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A probabilistic interpretation of the θ-method

✍ Scribed by Per Hörfelt

Book ID
104302063
Publisher
Elsevier Science
Year
2003
Tongue
English
Weight
109 KB
Volume
62
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

✦ Synopsis

This paper gives a probabilistic interpretation of a class of ÿnite di erence schemes often referred to as the Â-method. In particular, the present paper shows that for some parameter values the Â-method can been seen as a binomial tree with a random time.

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✍ R.A. Lippert 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 154 KB

Presented in a continuous extension of a measure used by Sol Golomb to define a probability on the sample space of natural numbers. The extension is a probability measure which holds several characteristic in common with Golomb's measure but on the set \((1, \infty)\). I have proven a theorem which