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This article studies a general divide-and-conquer algorithm for approximating continuous one-dimensional probability distributions with finite mean. The article presents a numerical study that compares pre-existing approximation schemes…

This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…

Statistics Theory · Mathematics 2011-08-03 A. Murillo-Salas , F. J. Rubio

Let $\nu$ be a Borel probability measure on a $d$-dimensional Euclidean space $\mathbb{R}^d$, $d\geq 1$, with a compact support, and let $(p_0, p_1, p_2, \ldots, p_N)$ be a probability vector with $p_j>0$ for $0\leq j\leq N$. Let $\{S_j:…

Probability · Mathematics 2025-02-25 Amit Priyadarshi , Mrinal K. Roychowdhury , Manuj Verma

We introduce and study the computational problem of determining statistical similarity between probability distributions. For distributions $P$ and $Q$ over a finite sample space, their statistical similarity is defined as…

Data Structures and Algorithms · Computer Science 2025-06-03 Arnab Bhattacharyya , Sutanu Gayen , Kuldeep S. Meel , Dimitrios Myrisiotis , A. Pavan , N. V. Vinodchandran

Generalized quantum measurements with N distinct outcomes are used for determining the density matrix, of order d, of an ensemble of quantum systems. The resulting probabilities are represented by a point in an N-dimensional space. It is…

Quantum Physics · Physics 2009-10-31 Asher Peres , Daniel Terno

We prove that the distribution of the product of two correlated normal random variables with arbitrary means and arbitrary variances is infinitely divisible. We also obtain exact formulas for the probability density function of the sum of…

Probability · Mathematics 2025-06-10 Robert E. Gaunt , Saralees Nadarajah , Tibor K. Pogány

The notion of density of a finite set is discussed. We proof a general theorem of set theory which refines Bose-Einstein distribution.

Probability · Mathematics 2007-05-23 V. P. Maslov

We establish conditions to characterize probability measures by their $L^{p}$-quantization error functions in both $\mathbb{R}^{d}$ and Hilbert settings. This characterization is two-fold: static (identity of two distributions) and dynamic…

Probability · Mathematics 2020-02-20 Yating Liu , Gilles Pagès

A random set is a generalisation of a random variable, i.e. a set-valued random variable. The random set theory allows a unification of other uncertainty descriptions such as interval variable, mass belief function in Dempster-Shafer theory…

Numerical Analysis · Mathematics 2018-11-27 Truong-Vinh Hoang , Hermann G. Matthies

Under ideal conditions, the probability density function (PDF) of a random variable, such as a sensor measurement, would be well known and amenable to computation and communication tasks. However, this is often not the case, so the user…

Statistics Theory · Mathematics 2022-07-29 Shane Lubold , Clark N. Taylor

Comparing probability distributions is a core challenge across the natural, social, and computational sciences. Existing methods, such as Maximum Mean Discrepancy (MMD), struggle in high-dimensional and non-compact domains. Here we…

Machine Learning · Statistics 2025-09-09 Logan S. McCarty

Zador's celebrated theorem is a cornerstone of optimal quantisation, establishing both the weak limit of the empirical distribution of an $n$-point optimal quantiser in $R^d$ and the decay rate of the associated $L_s$-mean quantisation…

Statistics Theory · Mathematics 2026-05-14 Luc Pronzato , Anatoly Zhigljavsky

Possibility and probability theories are alternative and complementary ways to deal with uncertainty, which has motivated over the last years an interest for the study of ways to transform probability distributions into possibility…

Other Statistics · Statistics 2020-01-03 Esteve del Acebo , Yousef Alizadeh-Q , Sayyed Ali Hossayni

Quantization provides a very natural way to preserve the convex order when approximating two ordered probability measures by two finitely supported ones. Indeed, when the convex order dominating original probability measure is compactly…

Probability · Mathematics 2020-12-21 Benjamin Jourdain , Gilles Pagès

This paper deals with maximization of classical $f$-divergence between the distributions of a measurement outputs of a given pair of quantum states. $f$-divergence $D_{f}$ between the probability density functions $p_{1}$ and $p_{2}$ over a…

Quantum Physics · Physics 2016-06-07 Keiji Matsumoto

Position probability distribution of a set of massive mutually exclusive particles in one dimension has been defined. Examples with a given two mutually exclusive particles system are considered. It is emphasized that quantum particles at…

Quantum Physics · Physics 2016-10-28 Rasool Kheiry , Shahram Salehi

A rigorous general definition of quantum probability is given, which is valid for elementary events and for composite events, for operationally testable measurements as well as for inconclusive measurements, and also for non-commuting…

Quantum Physics · Physics 2016-01-12 V. I. Yukalov , D. Sornette

In the Bayesian approach to probability theory, probability quantifies a degree of belief for a single trial, without any a priori connection to limiting frequencies. In this paper we show that, despite being prescribed by a fundamental…

Quantum Physics · Physics 2009-11-07 Carlton M. Caves , Christopher A. Fuchs , Ruediger Schack

The exact statistics of an arbitrary quantum observable is analytically obtained. Due to the probabilistic nature of a sequence of intermediate measurements and stochastic fluctuations induced by the interaction with the environment, the…

Statistical Mechanics · Physics 2019-06-19 Stefano Gherardini

First passage distributions of semi-Markov processes are of interest in fields such as reliability, survival analysis, and many others. The problem of finding or computing first passage distributions is, in general, quite challenging. We…

Methodology · Statistics 2020-08-10 Richard L. Warr
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