21 citations · 26 across the 4 of their papers we have counts for
5 papers
Weighted entropy: basic inequalities
Mark Kelbert, Izabella Stuhl, Yuri Suhov
This paper represents an extended version of an earlier note [10]. The concept of weighted entropy takes into account values of different outcomes, i.e., makes entropy context-depe…
Weighted entropy and optimal portfolios for risk-averse Kelly investments
Mark Kelbert, Izabella Stuhl, Yuri Suhov
Following a series of works on capital growth investment, we analyse log-optimal portfolios where the return evaluation includes `weights' of different outcomes. The results are tw…
Weak Error for Continuous Time Markov Chains Related to Fractional in Time P(I)DEs
M. Kelbert, V. Konakov, S. Menozzi
We provide sharp error bounds for the difference between the transition densities of some multidimensional Continuous Time Markov Chains (CTMC) and the fundamental solutions of som…
Randomized migration processes between two epidemic centers
Igor Sazonov, Mark Kelbert
Epidemic dynamics in a stochastic network of interacting epidemic centers is considered. The epidemic and migration processes are modelled by Markov's chains. Explicit formulas for…
Shift-invariance for FK-DLR states of a 2D quantum bose-gas
Y. Suhov, M. Kelbert, I. Stuhl
This paper continues the work Y. Suhov, M. Kelbert. FK-DLR states of a quantum bose-gas, arXiv:1304.0782 [math-ph], and focuses on infinite-volume bosonic states for a quantum syst…