Related papers: Conditional independence among max-stable laws
For two independent, almost surely finite random variables, independence of their minimum (time) and the event that one of them is either greater, equal or less than the other (cause) is completely characterized. It is shown that, other…
We analyze stability properties of monotone nonlinear systems via max-separable Lyapunov functions, motivated by the following observations: first, recent results have shown that asymptotic stability of a monotone nonlinear system implies…
Testing conditional independence has many applications, such as in Bayesian network learning and causal discovery. Different test methods have been proposed. However, existing methods generally can not work when only discretized…
In this paper we provide sharp criteria for linear stability or instability of equilibria of collisionless plasmas in the presence of boundaries. Specifically, we consider the relativistic Vlasov-Maxwell system with specular reflection at…
Conditional independence testing is a key problem required by many machine learning and statistics tools. In particular, it is one way of evaluating the usefulness of some features on a supervised prediction problem. We propose a novel…
In the context of stability of the extremes of a random variable X with respect to a positive integer valued random variable N we discuss the cases (i) X is exponential (ii) non-geometric laws for N (iii) identifying N for the stability of…
We study a notion of robustness of a Markov kernel that describes a system of several input random variables and one output random variable. Robustness requires that the behaviour of the system does not change if one or several of the input…
Multivariate extreme value distributions are a common choice for modelling multivariate extremes. In high dimensions, however, the construction of flexible and parsimonious models is challenging. We propose to combine bivariate max-stable…
We prove that the class of discrete time stationary max-stable process satisfying the Markov property is equal, up to time reversal, to the class of stationary max-autoregressive processes of order $1$. A similar statement is also proved…
A set of graphs is said to be independent if there is no homomorphism between distinct graphs from the set. We consider the existence problems related to the independent sets of countable graphs. While the maximal size of an independent set…
We consider the problem of bounding large deviations for non-i.i.d. random variables that are allowed to have arbitrary dependencies. Previous works typically assumed a specific dependence structure, namely the existence of independent…
We construct stationary max-infinitely divisible (max-id) processes from systems of randomly time-changed L\'evy particles. Classical examples without time change, such as the Brown-Resnick process, are, up to marginal transformations,…
A new sufficient condition is proved for the existence of stochastic semigroups generated by the sum of two unbounded operators. It is applied to one-dimensional piecewise deterministic Markov processes, where we also discuss the existence…
We show that it is consistent relative to ZF, that there is no well-ordering of $\mathbb{R}$ while a wide class of special sets of reals such as Hamel bases, transcendence bases, Vitali sets or Bernstein sets exists. To be more precise, we…
This paper takes a different look on the problem of testing the mutual independence of the components of a high-dimensional vector. Instead of testing if all pairwise associations (e.g. all pairwise Kendall's $\tau$) between the components…
Having observed an $m\times n$ matrix $X$ whose rows are possibly correlated, we wish to test the hypothesis that the columns are independent of each other. Our motivation comes from microarray studies, where the rows of $X$ record…
Many random combinatorial objects have a component structure whose joint distribution is equal to that of a process of mutually independent random variables, conditioned on the value of a weighted sum of the variables. It is interesting to…
This paper shows the existence of independent random matching of a large (continuum) population in both static and dynamic systems, which has been popular in the economics and genetics literatures. We construct a joint agent-probability…
We consider systems of linear partial differential equations, which contain only second and first derivatives in the $x$ variables and which are uniformly parabolic in the sense of Petrovski\v{\i} in the layer ${\mathbb R}^n\times [0,T]$.…
In this paper, we give necessary conditions for stability of coupled autonomous vehicles in R. We focus on linear arrays with decentralized vehicles, where each vehicle interacts with only a few of its neighbors. We obtain explicit…