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Probability theory for random variables with unboundedly growing values and its applications

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Il y a quelque choseà faire. (French proverb)

Abstract

We develop the unbounded probability theory on the basis of Kolmogorov complexity and show its connections to thermodynamics, economics, and its role in the study of the Web.

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Authors and Affiliations

  1. Department of Mechanics and Mathematics, Moscow State University, Moscow, 119991, Russia

    V. P. Maslov

  2. Moscow Economical Institute, Pechorskaya str., 6, Moscow, 129344, Russia

    T. V. Maslova

Authors
  1. V. P. Maslov
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  2. T. V. Maslova
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Additional information

This work was partially supported by the RFBR grant 11-01-12058_ofi_m.

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Maslov, V.P., Maslova, T.V. Probability theory for random variables with unboundedly growing values and its applications. Russ. J. Math. Phys. 19, 324–339 (2012). https://doi.org/10.1134/S1061920812030065

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  • DOI: https://doi.org/10.1134/S1061920812030065

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