Related papers: A Formula for Inserting Point Masses
For any continuous probability measure $\mu$ on ${\mathbb R}$ we construct an IFS with probabilities having $\mu$ as its unique measure-attractor.
In this paper, we study the supports of measures in the free additive convolution semigroup $\{\mu^{\boxplus t}:t>1\}$, where $\mu$ is a Borel probability measure on $\mathbb{R}$. We give a formula for the density of the absolutely…
Integration by parts formulae are given for a class of measures on the space of paths of a smooth manifold $M$ determined by the laws of degenerate diffusions. The mother of such formulae, on the path space of diffeomorphism group of $M$ is…
We extend the theory of Patterson-Sullivan measure to any regular covering of a compact manifold using the Busemann compactification and derive an integral formula for the volume entropy. As applications we prove some rigidity theorems for…
We introduce a weighted sum of irreducible character ratios as an estimator for commutator probabilities. The estimator yields Frobenius formula when applied to a regular representation
The histories-based framework of Quantum Measure Theory assigns a generalized probability or measure $\mu(E)$ to every (suitably regular) set $E$ of histories. Even though $\mu(E)$ cannot in general be interpreted as the expectation value…
We consider a gas whose each particle is characterised by a pair $(x,v_x)$ with the position $x\in \mathbb R^d$ and the velocity $v_x\in \mathbb R^d_0= \mathbb R^d\setminus \{0\}$. We define Gibbs measures on the cone of vector-valued…
We compute the moment of order n of the Poisson stochastic integral of a random process u over a metric space X as a sum that runs over all partitions of {1,...,n} and involves the addition of points to Poisson configurations. This formula…
By a Cantor-like measure we mean the unique self-similar probability measure $\mu $ satisfying $\mu =\sum_{i=0}^{m-1}p_{i}\mu \circ S_{i}^{-1}$ where $% S_{i}(x)=\frac{x}{d}+\frac{i}{d}\cdot \frac{d-1}{m-1}$ for integers $2\leq d<m\le 2d-1$…
We use the canonical coset parameterization and provide a formula with the unitary part of the Bures measure for non-degenerate systems in terms of the product of even Euclidean balls. This formula is shown to be consistent with the…
For a measurable map $T$ and a sequence of $T$-invariant probability measures $\mu_n$ that converges in some sense to a $T$-invariant probability measure $\mu$, an estimate from below for the Kolmogorov--Sinai entropy of $T$ with respect to…
Given multiple orthogonal polynomials on the real line with respect to a system $\bm{\mu} = (\mu_1,\ldots,\mu_r)$, we investigate multiple orthogonal polynomials associated with any rational perturbation of the form $$…
We propose convex optimization algorithms to recover a good approximation of a point measure $\mu$ on the unit sphere $S\subseteq \mathbb{R}^n$ from its moments with respect to a set of real-valued functions $f_1,\dots, f_m$. Given a finite…
We consider probability measures, $d\mu=w(\theta) \f{d\theta}{2\pi} +d\mu_\s$, on the unit circle, $\partial\bbD$, with Verblunsky coefficients, $\{\alpha_j\}_{j=0}^\infty$. We prove for $\theta_1\neq\theta_2$ in $[0,2\pi)$ and…
Given a probability measure $\mu$ on the unit circle $\mathbb{T}$, consider the reproducing kernel $k_{\mu,n}(z_1, z_2)$ in the space of polynomials of degree at most $n-1$ with the $L^2(\mu)$-inner product. Let $u, v \in \mathbb{C}$. It is…
We establish a profound connection between coherent risk measures, a prominent object in quantitative finance, and uniform integrability, a fundamental concept in probability theory. Instead of working with absolute values of random…
The history based formalism known as Quantum Measure Theory (QMT) generalizes the concept of probability-measure so as to incorporate quantum interference. The resulting \textit{quantum measure} $\mu$ is defined for arbitrary events (sets…
The influence theorem for product measures on the discrete space {0,1}^N may be extended to probability measures with the property of monotonicity (which is equivalent to `strong positive-association'). Corresponding results are valid for…
Assuming a $q$-variant of the prime $k$-tuple conjecture uniformly, we compute mixed moments of the number of primes in disjoint short intervals and progressions, respectively. This involves estimating the mean of singular series along…
A calculation formula of volume of revolution with integration by parts of definite integral is derived based on monotone function, and extended to a general case that curved trapezoids is determined by continuous, piecewise strictly…