51,431 research outputs found

    Gravity Waves as a Probe of Hubble Expansion Rate During An Electroweak Scale Phase Transition

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    Just as big bang nucleosynthesis allows us to probe the expansion rate when the temperature of the universe was around 1 MeV, the measurement of gravity waves from electroweak scale first order phase transitions may allow us to probe the expansion rate when the temperature of the universe was at the electroweak scale. We compute the simple transformation rule for the gravity wave spectrum under the scaling transformation of the Hubble expansion rate. We then apply this directly to the scenario of quintessence kination domination and show how gravity wave spectra would shift relative to LISA and BBO projected sensitivities.Comment: 28 pages, 2 figures

    Strong laws of large numbers for sub-linear expectations

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    We investigate three kinds of strong laws of large numbers for capacities with a new notion of independently and identically distributed (IID) random variables for sub-linear expectations initiated by Peng. It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov's strong law of large numbers to the case where probability measures are no longer additive. An important feature of these strong laws of large numbers is to provide a frequentist perspective on capacities.Comment: 10 page

    An Invariance Principle of G-Brownian Motion for the Law of the Iterated Logarithm under G-expectation

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    The classical law of the iterated logarithm (LIL for short)as fundamental limit theorems in probability theory play an important role in the development of probability theory and its applications. Strassen (1964) extended LIL to large classes of functional random variables, it is well known as the invariance principle for LIL which provide an extremely powerful tool in probability and statistical inference. But recently many phenomena show that the linearity of probability is a limit for applications, for example in finance, statistics. As while a nonlinear expectation--- G-expectation has attracted extensive attentions of mathematicians and economists, more and more people began to study the nature of the G-expectation space. A natural question is: Can the classical invariance principle for LIL be generalized under G-expectation space? This paper gives a positive answer. We present the invariance principle of G-Brownian motion for the law of the iterated logarithm under G-expectation

    Multiple G-It\^{o} integral in the G-expectation space

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    In this paper, motivated by mathematic finance we introduce the multiple G-It\^{o} integral in the G-expectation space, then investigate how to calculate. We get the the relationship between Hermite polynomials and multiple G-It\^{o} integrals which is a natural extension of the classical result obtained by It\^{o} in 1951.Comment: 9 page
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