Related papers: On a method of introducing free-infinitely divisib…
In this work we first introduce quasi-infinitely divisible (QID) random measures and formulate spectral representations. Then, we introduce QID stochastic integrals and present integrability conditions and continuity properties. Further, we…
Within a category $\mathtt{C}$, having objects $\mathtt{C}_0$, it may be instructive to know not only that two objects are non-isomorphic, but also how far from being isomorphic they are. We introduce pseudo-metrics $d:\mathtt{C}_0 \times…
We consider a class of non-locally compact groups on which one may define a left-invariant, finitely additive measure taking values in some finitely generated extension of the field $\mathbb{R}$ of real numbers. In particular, we recover…
For the class of free-infinitely divisible transforms are introduced three families of increasing Urbanik type subclasses of those transforms. They begin with the class of free-normal transforms and end up with the whole class of…
We derive some estimates for the integral modulus of continuity of probability densities of infinitely divisible distributions. The paper is splitted into two parts. The first part deals with general infinitely divisible distributions. The…
Building on recent results regarding symmetric probabilistic constructions of countable structures, we provide a method for constructing probability measures, concentrated on certain classes of countably infinite structures, that are…
In this paper, we construct infinitely many bi-invariant metrics on the Hamiltonian diffeomorphism group and study their basic properties and corresponding generalizations of the Hofer inequality and Sikorav one.
A method of random integral representation, that is, a method of representing a given probability measure as the probability distribution of some random integral, was quite successful in the past few decades. In this note we show that a…
For random compositions of independent and identically distributed measurable maps on a Polish space, we study the existence and finitude of absolutely continuous ergodic stationary probability measures (which are, in particular, physical…
Quasi-infinitely divisible (QID) distributions have been recently introduced by Lindner, Pan and Sato (\textit{Trans.~Amer.~Math.~Soc.}~\textbf{370}, 8483-8520 (2018)). A random variable $X$ is QID if and only if there exist two infinitely…
We construct ergodic probability measures with infinite metric entropy for typical continuous maps and homeomorphisms on compact manifolds. We also construct sequences of such measures that converge to a zero-entropy measure.
Finite frames can be viewed as mass points distributed in $N$-dimensional Euclidean space. As such they form a subclass of a larger and rich class of probability measures that we call probabilistic frames. We derive the basic properties of…
Piecewise Deterministic Markov Processes (PDMPs) are studied in a general framework. First, different constructions are proven to be equivalent. Second, we introduce a coupling between two PDMPs following the same differential flow which…
We engineer a new probabilistic Monte-Carlo algorithm for isomorphism testing. Most notably, as opposed to all other solvers, it implicitly exploits the presence of symmetries without explicitly computing them. We provide extensive…
In this paper we use a well know method in statistics, the $\delta$-method, to provide an asymptotic distribution for the Mutual Information, and construct and independence test based on it. Interesting connections are found with the…
An a priori semimeasure (also known as "algorithmic probability" or "the Solomonoff prior" in the context of inductive inference) is defined as the transformation, by a given universal monotone Turing machine, of the uniform measure on the…
We make the first steps towards an understanding of the ergodic properties of a rational map defined over a complete algebraically closed non-archimedean field. For such a rational map R, we construct a natural invariant probability measure…
Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…
We present a practical framework to prove, in a simple way, two-terms asymptotic expansions for Fourier integrals $$ {\mathcal I}(t) = \int_{\mathbb R}({\rm e}^{it\phi(x)}-1) {\rm d} \mu(x) $$ where $\mu$ is a probability measure on…
In this article the relation between the tail behaviours of a free regular infinitely divisible (positively supported) probability measure and its L\'evy measure is studied. An important example of such a measure is the compound free…