Related papers: Ordered Probability Spaces

Relatively recently it was proved that if $\Gamma$ is an arbitrary set, then any equivalent norm on $c_0(\Gamma)$ can be approximated uniformly on bounded sets by polyhedral norms and $C^\infty$ smooth norms, with arbitrary precision. We…

The subject of this paper is regularity-preserving aggregation of regular norms on finite-dimensional linear spaces. Regular norms were introduced in [5] and are closely related to ``type 2'' spaces [9, Chapter 9] playing important role in…

The paper deals with various centering problems for probability measures on finite dimensional vector spaces. We show that for every such measure there exists a vector $h$ satisfying $\mu*\delta(h)=S(\mu*\delta (h))$ for each symmetry $S$…

We study completeness of the spaces $\mathcal{P}_s^=$ of probability measures in $\mathbb{R}^N$ which have equal (prescribed) moments up to order $s \in \mathbb{N}$, endowed with the metric $d_s(\mu,\nu)=\sup_{x \in \mathbb{R}^N\setminus…

One tuple of probability vectors is more informative than another tuple when there exists a single stochastic matrix transforming the probability vectors of the first tuple into the probability vectors of the other. This is called matrix…

We establish a general concentration result for the 1-Wasserstein distance between the empirical measure of a sequence of random variables and its expectation. Unlike standard results that rely on independence (e.g., Sanov's theorem) or…

Let $\mu$ and $\nu$ be two non-degenerate finite signed Borel measures defined on a proper convex cone of $\mathbb{R}^n$. We prove that if all convolution powers of $\mu$ and $\nu$ are appropriately equal (and non-zero) on a proper concave…

Let $(X,\mu)$ be a standard probability space. An automorphism $T$ of $(X,\mu)$ has the weak Pinsker property if for every $\varepsilon > 0$ it has a splitting into a direct product of a Bernoulli shift and an automorphism of entropy less…

Let $E$ be a Moran set on $\mathbb{R}^1$ associated with a closed interval $J$ and two sequences $(n_k)_{k=1}^\infty$ and $(\mathcal{C}_k=(c_{k,j})_{j=1}^{n_k})_{k\geq1}$. Let $\mu$ be the infinite product measure (Moran measure) on $E$…

We build a new probability measure on closed space and plane polygons. The key construction is a map, given by Knutson and Hausmann using the Hopf map on quaternions, from the complex Stiefel manifold of 2-frames in n-space to the space of…

We prove that the sequence of cones of metric measure spaces converges if the sequence of base spaces converges in Gromov's box, concentration, and weak topologies. As an application, we show that the generalized Cauchy distribution with…

We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably, we provide the first rigorous convergence analysis for…

In the present paper we prove that the probabilities of the P\'olya urn distribution (with negative replacement) satisfy a monotonicity property similar to that of the binomial distribution (P\'olya urn distribution with no replacement). As…

Let $\mathbb P$ be any Borel probability measure on the $L^2$-Wasserstein space $(\mathscr{P}_2(M),W_2)$ over a closed Riemannian manifold $M$. We consider the Dirichlet form $\mathcal E$ induced by $\mathbb P$ and by the Wasserstein…

Let $(M,\omega)$ be a K\"ahler manifold and let $K$ be a compact group that acts on $M$ in a Hamiltonian fashion. We study the action of $K^\mathbb{C}$ on probability measures on $M$. First of all we identify an abstract setting for the…

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…

We say that a finitely additive probability measure $\mu$ on $\omega$ is \emph{a P-measure} if it vanishes on points and for each decreasing sequence $(E_n)$ of infinite subsets of $\omega$ there is $E\subseteq\omega$ such that…

Given a determinate (multivariate) probability measure $\mu$, we characterize Gaussian mixtures $\nu\_\phi$ which minimize the Wasserstein distance $W\_2(\mu,\nu\_\phi)$ to $\mu$ when the mixing probability measure $\phi$ on the parameters…

We introduce a one-parameter family of metrics on the space of Borel probability measures on Euclidean space with finite $p$th moment for $1\leq p <\infty$, called the $\textit{sliced Monge--Kantorovich metrics}$, which include the sliced…

We show that whenever a separable subset $S$ of a complete metric space $X$ admits a $d$-dimensional weak tangent field, the set $S$ is close to being $d$-dimensional in the following sense. Whenever $\mu$ is a Borel finite measure on $X$…