Related papers: Lectures on the mean values of functionals -- An e…
This survey gives an introduction to monetary measures of risk as monotone and cash additive functions on spaces of univariate random variables. Primal and dual representation results as well as several examples are discussed. Principal…
Let $S_n =X_1+\cdots +X_n$ be an irreducible random walk (r.w.) on the one dimensional integer lattice with zero mean, infinite variance and i.i.d. increments $X_n$. We obtain an upper and lower bounds of the potential function, $a(x)$, of…
Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…
For various classes of Lipschitz functions we provide dimension free concentration inequalities for infinitely divisible random vectors with independent components and finite exponential moments.
We derive concentration inequalities for functions of the empirical measure of large random matrices with infinitely divisible entries and, in particular, stable ones. We also give concentration results for some other functionals of these…
Consider the random polytope, that is given by the convex hull of a Poisson point process on a smooth convex body in $\mathbb{R}^d$. We prove central limit theorems for continuous motion invariant valuations including the Will's functional…
For any finite point set in $D$-dimensional space equipped with the 1-norm, we present random linear embeddings to $k$-dimensional space, with a new metric, having the following properties. For any pair of points from the point set that are…
After briefly reviewing the definitions of classical probability densities for position, $P_{CL}(x)$, and for momentum, $P_{CL}(p)$, we present several examples of classical mechanical potential systems, mostly variations on such familiar…
The formulation of a new analysis on a zero measure Cantor set $C (\subset I=[0,1])$ is presented. A non-archimedean absolute value is introduced in $C$ exploiting the concept of {\em relative} infinitesimals and a scale invariant…
This work is an extension of our earlier article, where a well-known integral representation of the logarithmic function was explored, and was accompanied with demonstrations of its usefulness in obtaining compact, easily-calculable, exact…
We consider the notion of the matrix (tensor) distribution of a measurable function of several variables. On the one hand, it is an invariant of this function with respect to a certain group of transformations of variables; on the other…
The general properties of two-dimensional generalized Bessel functions are discussed. Various asymptotic approximations are derived and applied to analyze the basic structure of the two-dimensional Bessel functions as well as their nodal…
We establish an asymptotic formula for the logarithmic mean value of a 1-bounded multiplicative function that is sharp in many cases of interest. We derive from it a variety of applications, making progress on several old problems. As a…
Let a sequence of iid. random variables $\xi_1,...,\xi_n$ be given on a space $(X,\cal X)$ with distribution $\mu$ together with a nice class $\cal F$ of functions $f(x_1,...,x_k)$ of $k$ variables on the product space $(X^k,{\cal X}^k)$.…
The mean value inequality is characteristic for upper semicontinuous functions to be subharmonic. Quasinearly subharmonic functions generalize subharmonic functions. We find the necessary and sufficient conditions under which subsets of…
We use the complexity function of an invariant, not necessary closed, subset of a two-sided shift space to compute the polynomial entropy of the induced dynamics on the hyperspace of continua for certain one-dimensional dynamical systems.…
Statistical depth is the act of gauging how representative a point is compared to a reference probability measure. The depth allows introducing rankings and orderings to data living in multivariate, or function spaces. Though widely applied…
Lecture notes as per the title. In the first part, the concepts of a measurable space, measurable maps between measurable spaces and that of a measure on a measurable space are introduced, after which the fundamentals of the theory of…
We study invariant measures for random countable (finite or infinite) conformal iterated function systems (IFS) with arbitrary overlaps. We do not assume any type of separation condition. We prove, under a mild assumption of finite entropy,…
Given a countable relational language $L$, we consider probability measures on the space of $L$-structures with underlying set $\mathbb{N}$ that are invariant under the logic action. We study the growth rate of the entropy function of such…