Related papers: Regularity conditions in the realisability problem…

For regime-switching diffusions processes with singular drifts, we introduce integrability conditions involving a nice reference probability measure and the $Q$-matrix of the jump part to study the existence of the invariant probability…

We tackle the problem of conditioning probabilistic programs on distributions of observable variables. Probabilistic programs are usually conditioned on samples from the joint data distribution, which we refer to as deterministic…

We study the question, ``For which reals $x$ does there exist a measure $\mu$ such that $x$ is random relative to $\mu$?'' We show that for every nonrecursive $x$, there is a measure which makes $x$ random without concentrating on $x$. We…

We present a general procedure for obtaining the present density fluctuation probability distribution given the statistics of the initial conditions. The main difficulties faced with regard to this problem are those related to the…

In this article, after recalling and discussing the conventional extremality, local extremality, stationarity and approximate stationarity properties of collections of sets and the corresponding (extended) extremal principle, we focus on…

For a minimal diffusion process on $ (a,b) $, any possible extension of it to a standard process on $ [a,b] $ is characterized by the characteristic measures of excursions away from the boundary points $ a $ and $ b $. The generator of the…

In this paper, we establish the existence of the efficient solutions for polynomial vector optimization problems on a nonempty closed constraint set without any convexity and compactness assumptions. We first introduce the relative…

Probabilistic conditioning is concerned with the identification of a distribution of a random variable $X$ given a random variable $Y$. It is a cornerstone of scientific and engineering applications where modeling uncertainty is key. This…

Using the language of regular variation, we give a sufficient condition for a point process to be in the superposition domain of attraction of a strictly stable point process. This sufficient condition is then used to obtain an explicit…

There are two basic ways of weakening the definition of the well-known metric regularity property by fixing one of the points involved in the definition. The first resulting property is called metric subregularity and has attracted a lot of…

We give necessary and sufficient criteria for a distribution to be smooth or uniformly H\"{o}lder continuous in terms of approximation sequences by smooth functions; in particular, in terms of those arising as regularizations…

This paper is about the existence and regularity of the transition probability matrix of a nonhomogeneous continuous-time Markov process with a countable state space. A standard approach to prove the existence of such a transition matrix is…

We consider processes which are functions of finite-state Markov chains. It is well known that such processes are rarely Markov. However, such processes are often regular in the following sense: the distant past values of the process have…

Certain extremum estimators have asymptotic distributions that are non-Gaussian, yet characterizable as the distribution of the $\argmax$ of a Gaussian process. This paper presents high-level sufficient conditions under which such…

While supporting the execution of business processes, information systems record event logs. Conformance checking relies on these logs to analyze whether the recorded behavior of a process conforms to the behavior of a normative…

The wrapped normal distribution arises when a the density of a one-dimensional normal distribution is wrapped around the circle infinitely many times. At first look, evaluation of its probability density function appears tedious as an…

We review approaches to statistical inference based on randomization. Permutation tests are treated as an important special case. Under a certain group invariance property, referred to as the ``randomization hypothesis,'' randomization…

We consider probability distributions with constant rate on partially ordered sets, generalizing distributions in the usual reliability setting that have constant failure rate. In spite of the minimal algebraic structure, there is a…

This paper presents a sharp approximation of the density of long runs of a random walk conditioned on its end value or by an average of a function of its summands as their number tends to infinity. In the large deviation range of the…

Symmetry plays a central role in the sciences, machine learning, and statistics. While statistical tests for the presence of distributional invariance with respect to groups have a long history, tests for conditional symmetry in the form of…