infinitesimal probabilities, but infinitesimals do not solve all of the problems. We will see that regular probabilities are not invariant over rigid transformations, even for simple, bounded, countable, constructive, and disjoint sets. Hence, regular chances cannot be determined by space-time invariant physical laws, and regular credences cannot satisfy seemingly reasonable (...)
    Remove from this list | Direct download (2 more)  
     
    My bibliography  
     
    Export citation  
  8. Alexander R. Pruss (2014). Infinitesimals Are Too Small for Countably Infinite Fair Lotteries. Synthese 191 (6):1051-1057.
    We show that infinitesimal probabilities are much too small for modeling the individual outcome of a countably infinite fair lottery.
    Remove from this list | Direct download (5 more)  
     
    My bibliography  
     
    Export citation  
  9. Alexander R. Pruss (2012). Infinite Lotteries, Perfectly Thin Darts and Infinitesimals. Thought: A Journal of Philosophy 1 (2):81-89.
    One of the problems that Bayesian regularity, the thesis that all contingent propositions should be given probabilities strictly between zero and one, faces is the possibility of random processes that randomly and uniformly choose a number between zero and one. According to classical probability theory, the probability that such a process picks a particular number in the range is zero, but of course any number in the range can indeed be picked. There is a solution to this particular problem on (...)
    Remove from this list | Direct download (5 more)  
     
    My bibliography  
     
    Export citation  
  10. Yaroslav Sergeyev (2009). Numerical Computations and Mathematical Modelling with Infinite and Infinitesimal Numbers. Journal of Applied Mathematics and Computing 29:177-195.
    Traditional computers work with finite numbers. Situations where the usage of infinite or infinitesimal quantities is required are studied mainly theoretically. In this paper, a recently introduced computational methodology (that is not related to the non-standard analysis) is used to work with finite, infinite, and infinitesimal numbers numerically. This can be done on a new kind of a computer – the Infinity Computer – able to work with all these types of numbers. The new computational tools both give possibilities to (...)
    Remove from this list |
    Translate to English
    | Direct download  
     
    My bibliography  
     
    Export citation  
  11. Sylvia Wenmackers (2012). Ultralarge and Infinite Lotteries. In B. Van Kerkhove, T. Libert, G. Vanpaemel & P. Marage (eds.), Logic, Philosophy and History of Science in Belgium II (Proceedings of the Young Researchers Days 2010). Koninklijke Vlaamse Academie van België Voor Wetenschappen En Kunsten
    By exploiting the parallels between large, yet finite lotteries on the one hand and countably infinite lotteries on the other, we gain insights in the foundations of probability theory as well as in epistemology. We solve the 'adding problems' that occur in these two contexts using a similar strategy, based on non-standard analysis.
    Remove from this list | Direct download  
     
    My bibliography  
     
    Export citation  
  12. Sylvia Wenmackers (2011). Philosophy of Probability: Foundations, Epistemology, and Computation. Dissertation, University of Groningen
    This dissertation is a contribution to formal and computational philosophy. -/- In the first part, we show that by exploiting the parallels between large, yet finite lotteries on the one hand and countably infinite lotteries on the other, we gain insights in the foundations of probability theory as well as in epistemology. Case 1: Infinite lotteries. We discuss how the concept of a fair finite lottery can best be extended to denumerably infinite lotteries. The solution boils down to the introduction (...)
    Remove from this list |
    Translate to English
    | Direct download (2 more)  
     
    My bibliography  
     
    Export citation  
  13. Sylvia Wenmackers & Leon Horsten (2013). Fair Infinite Lotteries. Synthese 190 (1):37-61.
    This article discusses how the concept of a fair finite lottery can best be extended to denumerably infinite lotteries. Techniques and ideas from non-standard analysis are brought to bear on the problem.
    Remove from this list | Direct download (10 more)  
     
    My bibliography  
     
    Export citation  
Mathematics of Probability, Misc
  1. Edward H. Allen (1976). Negative Probabilities and the Uses of Signed Probability Theory. Philosophy of Science 43 (1):53-70.
    The use of negative probabilities is discussed for certain problems in which a stochastic process approach is indicated. An extension of probability theory to include signed (negative and positive) probabilities is outlined and both philosophical and axiomatic examinations of negative probabilities are presented. Finally, a class of applications illustrates the use and implications of signed probability theory.
    Remove from this list | Direct download (5 more)  
     
    My bibliography  
     
    Export citation  
  2. Antony Eagle (forthcoming). Probability and Randomness. In Alan Hájek & Christopher Hitchcock (eds.), Oxford Handbook of Probability and Philosophy. Oxford University Press
  3. Dale C. Gillman (2014). On the Search For Objective Truths of Reality and Human Society: Part 1. Dissertation, Kennesaw State University
    Abstract Pioneers in the respective field of philosophy have made remarkable progress in the world. Thinkers starting with Plato and more contemporary thinkers such as Descartes and many others have tried pushing the limits of what humans can learn about the world around us. In my paper I am trying to establish probability as a recognized law of our physical reality. I also briefly discuss logic, reason and the need for modern philosophy. My hopes are also to show that though (...)
    Remove from this list | Direct download  
     
    My bibliography  
     
    Export citation  
  4. Alan Hájek (2001). Probability, Logic, and Probability Logic. In Lou Goble (ed.), The Blackwell Guide to Philosophical Logic. Blackwell Publishers 362--384.
  5. Conor Mayo-Wilson & Gregory Wheeler (forthcoming). Scoring Imprecise Credences: A Mildly Immodest Proposal. Philosophy and Phenomenological Research.
  6. Arthur Paul Pedersen & Gregory Wheeler (2014). Demystifying Dilation. Erkenntnis 79 (6):1305-1342.
    Dilation occurs when an interval probability estimate of some event E is properly included in the interval probability estimate of E conditional on every event F of some partition, which means that one’s initial estimate of E becomes less precise no matter how an experiment turns out. Critics maintain that dilation is a pathological feature of imprecise probability models, while others have thought the problem is with Bayesian updating. However, two points are often overlooked: (1) knowing that E is stochastically (...)
    Remove from this list | Direct download (4 more)  
     
    My bibliography  
     
    Export citation  
  7. Alexander R. Pruss (2012). Infinite Lotteries, Perfectly Thin Darts and Infinitesimals. Thought: A Journal of Philosophy 1 (2):81-89.
    One of the problems that Bayesian regularity, the thesis that all contingent propositions should be given probabilities strictly between zero and one, faces is the possibility of random processes that randomly and uniformly choose a number between zero and one. According to classical probability theory, the probability that such a process picks a particular number in the range is zero, but of course any number in the range can indeed be picked. There is a solution to this particular problem on (...)
    Remove from this list | Direct download (5 more)  
     
    My bibliography  
     
    Export citation  
  8. Lukas M. Verburgt (2013). Robert Leslie Ellis's Work on Philosophy of Science and the Foundations of Probability Theory. Historia Mathematica 40 (4):423-454.
    The goal of this paper is to provide an extensive account of Robert Leslie Ellisʼs largely forgotten work on philosophy of science and probability theory. On the one hand, it is suggested that both his ‘idealist’ renovation of the Baconian theory of induction and a ‘realism’ vis-à-vis natural kinds were the result of a complex dialogue with the work of William Whewell. On the other hand, it is shown to what extent the combining of these two positions contributed to Ellisʼs (...)
    Remove from this list |
     
    My bibliography  
     
    Export citation