The intensity of the random variable intercept in the sector of negative probabilities

Marcin Makowski, Edward Piotrowski (), Jan S{\l}adkowski and Jacek Syska

Papers from arXiv.org

Abstract: We consider properties of the measurement intensity $\rho$ of a random variable for which the probability density function represented by the corresponding Wigner function attains negative values on a part of the domain. We consider a simple economic interpretation of this problem. This model is used to present the applicability of the method to the analysis of the negative probability on markets where there are anomalies in the law of supply and demand (e.g. Giffen's goods). It turns out that the new conditions to optimize the intensity $\rho$ require a new strategy. We propose a strategy (so-called $\grave{a}$ rebours strategy) based on the fixed point method and explore its effectiveness.

Date: 2015-01
References: View references in EconPapers View complete reference list from CitEc
Citations:

Downloads: (external link)
http://arxiv.org/pdf/1503.07495 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1503.07495

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().