Statistic and Probability Letters
(Science direct)
• 21 Jul 2021
Valjarević, Dragana • Merkle, Ana
In this paper we consider a concept of statistical causality, based on Granger’s definition
of causality and analyze the relationships between given causality and the concept
of measurable separability of σ-algebras. The measurable separability of σ-algebras is
defined in Florens et al. (1990). We give a generalization of that definition for flows
of information represented by filtrations and consider some properties of measurable
separability that are directly connected to the concept of s ...
FILOMAT
(Faculty of Sciences and Mathematics, University of Nis)
• 01 Apr 2024
Petrović, Milena
A hybrid accelerated model with two step length parameters for solving unconstrained optimization problems is presented. Applied hybridization process involves an efficient three term hybrid method. The accelerated double step size model is taken as guiding operator in this hybridization process. Defined method is convergent on the set of uniformly convex functions as well as on the set on strictly convex quadratics. We display a Dolan Moré performance profiles of derived iteration and of some o ...
Stochastics: An International Journal of Probability and Stochastic Processes
(Taylor and Francis)
• 21 Jul 2018
Petrović, Ljiljana • Valjarević, Dragana
The paper considers a statistical concept of causality in continuous
time in the filtered probability spaces which is based on the Granger’s
definition of causality. The given causality concept is then applied to
the solution of the martingale problem (associated with the stochastic
differential equation driven with semimartingales). More precisely,
we show that the given causality concept is closely connected to
the concept of extremality of measures for the solutions of the
martingale p ...
Stochastics: An International Journal of Probability and Stochastic Processes
(Taylor and Francis)
• 21 Jul 2021
Valjarević, Dragana • Petrović, Ljiljana
The statistical concept of causality in continuous time between
filtered probability spaces considered in this paper is based on
Granger’s definition of causality. The given concept of causality can
be connected to the purely discontinuous property for martingale
and filtration. If M is a purely discontinuous local martingale with
respect to purely discontinuous filtration (Gt), we prove that M will
remain purely discontinuous local martingale with respect to an
extension (Ft) of the filt ...
Statistic and Probability Letters
(Science Direct)
• 21 Nov 2020
Valjarević, Dragana • Petrović, Ljiljana
In this paper we consider the statistical concept for continuous-time stochastic processes,
which is based on Granger’s definition of causality. We, also, show that separability
is directly related to causality concepts. More precisely, we provide necessary
conditions, in terms of statistical causality, for the space Lp(Ω, G∞, P) to be separable.
The concept of statistical causality is related to the notion separability of stochastic
processes, too.
Bulletin of Korean Mathematical Society
• 21 Oct 2018
Petrović, Ljiljana • Valjarević, Dragana
In this paper we consider the concept of statistical causality
in continuous time between
ows of information, represented by ltra-
tions. Then we relate the given concept of causality to the equivalent
change of measure that plays an important role in mathematical nance.
We give necessary and sucient conditions, in terms of statistical causali-
ty, for extremality of measure in the set of martingale measures. Also, we
have considered the extremality of measure which involves the stopping ...
Mathematical Problems in Engineering
(Hindawi)
• 06 Nov 2018
Petrović, Milena • Stanimirović, Predrag • Kontrec, Nataša • Mladenović, Julija
We present a hybridization of the accelerated gradient method with two vector directions. This hybridization is based on the usage of a chosen three-term hybrid model. Derived hybrid accelerated double direction model keeps preferable properties of both included methods. Convergence analysis demonstrates at least linear convergence of the proposed iterative scheme on the set of uniformly convex and strictly convex quadratic functions. The results of numerical experiments confirm better performan ...
Bulletin of the Australian Mathematical Society
(Cambridge University Press)
• 01 Aug 2018
Panić, Stefan • Petrović, Milena • Mihajlov Carević, Miroslava
We improve the convergence properties of the iterative scheme for solving unconstrained optimisation problems introduced in Petrovic et al. [‘Hybridization of accelerated gradient descent method’, Numer. Algorithms (2017), doi:10.1007/s11075-017-0460-4] by optimising the value of the initial step length parameter in the backtracking line search procedure. We prove the validity of the algorithm and illustrate its advantages by numerical experiments and comparisons.
Zbornik radova sa Međunarodne konferencije o nastavi fizike i srodnih nauka
(Društvo fizičara Srbije, Beograd)
• 07 Oct 2018
Gulan, Ljiljana • Vučković, Biljana • Kevkić, Tijana • Drljača, Branko
Sistematska merenja koncentracije radona se najčešće izvode na slučajnim uzorcima stambenih objekata. Međutim, škole se mogu pokazati kao pogodniji izbor, jer su uniformno raspoređene po celoj teritoriji područja ili naselja, na način da se njihova prostorna raspodela može dovesti u vezu sa gustinom naseljenosti, tako da manji broj merenja može dati relevantne podatke. U cilju kontorole i zaštite dece i odraslih sprovedena istraživanja izlaganja populacije radonu u školama u većini evropskih zem ...
Mathematical Problems in Engineering
(Hindawi)
• 14 Apr 2020
Mihajlov Carević, Miroslava • Petrović, Milena • Denić, Nebojša
In this paper, we are going to demonstrate a method for determining the generating functions of tetrahedral, hexahedral, octahedral, dodecahedral, and icosahedral figurative numbers. The method is based on the differences between the members of the series of the mentioned figurative numbers, as well as on the previously specified generating functions for the sequence and geometric sequence.
