In this paper we consider the properties of a family of probability (continuous and singular) measures, which will be called Binomial measures because of their relationship with the binomial model in probability. These measures arise in many applications with different notations. Many properties in common with Lebesgue measure hold true for this family, sometimes unexpectedly.
Binomial Measures and their Approximations
CALABRO', Francesco;CORBO ESPOSITO, Antonio;
2012-01-01
Abstract
In this paper we consider the properties of a family of probability (continuous and singular) measures, which will be called Binomial measures because of their relationship with the binomial model in probability. These measures arise in many applications with different notations. Many properties in common with Lebesgue measure hold true for this family, sometimes unexpectedly.File in questo prodotto:
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