Related papers: Exchangeable sequences driven by an absolutely con…

In [Fortini et al., Stoch. Proc. Appl. 100 (2002), 147--165] it is demonstrated that a recurrent Markov exchangeable process in the sense of Diaconis and Freedman is essentially a partially exchangeable process in the sense of de Finetti.…

We introduce the notion of a restricted exchangeable partition of $\mathbb{N}$. We obtain integral representations, consider associated fragmentations, embeddings into continuum random trees and convergence to such limit trees. In…

The two components for infinite exchangeability of a sequence of distributions $(P_n)$ are (i) consistency, and (ii) finite exchangeability for each $n$. A consequence of the Aldous-Hoover theorem is that any node-exchangeable,…

In Bayesian multilevel models, the data are structured in interconnected groups, and their posteriors borrow information from one another due to prior dependence between latent parameters. However, little is known about the behaviour of the…

We investigate a piecewise-deterministic Markov process, evolving on a Polish metric space, whose deterministic behaviour between random jumps is governed by some semi-flow, and any state right after the jump is attained by a randomly…

Random integers, sampled uniformly from $[1,x]$, share similarities with random permutations, sampled uniformly from $S_n$. These similarities include the Erd\H{o}s--Kac theorem on the distribution of the number of prime factors of a random…

Let G be a semisimple linear algebraic group defined over rational numbers, K be a maximal compact subgroup of its real points and {\Gamma} be an arithmetic lattice. One can associate a probability measure {\mu}(H) on {\Gamma}\G for each…

We study the stationary measures for variants of the Porous Medium Model in dimension 1. These are exclusion processes that belong to the class of kinetically constrained models, in which an exchange can occur between $x$ and $x+1$ only if…

The problem of convergence in law of normed sums of exchangeable random variables is examined. First, the problem is studied w.r.t. arrays of exchangeable random variables, and the special role played by mixtures of products of stable laws…

Let $L$ be a linear space of real bounded random variables on the probability space $(\Omega,\mathcal{A},P_0)$. There is a finitely additive probability $P$ on $\mathcal{A}$, such that $P\sim P_0$ and $E_P(X)=0$ for all $X\in L$, if and…

Let $X_{\lambda _{1}},X_{\lambda _{2}},\ldots ,X_{\lambda _{n}}$ be independent nonnegative random variables with $X_{\lambda _{i}}\sim F(\lambda _{i}t)$, $i=1,\ldots ,n$, where $\lambda _{i}>0$, $i=1,\ldots ,n$ and $F$ is an absolutely…

There is a growing interest in the so-called Bayesian Predictive Inference approach, which allows to perform Bayesian inference without specifying the likelihood and prior of the model, or the need of any MCMC. Instead, only a sequence of…

We present a measure-theoretic condition for a property to hold ``almost everywhere'' on an infinite-dimensional vector space, with particular emphasis on function spaces such as $C^k$ and $L^p$. Like the concept of ``Lebesgue almost…

Let $(\mathbf{W,W'})$ be an exchangeable pair of vectors in $\mathbb{R}^k$. Suppose this pair satisfies \beas E(\mathbf{W}'|\mathbf{W})=(I_k-\Lambda)\mathbf{W}+\mathbf{R(W)}. \enas If $||\mathbf{W-W'}||_2\le K$ and $\mathbf{R(W)}=0$, then…

We prove the following isoperimetric type inequality: Given a finite absolutely continuous Borel measure on ${\mathbb R}^n$, halfspaces have maximal measure among all subsets with prescribed barycenter. As a consequence, we make progress…

We consider the problems of hypothesis testing on a probability measure of independent sample, on solution of ill-posed problem, on deconvolution problem and on Poisson mean measure. For all these setups necessary conditions and sufficient…

In this paper, the development of a mathematical method is presented to explore spatially non-uniform phases with no long-range order in mathematical models of first order phase transitions. We use essential results regarding the…

Under general multivariate regular variation conditions, the extreme Value-at-Risk of a portfolio can be expressed as an integral of a known kernel with respect to a generally unknown spectral measure supported on the unit simplex. The…

Let $m\in\mathbb{N}$ and $\textbf{X}=(X,\mathcal{X},\mu,(T_{\alpha})_{\alpha\in\mathbb{R}^{m}})$ be a measure preserving system with an $\mathbb{R}^{m}$-action. We say that a Borel measure $\nu$ on $\mathbb{R}^{m}$ is weakly equidistributed…

Bayesian supervised predictive classifiers, hypothesis testing, and parametric estimation under Partition Exchangeability are implemented. The two classifiers presented are the marginal classifier (that assumes test data is i.i.d.) next to…