We study the (weak) equilibrium problem arising from the problem of optimally stopping a one-dimensional diffusion subject to an expectation constraint on
Define mathematical expectation. mathematical expectation synonyms, mathematical expectation pronunciation, mathematical expectation translation, English dictionary definition of mathematical expectation. n statistics another name for expected value Coll
Characterizations of generalized mixtures of geometric and exponential distributions based on upper record values Let X U(1) < X U(2) < ... < X U(n) < ... be the sequence of the upper record values from a population with common distribution function F . In this p... JW Wu - 《...
Because it is used in the verifications of Theorems 3.1 and 3.3 we present a proof of it. A.1 Theorem Let X and Y be topological spaces such that Y is compact, and let \(f:X\times Y\rightarrow \mathbb {R}\) be a continuous function. Then the function \(g:X\rightarrow \mathbb...
Assuming that the prior distributions of the candidate model parameters are known, we can obtain the joint posterior distribution of stochastic parameters. Let Sx,1:k = {Sx,1, Sx,2, . . . , Sx,k}, where Sx,k = ln(X(tk) − ϕx). Then, for the exponential model with IID ...
The rule of "linearity of of the expectation" says that E[x1+x2] = E[x1] + E[x2]. Tutorials Introductory Probability- Compound and Independent Events, Mutually Exclusive Events, Multi-Stage Experiments; Application of Probability and a quick example of a Probability Distribution, Random Variab...
First, it can be used with any exponential family distribution over the cliques in the graph. Second, it can impose additional constraints on the marginal distributions. We use this second property to impose pair-wise marginal constraints in some check nodes of the LDPC code's Tanner graph. ...