Related papers: Characterization problems for linear forms with fr…
This note extends Voiculescu's S-transform based analytical machinery for free multiplicative convolution to the case where the mean of the probability measures vanishes. We show that with the right interpretation of the S-transform in the…
According to the well-known Heyde theorem the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of independent random variables given another. We study analogues of…
We give a comparison inequality that allows one to estimate the tail probabilities of sums of independent Banach space valued random variables in terms of those of independent identically distributed random variables. More precisely, let…
We consider the vectorial analogue of the thin free boundary problem introduced in \cite{CRS} as a realization of a nonlocal version of the classical Bernoulli problem. We study optimal regularity, nondegeneracy, and density properties of…
We study the uniqueness, existence, and properties of bounded distributional solutions of the initial value problem problem for the anomalous diffusion equation $\partial_tu-\mathcal{L}^\mu [\varphi (u)]=0$. Here $\mathcal{L}^\mu$ can be…
We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…
Consider a finite collection $\{T_1, \ldots, T_J\}$ of differential operators with constant coefficients on $\mathbb{T}^n$ ($n\geq 2$) and the space of smooth functions generated by this collection, namely, the space of functions $f$ such…
The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…
We show that the stochastic independence of real-valued random variables is equivalent to the conditional uncorrelation, where the conditioning takes place over the Cartesian products of intervals. Next, we express the mutual independence…
We describe several new ways of specifying the behaviour of Lemaitre-Tolman (LT) models, in each case presenting the method for obtaining the LT arbitrary functions from the given data, and the conditions for existence of such solutions. In…
We consider random matrices of the form $H_N=A_N+U_N B_N U^*_N$, where $A_N$, $B_N$ are two $N$ by $N$ deterministic Hermitian matrices and $U_N$ is a Haar distributed random unitary matrix. We establish a universal Central Limit Theorem…
A simple characterization of uniformly minimum variance unbiased estimators (UMVUEs) is provided (in the case when the sample space is finite) in terms of a linear independence condition on the likelihood functions corresponding to the…
Motivated by real-world machine learning applications, we analyze approximations to the non-asymptotic fundamental limits of statistical classification. In the binary version of this problem, given two training sequences generated according…
Noncommutative functions are graded functions between sets of square matrices of all sizes over two vector spaces that respect direct sums and similarities. They possess very strong regularity properties (reminiscent of the regularity…
In the paper we generalize the following characterization of beta distribution to the symmetric cone setting: let $X$ and $Y$ be independent, non-degenerate random variables with values in $(0,1)$, then $U=1-XY$ and $V=\frac{1-X}{U}$ are…
Let $A = (A_1, \ldots, A_n)$ and $B = (B_1, \ldots, B_n)$ be row contractions on $\mathcal{H}_1$ and $\mathcal{H}_2$, respectively, and $X$ be a row operator from $\oplus_{i=1}^n \mathcal{H}_2$ to $\mathcal{H}_1$. Let $D_{A^*} = (I - A…
Motivated by the $(q,\gamma)$-cumulants, introduced by Xu [arXiv:2303.13812] to study $\beta$-deformed singular values of random matrices, we define the $(n,d)$-rectangular cumulants for polynomials of degree $d$ and prove several…
We derive a formula for expressing free cumulants whose entries are products of random variables in terms of the lattice structure of non-crossing partitions. We show the usefulness of that result by giving direct and conceptually simple…
We consider linear random coefficient regression models, where the regressors are allowed to have a finite support. First, we investigate identifiability, and show that the means and the variances and covariances of the random coefficients…
Methods for Bayesian simulation in the presence of computationally intractable likelihood functions are of growing interest. Termed likelihood-free samplers, standard simulation algorithms such as Markov chain Monte Carlo have been adapted…