Unbounded probability theory and its applications

DOI10.1137/S0040585X97986084MaRDI QIDQ2863589zbMATH OpenOpenAlexFDO

Authors V. P. Maslov, T. V. Maslova

Publication date 22 November 2013

Published in Theory of Probability and its Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1211.3037

Mathematics Subject Classification ID

Foundations of probability theory (60A99) Order statistics; empirical distribution functions (62G30)

Abstract: The paper deals with the order statistics and empirical mathematical expectation (which is also called the estimate of mathematical expectation in the literature) in the case of infinitely increasing random variables. The Kolmogorov concept which he used in the theory of complexity and the relationship with thermodynamics which was pointed out already by Poincar'e are considered. The mathematical expectation (generalizing the notion of arithmetical mean, which is generally equal to infinity for any increasing sequence of random variables) is compared with the notion of temperature in thermodynamics by using an analog of nonstandard analysis. The relationship with the Van-der-Waals law of corresponding states is shown. Some applications of this concept in economics, in internet information network, and self-teaching systems are considered.

Review text

The paper under review is a continuation of studies conducted in [\textit{V. P. Maslov}, Theory Probab. Appl. 48, No. 2, 359--367 (2003); translation from Teor. Veroyatn. Primen. 48, No. 2, 403--411 (2003; Zbl 1099.91018)] and [Theory Probab. Appl. 48, No. 4, 723--733 (2003); translation from Teor. Veroyatn. Primen. 48, No. 4, 800--810 (2003; Zbl 1089.91026)]. The authors consider the order statistics and the so-called ``empirical mathematical expectation in the case of infinitely increasing random variables, the Kolmogorov concept, which he used in the theory of complexity, and the relationship with thermodynamics, which was pointed out by Poincaré. The mathematical expectation is compared with the notion of temperature in thermodynamics while deploying an analogue of nonstandard analysis. It is shown that there is a relationship with the Van der Waals law of corresponding states. The depicted concept is illustrated by its application in economics, in Internet information networks, and in self-teaching systems.

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Cited in

(11)

• Mathematical justification for the transition to negative pressures of the new ideal liquid
• On the mathematical justification of experimental and computer physics
• On unbounded probability theory
• Boyle temperature as a point of ideal gas in Gentile statistics and its economic interpretation
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• Persistently unbounded probability densities
• Unbounded probability theory and multistep relaxation processes
• Unbounded probability theory and multistep relaxation processes. II
• The role of macroinstrument and microinstrument and of observable quantities in the new conception of thermodynamics
• Old mathematical errors in statistical physics
• New probability theory compatible with the new conception of modern thermodynamics. Economics and crisis of debts

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