Abstract
This paper elucidates the relationship between the paper [1] and the standard approach in probability theory.
Similar content being viewed by others
References
V. P. Maslov, “Unbounded Probability Theory and Multistep Relaxation Processes,” Math. Notes 93(3), 451–459 (2013).
A. I. Mal’tsev, Algebraic Systems (Nauka, Moscow, 1970) [in Russian].
V. P. Maslov and V. V. V’yugin, “Variational problems for additive loss functions and Kolmogorov complexity,” Dokl. Ross. Akad. Nauk 390(5), 595–598 (2003) [Russian Acad. Sci. Dokl. Math. 67 (3), 404–407 (2003)].
V. V. V’yugin and V. P. Maslov, “Extremal Relations between Additive Loss Functions and the Kolmogorov Complexity,” Problemy Peredachi Informatsii 39(4) 71–87 (2003) [Problems Inform. Transmission 39 (4) 380–394 (2003)].
V. V. V’yugin and V. P. Maslov, “Concentration Theorems for Entropy and Free Energy,” Problemy Peredachi Informatsii 41(2) 72–88 (2005) [Problems Inform. Transmission 41 (2) 134–149 (2005)].
L. D. Landau and E. M. Lifshits, Statistical Physics (Nauka, Moscow, 1964) [in Russian].
V. P. Maslov and A. S. Chernyi, “On the maximization and minimization entropy in various disciplines,” Teor. Veroyatnost. i Primenen. 48(3), 466–486 (2003) [Theory Probab. Appl. 48 (3), 447–464 (2003)].
V. P. Maslov, “Integral Equations and Phase Transitions in Stochastic Games,” Teor. Veroyatnost. i Primenen. 48(2), 403–412 (2003) [Theory Probab. Appl. 48 (2), 359–367 (2004)].
V. P. Maslov, “Quantum Statistics Methods from the Viewpoint of Probability Theory, Teor. Veroyatnost. i Primenen. 47(4), 686–709 (2002) [Theory Probab. Appl. 47 (4), 665–683 (2003)].
A. N. Shiryaev, Foundations of Stochastic Financial Mathematics (FAZIS, Moscow, 1998), Vols. 1, 2 [in Russian].
A. N. Shiryaev, Probability, Vol. 1: Elementary Probability Theory. Mathematical Foundations. Limit Theorems (MCCME, Moscow, 2004) [in Russian].
V. P. Maslov and T. V. Maslova, “Unbounded probability theory and its applications”, Teor. Veroyatnost. Primenen. 57(3), 471–498 (2012).
E. T. Jaynes, Papers on Probability, Statistics, and Statistical Physics (Dordrecht, Reidel, 1984).
Y. Miyahara “Geometric Lévy process pricing model,” Trudy Mat. Inst. Steklov 237, 185–200 (2002) [Proc. Steklov Inst. Math. 237, 176–191 (2002)].
H. Föllmer and A. Schied, Stochastic Finance: An Introduction in Discrete Time (de Gruyter, Berlin, 2002).
V. P. Maslov, “Econophysics and Quantum Statistics, Mat. Zametki 72(6), 883–891 (2002) [Math. Notes 72 (5–6), 811–818 (2002)].
A. M. Vershik, “Statistical mechanics of combinatorial partitions and their limit shapes,” Funktsional. Anal. i Prilozhen. 30(2), 19–39 (1996) [Functional Anal. Appl. 30 (2), 90–105 (1996)].
V. P. Maslov, “A homogeneous gas mixture,” Teoret. Mat. Fiz. 168(2), 358–368 (2011) [Theoret. and Math. Phys. 168 (2), 1165–1174 (2002)].
Author information
Authors and Affiliations
Corresponding author
Additional information
The article was submitted by the author for the English version of the journal.
Rights and permissions
About this article
Cite this article
Maslov, V.P. Unbounded probability theory and multistep relaxation processes, II. Math Notes 93, 881–889 (2013). https://doi.org/10.1134/S000143461305026X
Received:
Published:
Issue Date:
DOI: https://doi.org/10.1134/S000143461305026X