S. Miller

collaborators

2 papers

math.PR2025

The Kelly Criterion And Utility Function Optimisation For Stochastic Binary Games: Submartingale And Supermartingale Regimes

Steven D Miller

A reformulation of the Kelly Criterion is presented. Let $G$ be a generic stochastic Bernoulli binary game with outcomes $Z (I) \in {- 1, 1}$ of N tria…

math.PR2024

A Spectral Representation of a Weighted Random Vectorial Field: Potential Applications to Turbulence and the Problem of Anomalous Dissipation in the Inviscid Limit

Steven D Miller

Let $G \subset R^{3}$ with $v o l (G) \sim L^{3}$ . Let $T (x)$ be a Gaussian random field $\forall x \in G$ with expectation $\mathbf…