Related papers: Construction of an Edwards' probability measure on…

Let $s(n)$ denote the number of ones in the binary expansion of a natural number $n\in\mathbb{N}$. For any $t\in\mathbb{N}$ and $d\in\mathbb{Z}$, let $\mu_t(d)$ denote the asymptotic density of the set of those natural numbers $n$ for which…

For each integer $n\ge 1$, denote by $T_{n}$ the map $x\mapsto nx\mod 1$ from the circle group $\mathbb{T} = \mathbb{R}/\mathbb{Z}$ into itself. Let $p,q\ge 2$ be two multiplicatively independent integers. Using Baire Category arguments, we…

Talagrand observed that finiteness of $\mathbb{E}\, e^{\frac{1}{2}|\nabla f(X)|^{2}}$ implies finiteness of $\mathbb{E}\, e^{\, f(X)}$ where $X$ is the standard Gaussian vector in $\mathbb{R}^{n}$ and $f$ is a smooth function with zero…

In this article, we study the approximation of a probability measure $\mu$ on $\mathbb{R}^{d}$ by its empirical measure $\hat{\mu}_{N}$ interpreted as a random quantization. As error criterion we consider an averaged $p$-th moment…

We give a new characterization for mutual absolute continuity of probability measures on a filtered space. For this, we introduce a martingale limit $M$ that measures the similarity between the tails of the probability measures restricted…

Let $\mathcal{P}^{<\infty} (\Lambda$-mod$)$ be the category of finitely generated left modules of finite projective dimension over a basic Artin algebra $\Lambda$. We develop an applicable criterion that reduces the test for contravariant…

We discuss two ways to construct standard probability measures, called push-down measures, from internal probability measures. We show that the Wasserstein distance between an internal probability measure and its push-down measure is…

We investigate the following questions: Given a measure $\mu_\Lambda$ on configurations on a subset $\Lambda$ of a lattice $\mathbb{L}$, where a configuration is an element of $\Omega^\Lambda$ for some fixed set $\Omega$, does there exist a…

We present a method to estimate entanglement measures in experiments. We show how a lower bound on a generic entanglement measure can be derived from the measured expectation values of any finite collection of entanglement witnesses. Hence…

In this paper, we define a quantum analogue of the notion of empirical measure in the classical mechanics of $N$-particle systems. We establish an equation governing the evolution of our quantum analogue of the $N$-particle empirical…

Let X be a compact Hausdorff space. We study finite-to-one mappings r:X->X, onto X, and measures on the corresponding projective limit space X_\infinity(r). We show that the invariant measures on X_\infinity(r) correspond in a one-to-one…

A finitely-additive measure $\lambda $ on an infinite-dimensional real Hilbert space $E$ which is invariant with respect to shifts and orthogonal mappings has been defined. This measure can be considered as the analog of the Lebesgue…

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Macdonald processes are probability measures on sequences of partitions defined in terms of nonnegative specializations of the Macdonald symmetric functions and two Macdonald parameters q,t in [0,1). We prove several results about these…

When dealing with Heston's stochastic volatility model, the change of measure from the subjective measure P to the objective measure Q is usually investigated under the assumption that the Feller condition is satisfied. This paper closes…

We study a problem with three equivalent formulations: describing Gibbs measures for five-vertex model in quadrant; classifying coherent systems on a p-deformation of the Gelfand-Tsetlin graph related to Grothendieck polynomials; finding…

In this paper, we construct a family of probability measures, by penalizations of a Walsh Brownian motion with a weight dependent on its value and its local time at a time t. We prove that this family converges to a probability measure as t…

We consider the additive martingale $W_t(\lambda)$ and the derivative martingale $\partial W_t(\lambda)$ for one-dimensional supercritical super-Brownian motions with general branching mechanism. In the critical case $\lambda=\lambda_0$, we…

Let $\Lambda$ be an artin algebra and let $\mathcal{P}^{<\infty}_\Lambda$ the category of finitely generated right $\Lambda$-modules of finite projective dimension. We show that $\mathcal{P}^{<\infty}_\Lambda$ is contravariantly finite in…

When a strict local martingale is projected onto a subfiltration to which it is not adapted, the local martingale property may be lost, and the finite variation part of the projection may have singular paths. This phenomenon has…