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A combinatorial proof of the Gaussian product inequality (GPI) is given under the assumption that each component of a centered Gaussian random vector $\boldsymbol{X} = (X_1, \ldots, X_d)$ of arbitrary length can be written as a linear…

Probability · Mathematics 2022-11-18 Christian Genest , Frédéric Ouimet

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

Consider an nxn random matrix X with i.i.d. nonnegative entries with bounded density, mean m, and finite positive variance sigma^2. Let M be the nxn random Markov matrix with i.i.d. rows obtained from X by dividing each row of X by its sum.…

Probability · Mathematics 2012-03-27 Charles Bordenave , Pietro Caputo , Djalil Chafai

In his 1985 survey of notions of exchangeability, Aldous introduced a form of exchangeability corresponding to the symmetries of the infinite discrete cube, and asked whether these exchangeable probability measures enjoy a representation…

Probability · Mathematics 2008-08-19 Tim Austin

A sequence $x_1,\dots,x_n,\dots$ of discrete-valued observations is generated according to some unknown probabilistic law (measure) $\mu$. After observing each outcome, one is required to give conditional probabilities of the next…

Machine Learning · Computer Science 2014-12-30 Daniil Ryabko

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…

Number Theory · Mathematics 2024-10-04 Dor Elboim , Ofir Gorodetsky

Given a sequence \xi_1, \xi_2,... of X-valued, exchangeable random elements, let q(\xi^(n)) and p_m(\xi^(n)) stand for posterior and predictive distribution, respectively, given \xi^(n) = (\xi_1,..., \xi_n). We provide an upper bound for…

Statistics Theory · Mathematics 2016-02-04 Donato Michele Cifarelli , Emanuele Dolera , Eugenio Regazzini

In this note we prove that a finite family $\{X_1,\dots,X_d\}$ of real r.v.'s that is exchangeable and such that $(X_1,\dots,X_d)$ is invariant with respect to a subgroup of $SO(d)$ acting irreducibly, is actually invariant with respect to…

Probability · Mathematics 2025-06-10 Paolo Baldi , Domenico Marinucci , Stefano Trapani

The transition law of every exchangeable Feller process on the space of countable graphs is determined by a $\sigma$-finite measure on the space of $\{0,1\}\times\{0,1\}$-valued arrays. In discrete-time, this characterization amounts to a…

Probability · Mathematics 2015-09-23 Harry Crane

This paper proves a representation theorem regarding sequences of random elements that take values in a Borel space and are measurable with respect to the sigma algebra generated by an arbitrary union of sigma algebras. This, together with…

Probability · Mathematics 2022-07-07 Michael J. Neely

In the study of random structures we often face a trade-off between realism and tractability, the latter typically enabled by assuming some form of independence. In this work we initiate an effort to bridge this gap by developing tools that…

Discrete Mathematics · Computer Science 2015-03-02 Dimitris Achlioptas , Paris Siminelakis

For a bivariate random vector (X,Y), symmetry conditions are presented that yield stochastic orderings among |X|, |Y|, |max(X,Y)|, and | min(X, Y)|. Partial extensions of these results for multivariate random vectors (X1,...,Xn) are also…

Statistics Theory · Mathematics 2012-06-22 Yindeng Jiang , Michael D. Perlman

We consider the modulation of data given by random vectors $X_n \in \mathbb{R}^{d_n}$, $n \in \mathbb{N}$. For each $X_n$, one chooses an independent modulating random vector $\Xi_n \in \mathbb{R}^{d_n}$ and forms the projection $Y_n =…

Statistics Theory · Mathematics 2025-10-16 Armine Bagyan , Donald Richards

We show that a quantum state may be represented as the sum of a joint probability and a complex quantum modification term. The joint probability and the modification term can both be observed in successive projective measurements. The…

Quantum Physics · Physics 2007-11-21 Lars M. Johansen

Every non-erasing monoid morphism $\sigma: \mathcal{A}^* \to \mathcal{B}^*$ induces a {\em measure transfer map} $\sigma_X^{\mathcal{M}}: \mathcal{M}(X) \to \mathcal{M}(\sigma(X))$ between the measure cones $\mathcal{M}(X)$ and…

Dynamical Systems · Mathematics 2025-02-11 Nicolas Bédaride , Arnaud Hilion , Martin Lustig

Measure-valued P\'olya urn sequences (MVPS) are a generalization of the observation processes generated by $k$-color P\'olya urn models, where the space of colors $\mathbb{X}$ is a complete separable metric space and the urn composition is…

Probability · Mathematics 2024-05-14 Hristo Sariev , Mladen Savov

When the distribution of the inter-arrival times of a renewal process is a mixture of geometric laws, we prove that the renewal function of the process is given by the moments of a probability measure which is explicitly related to the…

Probability · Mathematics 2020-09-08 Nathanaël Enriquez , Nathan Noiry

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…

Logic · Mathematics 2025-02-21 Samuel Braunfeld , Colin Jahel , Paolo Marimon

In this paper, by providing a class of coherence measures in finite dimensional systems, a sufficient and necessary condition for the existence of coherence transformations that convert one probability distribution of any pure states into…

Quantum Physics · Physics 2015-05-28 Xiaofei Qi , Zhaofang Bai , Shuanping Du

Let $\{A_{i,n}\}$ be a triangular array of elements in a Banach algebra, whose norms do not grow too fast, and whose row averages converge to $A$. Let $\sigma \in S(n)$ be a permutation drawn uniformly at random. If the array only contains…

Functional Analysis · Mathematics 2025-04-04 Michael Anshelevich , Anh Nguyen