Munich Personal RePEc Archive

Ruptures in the probability scale? Calculation of ruptures’ dimensions

Harin, Alexander (2009): Ruptures in the probability scale? Calculation of ruptures’ dimensions.

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Abstract

The article raises the question of possible existence of ruptures, gaps in the probability scale which are caused by noises, uncertainties. A hypothesis of existence of such ruptures may be used to solve a number of problems of, e.g., utility theory in economics. The calculations give the dimensions of ruptures can be more than 1/3 of the standard deviation for the standard probability distributions.

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