1 citations · 1 across the 2 of their papers we have counts for
2 papers
math.PR2024★ 1 cited
Balancing art and money in pursuit of a Kelly-type optimality
Reza Rastegar, Alex Roitershtein, Vadim Roytershteyn +1
We introduce and study a mathematical model of an art collector. In our model, the collector is a rational agent whose actions in the art market are driven by two competing long-te…
math.PR2010
Random linear recursions with dependent coefficients
A. P. Ghosh, D. Hay, V. Hirpara +4
We consider the equation R(n)=Q(n)+M(n) R(n-1), with random non-i.i.d. coefficients (Q(n),M(n)), and show that the distribution tails of the stationary solution to this equation ar…