Related papers: Conditional independence among max-stable laws

Some recent papers formulated sufficient conditions for the decomposition of matrix variances. A statement was that if we have one or two observables, then the decomposition is possible. In this paper we consider an arbitrary finite set of…

An inductive probabilistic classification rule must generally obey the principles of Bayesian predictive inference, such that all observed and unobserved stochastic quantities are jointly modeled and the parameter uncertainty is fully…

Based on the Suzuki product-formula approach, we construct a family of unconditionally stable algorithms to solve the time-dependent Maxwell equations. We describe a practical implementation of these algorithms for one-, two-, and…

It is well known that on arbitrary metric measure spaces, the notion of minimal $p$-weak upper gradient may depend on $p$. In this paper we investigate how a first-order condition of the metric-measure structure, that we call Bounded…

In this work we establish the posterior consistency for a parametrized family of partially observed, fully dominated Markov models. As a main assumption, we suppose that the prior distribution assigns positive probability to all…

Probabilistic independence can dramatically simplify the task of eliciting, representing, and computing with probabilities in large domains. A key technique in achieving these benefits is the idea of graphical modeling. We survey existing…

A recently proposed axiom system for Andr\'e's central translation structures is improved upon. First, one of its axioms turns out to be dependent (derivable from the other axioms). Without this axiom, the axiom system is indeed…

Let $\{X_n\}_{n\geq 1}$ be either a sequence of arbitrary random variables, or a martingale difference sequence, or a centered sequence with a suitable level of negative dependence. We prove Baum-Katz type theorems by only assuming that the…

We develop classification results for max--stable processes, based on their spectral representations. The structure of max--linear isometries and minimal spectral representations play important roles. We propose a general classification…

High-dimensional dynamical systems projected onto a reduced-order model cease to be deterministic and are best described by probability distributions in state space. Their equations of motion map onto an evolution operator with a…

In this paper, we obtain sufficient and necessary conditions of some classical convex sets as positively invariant sets for a continuous dynamical system, namely positive invariance conditions. The approach is based on Nagumo Theorem by…

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 $X$…

Let X be a compact complex manifold whose anti-canonical line bundle is big. We show that X admits no non-trivial holomorphic vector fields if it is Gibbs stable (at any level). The proof is based on a vanishing result for measure…

Let $S$ be the multiplicative semigroup of $q\times q$ matrices with positive entries such that every row and every column contains a strictly positive element. Denote by $(X_n)_{n\geq1}$ a sequence of independent identically distributed…

Dynamic perturbation equations are derived for a generic stationary state of an elastic string model -- of the kind appropriate for representing a superconducting cosmic string -- in a flat background. In the case of a circular equilibrium…

The so-called permutation separability criteria are simple operational conditions that are necessary for separability of mixed states of multipartite systems: (1) permute the indices of the density matrix and (2) check if the trace norm of…

We consider a hidden Markov model with multiplicative noise emerging from studies of software reliability. We show the stability of the optimal filter with respect to general initial conditions in the total variation- and $L^p$-norm and…

Consider time-homogeneous discrete-time Markov chains $X$, $Y$, and $Z$ on countable state spaces, considered as stochastic processes with specified initial distributions. Suppose for maps $f$ and $g$ that $(f(X_t))_{t \ge 0}$ and…

We present the probability preserving description of the decaying particle within the framework of quantum mechanics of open systems taking into account the superselection rule prohibiting the superposition of the particle and vacuum. In…

We study asymptotic stability of continuous-time systems with mode-dependent guaranteed dwell time. These systems are reformulated as special cases of a general class of mixed (discrete-continuous) linear switching systems on graphs, in…