Related papers: A Formula for Inserting Point Masses
For a regular compact set $K$ in $C^m$ and a measure $\mu$ on $K$ satisfying the Bernstein-Markov inequality, we consider the ensemble $P_N$ of polynomials of degree $N$, endowed with the Gaussian probability measure induced by $L^2(\mu)$.…
Let $Y$ be a nonnegative random variable with mean $\mu$ and finite positive variance $\sigma^2$, and let $Y^s$, defined on the same space as $Y$, have the $Y$ size biased distribution, that is, the distribution characterized by…
Let $X_t$ be the (reflecting) diffusion process generated by $L:=\Delta+\nabla V$ on a complete connected Riemannian manifold $M$ possibly with a boundary $\partial M$, where $V\in C^1(M)$ such that $\mu(d x):= e^{V(x)}d x$ is a probability…
A circle, centered at the origin and with radius chosen so that it has non-empty intersection with the integer lattice $\mathbb{Z}^{2}$, gives rise to a probability measure on the unit circle in a natural way. Such measures, and their weak…
Nonprobability (convenience) samples are increasingly sought to reduce the estimation variance for one or more population variables of interest that are estimated using a randomized survey (reference) sample by increasing the effective…
We demonstrate a data-driven method to solve for the invariant probability density function of a randomly perturbed dynamical system. The key idea is to replace the boundary condition of numerical schemes by a least squares problem…
Given a finite-dimensional real vector space $V$, a probability measure $\mu$ on $\operatorname{PGL}(V)$ and a $\mu$-invariant subspace $W$, under a block-Lyapunov contraction assumption, we prove existence and uniqueness of lifts to…
Perturbative Coulomb gauge Yang-Mills theory within the first order formalism is considered. Using a differential equation technique and dimensional regularization, analytic results for both the ultraviolet divergent and finite parts of the…
We provide a numerical scheme to approximate as closely as desired the Gaussian or exponential measure $\mu(\om)$ of (not necessarily compact) basic semi-algebraic sets$\om\subset\R^n$. We obtain two monotone (non increasing and non…
We introduce a notion of commutativity between operators on a tensor product space, nominally Pauli strings on qubits, that interpolates between qubit-wise commutativity and (full) commutativity. We apply this notion, which we call…
We obtain explicit formulas for the Neumann coefficients and associated quantities that appear in the three-string vertex for type IIB string theory in a plane-wave background, for any value of the mass parameter mu. The derivation involves…
In this note we study how a concentration phenomenon can be transmitted from one measure $\mu$ to a push-forward measure $\nu$. In the first part, we push forward $\mu$ by $\pi:supp(\mu)\rightarrow \Ren$, where $\pi…
We consider ergodic families of Verblunsky coefficients generated by minimal aperiodic subshifts. Simon conjectured that the associated probability measures on the unit circle have essential support of zero Lebesgue measure. We prove this…
We study the induced measure obtained from a 1-step Markov measure, supported by a topological Markov chain, after the mapping of the original alphabet onto another one. We give sufficient conditions for the induced measure to be a Gibbs…
In some applications, like some areas in stochastic geometry, a convenient change of variables involves spheres. In this review we summarize formulas of Blaschke-Petkantschin type, that help to pass from integration over $k$-tuples of…
We consider the one-dimensional porous medium equation $u_t=\left (u^nu_x \right )_x+\frac{\mu}{x}u^nu_x$. We derive point transformations of a general class that map this equation into itself or into equations of a similar class. In some…
We introduce a new discrepancy score between two distributions that gives an indication on their similarity. While much research has been done to determine if two samples come from exactly the same distribution, much less research…
Let $\mu$ be a measure on the Euclidean space $\R^d$ of unbounded total variation that is positive or translation bounded and has a pure point Fourier transform in the sense of distributions $\hat\mu$. We prove that the measure $\nu$ with…
Pick n points independently at random in R^2, according to a prescribed probability measure mu, and let D^n_1 <= D^n_2 <= ... be the areas of the binomial n choose 3 triangles thus formed, in non-decreasing order. If mu is absolutely…
We investigate the problem of representing information measures in terms of the moments of the underlying random variables. First, we derive polynomial approximations of the conditional expectation operator. We then apply these…