Related papers: Exchangeable sequences driven by an absolutely con…

Let $(X_n,d_n),\,n\in\Bbb N$ be a sequence of pseudo-metric spaces, $p\ge 1$. For $x,y\in\prod_{n\in\Bbb N}X_n$, let $(x,y)\in E((X_n)_{n\in\Bbb N};p)\Leftrightarrow\sum_{n\in\Bbb N}d_n(x(n),y(n))^p<+\infty$. For Borel reducibility between…

The hidden-variable question is whether or not various properties --- randomness or correlation, for example --- that are observed in the outcomes of an experiment can be explained via introduction of extra (hidden) variables which are…

We give an alternative proof of a fact that a finite continuous non-decreasing submodular set function on a measurable space can be expressed as a supremum of measures dominated by the function, if there exists a class of sets which is…

For given Boolean algebras $\mathbb{A}$ and $\mathbb{B}$ we endow the space $\mathcal{H}(\mathbb{A},\mathbb{B})$ of all Boolean homomorphisms from $\mathbb{A}$ to $\mathbb{B}$ with various topologies and study convergence properties of…

Let $L$ be a convex cone of real random variables on the probability space $(\Omega,\mathcal{A},P_0)$. The existence of a probability $P$ on $\mathcal{A}$ such that $$ P \sim P_0,\quad E_P \abs{X}< \infty\, \text{ and } \, E_P(X) \leq 0\,…

Let $\mu$ be an even Borel probability measure on ${\mathbb R}$. For every $N>n$ consider $N$ independent random vectors $\vec{X}_1,\ldots ,\vec{X}_N$ in ${\mathbb R}^n$, with independent coordinates having distribution $\mu $. We establish…

We show that recurrence conditions do not yield invariant Borel probability measures in the descriptive set-theoretic milieu, in the strong sense that if a Borel action of a locally compact Polish group on a standard Borel space satisfies…

We prove existence of (at most denumerable many) absolutely continuous invariant probability measures for random one-dimensional dynamical systems with asymptotic expansion. If the rate of expansion (Lyapunov exponents) is bounded away from…

We consider exchangeable Markov multi-state survival processes -- temporal processes taking values over a state-space$\mathcal{S}$ with at least one absorbing failure state $\flat \in \mathcal{S}$ that satisfy natural invariance properties…

For positive $q\neq1$, the $q$-exchangeability of an infinite random word is introduced as quasi-invariance under permutations of letters, with a special cocycle which accounts for inversions in the word. This framework allows us to extend…

Though the notion of exchangeability has been discussed in the causal inference literature under various guises, it has rarely taken its original meaning as a symmetry property of probability distributions. As this property is a standard…

Building on recent results regarding symmetric probabilistic constructions of countable structures, we provide a method for constructing probability measures, concentrated on certain classes of countably infinite structures, that are…

Conformal prediction is a distribution-free uncertainty quantification method that has gained popularity in the machine learning community due to its finite-sample guarantees and ease of use. Its most common variant, dubbed split conformal…

The aim of this paper is to establish Hoeffding and Bernstein type concentration inequalities for weighted sums of exchangeable random variables. A special case is the i.i.d. setting, where random variables are sampled independently from…

Van Lambalgen's theorem states that a pair $(\alpha,\beta)$ of bitsequences is Martin-L\"of random if and only if $\alpha$ is Martin-L\"of random and $\beta$ is Martin-L\"of random relative to $\alpha$. In [Information and Computation 209.2…

We consider a quantum probe $P$ undergoing pure dephasing due to its interaction with a quantum system $S$. The dynamics of $P$ is then described by a well-defined sub-algebra of operators of $S,$ i.e. the "accessible" algebra on $S$ from…

We study a class of strongly irreducible, multidimensional, topological Markov shifts, comparing two notions of "symmetric measure": exchangeability and the Gibbs (or conformal) property. We show that equilibrium measures for such shifts…

We explore and relate two notions of monotonicity, stochastic and realizable, for a system of probability measures on a common finite partially ordered set (poset) S when the measures are indexed by another poset A. We give counterexamples…

In scientific studies involving analyses of multivariate data, basic but important questions often arise for the researcher: Is the sample exchangeable, meaning that the joint distribution of the sample is invariant to the ordering of the…

Let $\{X_n\}$ be a stationary and ergodic time series taking values from a finite or countably infinite set ${\cal X}$. Assume that the distribution of the process is otherwise unknown. We propose a sequence of stopping times $\lambda_n$…