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Full-Text Articles in Probability
Foundations Of Memory Capacity In Models Of Neural Cognition, Chandradeep Chowdhury
Foundations Of Memory Capacity In Models Of Neural Cognition, Chandradeep Chowdhury
Master's Theses
A central problem in neuroscience is to understand how memories are formed as a result of the activities of neurons. Valiant’s neuroidal model attempted to address this question by modeling the brain as a random graph and memories as subgraphs within that graph. However the question of memory capacity within that model has not been explored: how many memories can the brain hold? Valiant introduced the concept of interference between memories as the defining factor for capacity; excessive interference signals the model has reached capacity. Since then, exploration of capacity has been limited, but recent investigations have delved into the …
The Martingale Approach To Financial Mathematics, Jordan M. Rowley
The Martingale Approach To Financial Mathematics, Jordan M. Rowley
Master's Theses
In this thesis, we will develop the fundamental properties of financial mathematics, with a focus on establishing meaningful connections between martingale theory, stochastic calculus, and measure-theoretic probability. We first consider a simple binomial model in discrete time, and assume the impossibility of earning a riskless profit, known as arbitrage. Under this no-arbitrage assumption alone, we stumble upon a strange new probability measure Q, according to which every risky asset is expected to grow as though it were a bond. As it turns out, this measure Q also gives the arbitrage-free pricing formula for every asset on our market. In …
Adaptive Randomization Designs, Jenna Colavincenzo
Adaptive Randomization Designs, Jenna Colavincenzo
Statistics
Adaptive design methodologies use prior information to develop a clinical trial design. The goal of an adaptive design is to maintain the integrity and validity of the study while giving the researcher flexibility in identifying the optimal treatment. An example of an adaptive design can be seen in a basic pharmaceutical trial. There are three phases of the overall trial to compare treatments and experimenters use the information from the previous phase to make changes to the subsequent phase before it begins.
Adaptive design methods have been in practice since the 1970s, but have become increasingly complex ever since. One …