Related papers: Random variables with an invariant random shift in…

This paper develops an intuitive concept of perfect dependence between two variables of which at least one has a nominal scale. Perfect dependence is attainable for all marginal distributions. It furthermore proposes a set of dependence…

A well-known conjecture in analytic number theory states that for every pair of sets $X,Y\subset\mathbb{Z}/p\mathbb{Z}$, each of size at least $\log ^C p$ (for some constant $C$) we have that the number of pairs $(x,y)\in X\times Y$ such…

Heyde proved that a Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear statistic given another. The present article is devoted to a group analogue of the Heyde theorem. We…

We consider the asymptotic joint distributions among several families of well-known metrics on $S_n$, the symmetric group. These include the bi-invariant metrics such as the Cayley and Hamming distance, and the left-invariant metrics such…

The adjoint method introduced in [Eva] and [Tra] is used, to construct analogs to the Aubry-Mather measures for non convex Hamiltonians. More precisely, a general construction of probability measures, that in the convex setting agree with…

Every word $w$ in a free group naturally induces a probability measure on every compact group $G$. For example, if $w=\left[x,y\right]$ is the commutator word, a random element sampled by the $w$-measure is given by the commutator…

We consider the problem of conditional independence testing of $X$ and $Y$ given $Z$ where $X,Y$ and $Z$ are three real random variables and $Z$ is continuous. We focus on two main cases - when $X$ and $Y$ are both discrete, and when $X$…

In [6], a constraint on invariant measures of bi-permutative cellular automata has been observed: fixed values at the positive indices determine almost-surely a uniform conditional probability on the subset of values of positive conditional…

For a random variable $X$ define $Q(X) = \sup_{x \in \mathbb{R}} \mathbb{P}(X=x)$. Let $X_1, \dots, X_n$ be independent integer random variables. Suppose $Q(X_i) \le \alpha_i \in (0,1]$ for each $i \in \{1, \dots, n\}$. Ju\v{s}kevi\v{c}ius…

We study uniform and non-uniform model sets in arbitrary locally compact second countable (lcsc) groups, which provide a natural generalization of uniform model sets in locally compact abelian groups as defined by Meyer and used as…

Let $\mu$ be the Haar measure of a unimodular locally compact group $G$ and $m (G)$ as the infimum of the volumes of all open subgroups of $G$. The main result of this paper is that \begin{align*} \int_{G}^{} f \circ \left( \phi_1 * \phi_2…

In this note we study when an invariant probability measure lifts to an invariant measure. Consider a standard Borel space $X$, a Borel probability measure $\mu$ on $X$, a Borel map $T \colon X \to X$ preserving $\mu$, a compact metric…

For a countable abelian group $G$ we investigate generic properties of the space of all invariant metrics on $G$. We prove that for every such an unbounded group $G$, i.e. group which has elements of arbitrarily high order, there is a dense…

Let $X, Y$ be separable metrizable spaces, where $X$ is noncompact and $Y$ is equipped with an admissible complete metric $d$. We show that the space $C(X,Y)$ of continuous maps from $X$ into $Y$ equipped with the uniform topology is…

By the Heyde theorem, the Gaussian distribution on the real line is characterized by the symmetry of the conditional distribution of one linear form of of $n$ independent random variables given another. When $n=2$ we prove analogues of this…

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…

Let X_1,...., X_n be a collection of iid discrete random variables, and Y_1,..., Y_m a set of noisy observations of such variables. Assume each observation Y_a to be a random function of some a random subset of the X_i's, and consider the…

Let ($X,Y)$ be a random vector with distribution function $F(x,y),$ and $(X_{1},Y_{1}),(X_{2},Y_{2}),...,(X_{n},Y_{n})$ are independent copies of ($X,Y).$ Let $X_{i:n}$ be the $i$th order statistics constructed from the sample…

In [earlier work by the author], it was shown that if U is a random n x n unitary matrix, then for any p>=n, the eigenvalues of U^p are i.i.d. uniform; similar results were also shown for general compact Lie groups. We study what happens…

We find the perhaps surprising inequality that the weighted average of independent and identically distributed Pareto random variables with infinite mean is larger than one such random variable in the sense of first-order stochastic…