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In decision-making problems under uncertainty, probabilistic constraints are a valuable tool to express safety of decisions. They result from taking the probability measure of a given set of random inequalities depending on the decision…

Optimization and Control · Mathematics 2021-02-09 Yassine Laguel , Wim van Ackooij , Jérôme Malick , Guilherme Ramalho

Gathering data through measurements is at the basis of every experimental science. Ideally, measurements should be repeatable and, when extracting only coarse-grained data, they should allow the experimenter to retrieve the finer details at…

Quantum Physics · Physics 2014-04-21 G. Chiribella , X. Yuan

In this paper we investigate the problems related to measures with a natural spectrum (equal to the closure of the set of the values of the Fourier-Stieltjes transform). Since it is known that the set of all such measures does not have a…

Functional Analysis · Mathematics 2017-05-17 Przemysław Ohrysko , Michał Wojciechowski

Projection methods are popular algorithms for iteratively solving feasibility problems in Euclidean or even Hilbert spaces. They employ (selections of) nearest point mappings to generate sequences that are designed to approximate a point in…

Optimization and Control · Mathematics 2019-01-25 Heinz H. Bauschke , Sylvain Gretchko , Walaa M. Moursi

It is shown that the axioms for coherent risk measures imply that whenever there is an asset in a portfolio that dominates the others in a given sample (which happens with finite probability even for large samples), then this portfolio…

Risk Management · Quantitative Finance 2009-09-29 Imre Kondor , Istvan Varga-Haszonits

We study the fine distribution of lattice points lying on expanding circles in the hyperbolic plane $\mathbb{H}$. The angles of lattice points arising from the orbit of the modular group $PSL_{2}(\mathbb{Z})$, and lying on hyperbolic…

Number Theory · Mathematics 2020-09-23 Dimitrios Chatzakos , Par Kurlberg , Stephen Lester , Igor Wigman

We study the compatibility of measurements on finite-dimensional compact convex state space in the framework of general probabilistic theory. Our main emphasis is on formulation of necessary and sufficient conditions for two-outcome…

Quantum Physics · Physics 2016-10-26 Martin Plávala

Plausibility measures are structures for reasoning in the face of uncertainty that generalize probabilities, unifying them with weaker structures like possibility measures and comparative probability relations. So far, the theory of…

Quantum Physics · Physics 2015-05-07 Tobias Fritz , Matthew Leifer

We report an inconsistency found in probability theory (also referred to as measure-theoretic probability). For probability measures induced by real-valued random variables, we deduce an "equality" such that one side of the "equality" is a…

General Mathematics · Mathematics 2017-03-01 Guang-Liang Li , Victor O. K. Li

A probability measure $P_n$ on the symmetric group ${\mathfrak S}_n$ is said to be record-dependent if $P_n(\sigma)$ depends only on the set of records of a permutation $\sigma\in{\mathfrak S}_n$. A sequence $P=(P_n)_{n\in{\mathbb N}}$ of…

Probability · Mathematics 2014-02-17 Alexander Gnedin , Vadim Gorin

We define a class of random measures, spatially independent martingales, which we view as a natural generalisation of the canonical random discrete set, and which includes as special cases many variants of fractal percolation and Poissonian…

Classical Analysis and ODEs · Mathematics 2015-02-27 Pablo Shmerkin , Ville Suomala

A causal set is a countably infinite poset in which every element is above finitely many others; causal sets are exactly the posets that have a linear extension with the order-type of the natural numbers -- we call such a linear extension a…

Combinatorics · Mathematics 2012-01-31 Graham Brightwell , Malwina Luczak

An alternative mathematics based on qualitative plurality of finiteness is developed to make non-standard mathematics independent of infinite set theory. The vague concept "accessibility" is used coherently within finite set theory whose…

General Mathematics · Mathematics 2012-06-14 Toru Tsujishita

We bound the variance and other moments of a random vector based on the range of its realizations, thus generalizing inequalities of Popoviciu (1935) and Bhatia and Davis (2000) concerning measures on the line to several dimensions. This is…

Probability · Mathematics 2020-02-03 Tongseok Lim , Robert J. McCann

Unavoidable disturbance caused by a quantum measurement implies that the realizable subsequent measurements are getting limited after one performs some measurement. The obvious general limitation that one cannot circumvent by sequential or…

Quantum Physics · Physics 2015-03-05 Teiko Heinosaari , Takayuki Miyadera

Determining the measurement uncertainty region is a difficult problem for generic sets of observables. For this reason the literature on exact measurement uncertainty regions is focused on symmetric sets of observables, where the symmetries…

Quantum Physics · Physics 2019-09-12 Oliver Reardon-Smith

For a certain parametrized family of maps on the circle, with critical points and logarithmic singularities where derivatives blow up to infinity, a positive measure set of parameters was constructed in [19], corresponding to maps which…

Dynamical Systems · Mathematics 2012-02-07 Hiroki Takahasi

The likelihood function of a finite mixture model is a non-convex function with multiple local maxima and commonly used iterative algorithms such as EM will converge to different solutions depending on initial conditions. In this paper we…

Machine Learning · Computer Science 2016-08-19 Elad Mezuman , Yair Weiss

We study the limits of sequences of spheres and complex projective spaces with unbounded dimensions. A sequence of spheres (resp. complex projective spaces) either is a Levy family, infinitely dissipates, or converges to (resp. the Hopf…

Metric Geometry · Mathematics 2014-02-05 Takashi Shioya

We prove new results on common cause closedness of quantum probability spaces, where by a quantum probability space is meant the projection lattice of a non-commutative von Neumann algebra together with a countably additive probability…

Quantum Physics · Physics 2015-03-17 Yuichiro Kitajima , Miklos Redei