Stanisław Cichomski

most citedContradictory predictions with multiple agents

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math.PR2023

On the existence of extreme coherent distributions with no atoms

Stanisław Cichomski, Adam Osękowski

The paper is devoted to the study of extremal points of $C$ , the family of all two-variate coherent distributions on $[0, 1]^{2}$ . It is well-known that the set $\mathcal{C}…

math.PR2023

Coherent distributions on the square $\unicode{x2013}$ extreme points and asymptotics

Stanisław Cichomski, Adam Osękowski

Let $C$ denote the family of all coherent distributions on the unit square $[0, 1]^{2}$ , i.e. all those probability measures $μ$ for which there exists a random vector $(X,Y…

math.PR2022★ 1 cited

Contradictory predictions with multiple agents

Stanisław Cichomski, Adam Osękowski

Let $X_{1}$ , $X_{2}$ , $\dots$ , $X_{n}$ be a sequence of coherent random variables, i.e., satisfying the equalities $X_{j} = P (A ∣ G_{j}), j = 1, 2, \dots, n,$ almo…

math.PR2022

Doob's estimate for coherent random variables and maximal operators on trees

Stanisław Cichomski, Adam Osękowski

Let $ξ$ be an integrable random variable defined on $(Ω, F, P)$ . Fix $k \in Z_{+}$ and let ${G_{i}^{j}}_{1 \leq i \leq n, 1 \leq j \leq k}$ be a refe…