Related papers: Hyperbolic valued random variables and conditional…
An introduction to Hyperbolic Analysis is presented.
In this chapter we offer an introduction to weak values from a three-fold perspective: first, outlining the protocols that enable their experimental determination; next, deriving their correlates in the quantum formalism and, finally,…
We define a random zonotope in Euclidean space, by adding finitely many random segments, which are independently and identically distributed. For this random polytope, we determine, under a mild assumption on the distribution, the…
The volume density of a hyperbolic link is defined as the ratio of hyperbolic volume to crossing number. We study its properties and a closely-related invariant called the determinant density. It is known that the sets of volume densities…
In this paper, we introduce the notion of boundary delay equations, establishing a unified framework for analyzing linear time-invariant systems with pure time-delayed boundary conditions. We establish mild sufficient conditions for the…
P-values are a mainstay in statistics but are often misinterpreted. We propose a new interpretation of p-value as a meaningful plausibility, where this is to be interpreted formally within the inferential model framework. We show that, for…
The position and momentum probability densities of a multidimensional quantum system are fully characterized by means of the radial expectation values $\langle r^\alpha \rangle$ and $\left\langle p^\alpha \right\rangle$, respectively. These…
We study stable conditional measures for a certain equilibrium measure for hyperbolic endomorphisms, on basic sets with overlaps; we show that these conditional measures are geometric probabilities and measures of maximal stable dimension.…
We develope the framework of transitional conditional independence. For this we introduce transition probability spaces and transitional random variables. These constructions will generalize, strengthen and unify previous notions of…
In this paper, our primary objective is to develop the peridynamic fractional Sobolev space and establish novel BBM-type results associated with it. We also address the peridynamic fractional anisotropic $p-$Laplacian. A secondary objective…
In this paper we provided a classification for partitions of intervals on the hyperbolic plane. Given a partition, to be named strong, we define a notion of a hyperbolic-valued functions of bounded variation and a kind of Riemann-Stieltjes…
After a short review of the historical milestones on normal numbers, we introduce the Borel numbers as the reals admitting a probability function on their different bases representations. In this setting, we provide two probabilistic…
This paper is concerned with robust preconditioning of wave equations constrained linear inverse problems from boundary observation data. The main result of this paper is a concept for regularization parameter robust preconditioning.…
We introduce a series of numbers which serve as a generalization of Bernoulli, Euler numbers and binomial coefficients. Their properties are applied to solve a probability problem and suggest a statistical test for independence and…
In this article we have studied bicomplex valued measurable functions on an arbitrary measurable space. We have established the bicomplex version of Lebesgue's dominated convergence theorem and some other results related to this theorem.…
For free-probability Voiculescu transforms, analogous to hyperbolic characteristic functions, we show how to get their representing measures in an integral form. For that purpose, it is enough to know those transforms only on the imaginary…
An asymptotic expansion for inverse moments of positive binomial and Poisson distributions is derived. The expansion coefficients of the asymptotic series are given by the positive central moments of the distribution. Compared to previous…
In this paper, we extend the G-expectation theory to infinite dimensions. Such notions as a covariation set of G-normal distributed random variables, viscosity solution, a stochastic integral driven by G-Brownian motion are introduced and…
A multivariate fractional Poisson process was recently defined in Beghin and Macci (2016) by considering a common independent random time change for a finite dimensional vector of independent (non-fractional) Poisson processes; moreover it…
Understanding variable dependence, particularly eliciting their statistical properties given a set of covariates, provides the mathematical foundation in practical operations management such as risk analysis and decision-making given…