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We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that…

Methodology · Statistics 2014-12-09 Ruth Heller , Yair Heller , Shachar Kaufman , Malka Gorfine

An exact invariant is derived for three-dimensional Hamiltonian systems of $N$ particles confined within a general velocity-independent potential. The invariant is found to contain a time-dependent function $f_{2}(t)$, embodying a solution…

Classical Physics · Physics 2023-08-08 Jürgen Struckmeier , Claus Riedel

In a central lemma we characterize "generating functions" of certain functors on the category of algebraic non-commutative probability spaces. Special families of such generating functions correspond to "unital, associative universal…

Operator Algebras · Mathematics 2016-02-26 Sarah Manzel , Michael Schürmann

We prove a version of a general transfer theorem for random sequences with independent random indexes in the double array limit setting under relaxed conditions. We also prove its partial inverse providing the necessary and sufficient…

Probability · Mathematics 2015-09-08 V. Yu. Korolev , A. I. Zeifman

The natural habitat of most Bayesian methods is data represented by exchangeable sequences of observations, for which de Finetti's theorem provides the theoretical foundation. Dirichlet process clustering, Gaussian process regression, and…

Statistics Theory · Mathematics 2015-02-16 Peter Orbanz , Daniel M. Roy

We provide a permutation-invariant version of the Koml\'os' theorem for non-negative random variables. The proof is quite elementary in the sense that it did not use the Axiom of Choice, and was based on a recent result in [3].

Functional Analysis · Mathematics 2022-08-23 Abdessamad Dehaj , Mohamed Guessous , Noureddine Sabiri

We propose a new conditional dependence measure and a statistical test for conditional independence. The measure is based on the difference between analytic kernel embeddings of two well-suited distributions evaluated at a finite set of…

Machine Learning · Statistics 2022-06-17 Meyer Scetbon , Laurent Meunier , Yaniv Romano

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…

Statistics Theory · Mathematics 2025-08-11 Rina Foygel Barber

A nonlinear stochastic differential equation with the order of nonlinearity higher than one, with several discrete and distributed delays and time varying coefficients is considered. It is shown that the sufficient conditions for…

Probability · Mathematics 2018-10-25 Leonid Shaikhet

Quantum systems with multiple degenerate classical harmonic minima exhibit new non-perturbative phenomena which are not present for the double-well and periodic potentials. The simplest characteristic example of this family is the…

High Energy Physics - Theory · Physics 2020-09-07 Gerald V. Dunne , Tin Sulejmanpasic , Mithat Unsal

This article deals with the asymptotic behavior of fourth order differential equation where the coefficients are perturbations of linear constant coefficient equation. We introduce a change of variable and deduce that the new variable…

Classical Analysis and ODEs · Mathematics 2014-10-14 Anibal Coronel , Fernando Huancas , Manuel Pinto

The natural forms of the Leibniz rule for the $k$th derivative of a product and of Fa\`a di Bruno's formula for the $k$th derivative of a composition involve the differential operator $\partial^k/\partial x_1 ... \partial x_k$ rather than…

Combinatorics · Mathematics 2007-05-23 Michael Hardy

The statistics of records in sequences of independent, identically distributed random variables is a classic subject of study. One of the earliest results concerns the stochastic independence of record events. Recently, records statistics…

Statistical Mechanics · Physics 2011-09-26 Gregor Wergen , Jasper Franke , Joachim Krug

In this paper we study ensembles of random symmetric matrices $\X_n = {X_{ij}}_{i,j = 1}^n$ with dependent entries such that $\E X_{ij} = 0$, $\E X_{ij}^2 = \sigma_{ij}^2$, where $\sigma_{ij}$ may be different numbers. Assuming that the…

Probability · Mathematics 2013-03-19 F. Götze , A. Naumov , A. Tikhomirov

This work contributes to an understanding of the domain size's effect on the existence and uniqueness of the linear convection--diffusion equation with integral-type boundary conditions, where boundary conditions depend non-locally on…

Analysis of PDEs · Mathematics 2022-06-14 Chiun-Chang Lee , Masashi Mizuno , Sang-Hyuck Moon

We extend de Finetti's [Ann. Inst. H. Poincar\'{e} 7 (1937) 1--68] notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than…

Probability · Mathematics 2009-09-08 Gert de Cooman , Erik Quaeghebeur , Enrique Miranda

We analyze a basis-independent definition of quantum coherence. The maximally mixed state is used as the reference state, which allows for a way of defining coherence that is invariant under arbitrary unitary transformations. The…

Quantum Physics · Physics 2019-09-04 Chandrashekar Radhakrishnan , Zhe Ding , Fazhan Shi , Jiangfeng Du , Tim Byrnes

The algebraic derivation of the numerical limits of Bell inequalities in either three or four random variables is independent of the assumption of randomness.The limits of the inequalities follow as mathematical consequences of their…

General Physics · Physics 2024-01-17 L. Sica

For a class of random partitions of an infinite set a de Finetti-type representation is derived, and in one special case a central limit theorem for the number of blocks is shown.

Probability · Mathematics 2007-05-23 Alexander Gnedin

For a family of unital free *-algebras with a family of states on them, we construct a sequence of noncommutative probability spaces, which are tensor product algebras with tensor product states and which approximate the free product of…

Quantum Algebra · Mathematics 2014-07-25 Romuald Lenczewski
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