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math.ST2021
Toward a deeper understanding of a basic cascade
Uwe Saint-Mont
Towards the end of the last century, B. Mandelbrot saw the importance, revealed the beauty, and robustly promoted (multi-)fractals. Multiplicative cascades are closely related and…
math.ST2017
Beyond the law of large numbers: Introducing progressive sampling, weaving, the geometric triangle, and corresponding distributions
Uwe Saint-Mont
In probability theory and statistics, the IID model represents a single population, and a large, potentially infinite sample from this population. Main theorems, in particular the…
math.ST2014
Comparing Different Information Levels
Uwe Saint-Mont
Given a sequence of random variables suppose the aim is to maximize one's return by picking a `favorable' . Obviously, the expected payoff crucially d…