Related papers: Random variables with an invariant random shift in…
We provide an elementary proof for a theorem due to Petz and R\'effy which states that for a random $n\times n$ unitary matrix with distribution given by the Haar measure on the unitary group U(n), the upper left (or any other) $k\times k$…
We show that, for two non-trivial random variables X and Y under a sublinear expectation space, if X is independent from Y and Y is independent from X, then X and Y must be maximally distributed.
We show that for arbitrary linearly ordered set $X$ any bounded family of (not necessarily, continuous) real valued functions on $X$ with bounded total variation does not contain independent sequences. We obtain generalized Helly's…
Let $X,Y$ be algebraic varieties defined over $\Bbb R$. Assume $Y$ is smooth and $X$ is Gorenstein. Suppose $\varphi:X\to Y$ is a flat $\Bbb R$-morphism such that all the fibers have rational singularities. We show that the pushforward of…
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…
In this paper, we obtain general representations for the joint distributions and copulas of arbitrary dependent random variables absolutely continuous with respect to the product of given one-dimensional marginal distributions. The…
We investigate the Brown measures of compressions of $R$-diagonal random variables, extending previous results to include unbounded cases. For random variables with finite variance, we demonstrate that the Brown measures of their…
It is shown that some convolution semigroups of infinitely divisible measures are invariant under the random integral mappings $I^{h,r}_{(a,b]}$ defined in $(\star)$ below. The converse implication is specified for the semigroups of…
Let $X_1,..., X_n$ be i.i.d.\ copies of a random variable $X=Y+Z,$ where $ X_i=Y_i+Z_i,$ and $Y_i$ and $Z_i$ are independent and have the same distribution as $Y$ and $Z,$ respectively. Assume that the random variables $Y_i$'s are…
In this paper, we study discrete spectrum of invariant measures for countable discrete amenable group actions. We show that an invariant measure has discrete spectrum if and only if it has bounded measure complexity. We also prove that,…
We study the problem of when, given a countable homogeneous structure $M$ and a space $S$ of expansions of $M$, every $\mathrm{Aut}(M)$-invariant probability measure on $S$ is exchangeable (i.e. invariant under all permutations of the…
We consider a nonstationary random walk on a compact metrizable abelian group. Under a classical strict aperiodicity assumption we establish a weak-* convergence to the Haar measure, Ergodic Theorem and Large Deviation Type Estimate.
In this note, we study asymptotic zero distribution of multivariable full system of random polynomials with independent Bernoulli coefficients. We prove that with overwhelming probability their simultaneous zeros sets are discrete and the…
We study the learnability of sums of independent integer random variables given a bound on the size of the union of their supports. For $\mathcal{A} \subset \mathbf{Z}_{+}$, a sum of independent random variables with collective support…
We classify the pairs of subsets (A,B) of a locally compact abelian group satisfying m(A+B)=m(A)+m(B), where m is Haar measure. This generalizes a result of M. Kneser classifying such pairs under the additional assumption that G is compact…
We investigate the asymptotic behavior of the eigenvalues of the sum A+U*BU, where A and B are deterministic N by N Hermitian matrices having respective limiting compactly supported distributions \mu, \nu, and U is a random N by N unitary…
A map is given showing that convolutions of independent random variables over a finite group and matrix multiplications of doubly stochastic matrices are homomorphic. As an application, a short proof is given to the theorem that the…
Let $G$ be a countable residually finite group (for instance $\mathbb{F}_2$) and let $\overleftarrow{G}$ be a totally disconnected metric compactification of $G$ equipped with the action of $G$ by left multiplication. For every $r\geq 1$ we…
When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the…
We give a probabilistic proof of the Weyl integration formula on U(n), the unitary group with dimension $n$. This relies on a suitable definition of Haar measures conditioned to the existence of a stable subspace with any given dimension…