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We consider the decreasing and the increasing $r$-excessive functions $\varphi_r$ and $\psi_r$ that are associated with a one-dimensional conservative regular continuous strong Markov process $X$ with values in an interval with endpoints…

Although copulas are used and defined for various infinite-dimensional objects (e.g. Gaussian processes and Markov processes), there is no prevalent notion of a copula that unifies these concepts. We propose a unified approach and define…

We show that a modified Empirical process converges to the limiting Gaussian process whenever the limit is continuous. The modification depends on the properties of the limit via Talagrand's characterization of the continuity of Gaussian…

We prove $\times a$ $\times b$ measure rigidity for multiplicatively independent pairs when $a\in\mathbb{N}$ and $b>1$ is a ``specified'' real number (the $b$-expansion of $1$ has a tail or bounded runs of $0$'s) under a positive entropy…

For a given metric measure space $(X,d,\mu)$ we consider finite samples of points, calculate the matrix of distances between them and then reconstruct the points in some finite-dimensional space using the multidimensional scaling (MDS)…

We describe in a qualitative way a possible picture of the Measurement Process in Quantum Mechanics, which takes into account: 1. the finite and non zero time duration T of the interaction between the observed system and the microscopic…

We introduce a new measure of robustness for statistical estimators, which we call \emph{empirical sensitivity}. An estimator $\hat \theta$ has bounded empirical sensitivity if, with high probability over a dataset $X = (X_1, \dots, X_n)…

We consider a set of probability measures on a finite event space $\Omega$. The mutual affinity is introduced in terms of the spectrum of the associated Gram matrix. We show that, for randomly chosen measures, the empirical eigenvalue…

Given a positive random variable $X$, $X\ge0$ a.s., a null hypothesis $H_0:E(X)\le\mu$ and a random sample of infinite size of $X$, we construct test supermartingales for $H_0$, i.e. positive processes that are supermartingale if the null…

We establish convergence to an invariant measure as time tends to infinity, for a large class of (possibly non-Markovian) stochastic volatility models. Our arguments are based on a novel coupling idea for Markov chains which also extends to…

For integers $a$ and $b\geq 2$, let $T_a$ and $T_b$ be multiplication by $a$ and $b$ on $\mathbb{T}=\mathbb{R}/\mathbb{Z}$. The action on $\mathbb{T}$ by $T_a$ and $T_b$ is called $\times a,\times b$ action and it is known that, if $a$ and…

Consider the empirical measure, $\hat{\mathbb{P}}_N$, associated to $N$ i.i.d. samples of a given probability distribution $\mathbb{P}$ on the unit interval. For fixed $\mathbb{P}$ the Wasserstein distance between $\hat{\mathbb{P}}_N$ and…

We consider controlled martingales with bounded steps where the controller is allowed at each step to choose the distribution of the next step, and where the goal is to hit a fixed ball at the origin at time $n$. We show that the algebraic…

We consider equally-weighted Cantor measures $\mu_{q,b}$ arising from iterated function systems of the form ${b^{-1}(x+i)}$, $i=0,1,...,q-1$, where $q<b$. We classify the $(q,b)$ so that they have infinitely many mutually orthogonal…

We study behavior of a measure on $[0,\infty)$ by considering its Laplace transform. If it is possible to extend the Laplace transform to a complex half-plane containing the imaginary axis, then the exponential decay of the tail of the…

The experimental realization of successive non-demolition measurements on single microscopic systems brings up the question of ergodicity in Quantum Mechanics (QM). We investigate whether time averages over one realization of a single…

Let $\lambda_{max}$ be a shifted maximal real eigenvalue of a random $N\times N$ matrix with independent $N(0,1)$ entries (the `real Ginibre matrix') in the $N\to\infty$ limit. It was shown by Poplavskyi, Tribe, Zaboronski \cite{PZT} that…

The Doob convergence theorem implies that the set of divergence of any martingale has measure zero. We prove that, conversely, any $G\_{\delta\sigma}$ subset of the Cantor space with Lebesgue-measure zero can be represented as the set of…

We study the continuity equation on the metric measure space $(\mathcal{P}_p(X),W_p,Q)$, when $X$ is either the Euclidean space or a compact, oriented, and boundaryless Riemannian manifold, for some suitable reference measure $Q \in…

The measurement postulate of quantum theory stands in conflict with the laws of thermodynamics and has evoked debate regarding what actually constitutes a measurement. With the help of modern quantum statistical mechanics, we take the first…