Related papers: Ordered Probability Spaces

Let $E$ be a uniformly smooth and uniformly convex real Banach space and $E^*$ be its dual space. Suppose $A : E\rightarrow E^*$ is bounded, strongly monotone and satisfies the range condition such that $A^{-1}(0)\neq \emptyset$. Inspired…

In this short note, we prove that the stochastic order of Radon probability measures on any ordered topological space is antisymmetric. This has been known before in various special cases. We give a simple and elementary proof of the…

Wasserstein projections in the convex order were first considered in the framework of weak optimal transport, and found application in various problems such as concentration inequalities and martingale optimal transport. In dimension one,…

Let $\mu$ be a Borel probability measure generated by a hyperbolic recurrent iterated function system defined on a nonempty compact subset of $\mathbb R^k$. We study the Hausdorff and the packing dimensions, and the quantization dimensions…

We show that the variance of a probability measure $\mu$ on a compact subset $X$ of a complete metric space $M$ is bounded by the square of the circumradius $R$ of the canonical embedding of $X$ into the space $P(M)$ of probability measures…

Ranking distributions according to a stochastic order has wide applications in diverse areas. Although stochastic dominance has received much attention, convex order, particularly in general dimensions, has yet to be investigated from a…

Let $\mu$ be an even Borel probability measure on ${\mathbb R}$. For every $N>n$ consider $N$ independent random vectors $\vec{X}_1,\ldots ,\vec{X}_N$ in ${\mathbb R}^n$, with independent coordinates having distribution $\mu $. We establish…

Let $\mu_N$ be the empirical measure associated to a $N$-sample of a given probability distribution $\mu$ on $\mathbb{R}^d$. We are interested in the rate of convergence of $\mu_N$ to $\mu$, when measured in the Wasserstein distance of…

This paper deals with the estimation of a probability measure on the real line from data observed with an additive noise. We are interested in rates of convergence for the Wasserstein metric of order $p\geq 1$. The distribution of the…

We study optimization problems in which a linear functional is maximized over probability measures that are dominated by a given measure according to an integral stochastic order in an arbitrary dimension. We show that the following four…

In this work, we provide non-asymptotic bounds for the average speed of convergence of the empirical measure in the law of large numbers, in Wasserstein distance. We also consider occupation measures of ergodic Markov chains. One motivation…

Weak values are usually associated with weak measurements of an observable on a pre- and post-selected ensemble. We show that more generally, weak values are proportional to the correlation between two pointers in a successive measurement.…

Let $\mathcal{P}_{2,ac}$ be the set of Borel probabilities on $\mathbb{R}^d$ with finite second moment and absolutely continuous with respect to Lebesgue measure. We consider the problem of finding the barycenter (or Fr\'echet mean) of a…

We show that norms on certain Banach spaces $X$ can be approximated uniformly, and with arbitrary precision, on bounded subsets of $X$ by $C^{\infty}$ smooth norms and polyhedral norms. In particular, we show that this holds for any…

Let $n$ be a sufficiently large natural number and let $B$ be an origin-symmetric convex body in $R^n$ in the $\ell$-position, and such that the normed space $(R^n,\|\cdot\|_B)$ admits a $1$-unconditional basis. Then for any…

Random measures provide flexible parameters for Bayesian nonparametric models. Given two different priors for a random measure, we develop a natural framework to investigate the rate at which the corresponding posteriors merge, as the…

Let $\mu$ be a Borel probability measure associated with an iterated function system consisting of a countably infinite number of contracting similarities and an infinite probability vector. In this paper, we study the quantization…

For $p\in (1,\infty)$ let $\mathscr{P}_p(\mathbb{R}^3)$ denote the metric space of all $p$-integrable Borel probability measures on $\mathbb{R}^3$, equipped with the Wasserstein $p$ metric $\mathsf{W}_p$. We prove that for every…

In this paper, we study necessary and sufficient conditions for a positive Borel measure $\mu$ on the complex space $\mathbb{C}$ to be a $(\infty,q)$ or $(p,\infty)$ (vanishing) Fock-Carleson measure through its Berezin transform. Then we…

Superposition is an essential feature of quantum mechanics. From the Schrodinger's cat to quantum algorithms such as Deutsch-Jorsza algorithm, quantum superposition plays an important role. It is one fundamental and crucial question how to…