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Digital Library

of the European Council for Modelling and Simulation

 

Title:

Generation Of Probability Measures With The Given Specification Of The Smallest Bans

Authors:

Alexander A. Grusho, Nick A. Grusho, Elena E. Timonina

Published in:

 

(2014).ECMS 2014 Proceedings edited by: Flaminio Squazzoni, Fabio Baronio, Claudia Archetti, Marco Castellani  European Council for Modeling and Simulation. doi:10.7148/2014

 

ISBN: 978-0-9564944-8-1

 

28th European Conference on Modelling and Simulation,

Brescia, Italy, May 27th – 30th, 2014

Citation format:

Alexander A. Grusho, Nick A. Grusho, Elena E. Timonina (2014). Generation Of Probability Measures With The Given Specification Of The Smallest Bans, ECMS 2014 Proceedings edited by: Flaminio Squazzoni, Fabio Baronio, Claudia Archetti, Marco Castellani  European Council for Modeling and Simulation. doi:10.7148/2014-0565

DOI:

http://dx.doi.org/10.7148/2014-0565

Abstract:

A ban means a sequence which has zero probability in a finite space. Generation of probability models is carried out, as a rule, from simpler models by introduction of additional restrictions. However fulfilment of required properties for stochastic processes requires the proof in case of introduction of additional restrictions. In particular, the proof is required that restrictions on admissibility of trajectories don’t destroy the property of being a random process that is to satisfy to the Kolmogorov’s theorem.

The paper deals with conditions under which introduction of restrictions on trajectories of random sequences according to the given specification of the smallest bans again generates random process. When the probability measure Q is generated by restrictions defined by bans we consider testing of sequence of hypotheses H0, n : Qn against H1, n : Pn, where Q possesses the specification of the smallest bans, P is a uniform measure and Qn, Pn are projections of measures Q and P. The existence of consistency of sequence test defined by bans is investigated.

 

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