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Let $\mu$ denote a Borel probability measure and let $\{ \mu_{t} \}_{t\geq 1}$ denote the free additive convolution semigroup of Nica and Speicher. We show that the support of these measures varies continuously in the Hausdorff metric for…

Operator Algebras · Mathematics 2016-08-01 John D. Williams

We derive new explicit bounds for the total variation distance between two convolution products of $n$ probability distributions, one of which having identical convolution factors. Approximations by finite signed measures of arbitrary order…

Probability · Mathematics 2008-11-06 Bero Roos

We present a novel proof of de Finetti's Theorem characterizing permutation-invariant probability measures of infinite sequences of variables, so-called exchangeable measures. The proof is phrased in the language of Markov categories, which…

Probability · Mathematics 2021-11-08 Tobias Fritz , Tomáš Gonda , Paolo Perrone

This paper contributes to the study of the free additive convolution of probability measures. It shows that under some conditions, if measures $\mu_i$ and $\nu_i, i=1,2$, are close to each other in terms of the L\'{e}vy metric and if the…

Probability · Mathematics 2013-10-04 V. Kargin

For a given homogeneous Poisson point process in $\mathbb{R}^d$ two points are connected by an edge if their distance is bounded by a prescribed distance parameter. The behaviour of the resulting random graph, the Gilbert graph or random…

Probability · Mathematics 2017-11-06 Matthias Reitzner , Matthias Schulte , Christoph Thaele

Debbah and Ryan have recently proved a result about the limit empirical singular distribution of the sum of two rectangular random matrices whose dimensions tend to infinity. In this paper, we reformulate it in terms of the rectangular free…

Probability · Mathematics 2008-07-04 Florent Benaych-Georges

The extended de Finetti theorem characterizes exchangeable infinite random sequences as conditionally i.i.d. and shows that the apparently weaker distributional symmetry of spreadability is equivalent to exchangeability. Our main result is…

Operator Algebras · Mathematics 2008-06-24 Claus Köstler

This paper introduces an extension to the normal distribution through the polar method to capture bimodality and asymmetry, which are often observed characteristics of empirical data. The later two features are entirely controlled by a…

Statistics Theory · Mathematics 2020-08-31 Masoud Faridi , Majid Jafari Khaledi

Let $\mu$ be a probability measure (or corresponding random variable) such that all moments $\mu_n$ exist. Knowledge of the moments is not sufficient to determine infinite divisibility of the measure; we show also that infinitely divisible,…

Probability · Mathematics 2007-05-23 Aubrey Wulfsohn

The notion of equality between two observables will play many important roles in foundations of quantum theory. However, the standard probabilistic interpretation based on the conventional Born formula does not give the probability of…

Quantum Physics · Physics 2014-12-31 Masanao Ozawa

A central limit theorem for arrays of symmetric row-wise exchangeable random variables is presented. The result is valid for finite and infinite extendable and non-extendable sequences. Unlike most reported versions of the central limit…

Probability · Mathematics 2020-06-22 Ilya Soloveychik

The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…

Data Analysis, Statistics and Probability · Physics 2024-04-08 Damián H. Zanette , Inés Samengo

In this paper, we introduce and develop the concept of conditional quantization for Borel probability measures on $\mathbb{R}^k,$ considering both constrained and unconstrained frameworks. For each setting, we define the associated…

Probability · Mathematics 2025-06-06 Megha Pandey , Mrinal Kanti Roychowdhury

Since the appearance of H. Robbins article (1948), the central limit theorems for random sums have been studied for about 70 years. The central limit theorems for random sums of independent random variables play a very important role in…

Probability · Mathematics 2023-08-01 Tran Loc Hung

In this paper, we establish a local limit theorem for linear fields of random variables constructed from independent and identically distributed innovations each with finite second moment. When the coefficients are absolutely summable we do…

Probability · Mathematics 2020-08-06 Timothy Fortune , Magda Peligrad , Hailin Sang

We prove a general transfer theorem for multivariate random sequences with independent random indexes in the double array limit setting. We also prove its partial inverse providing necessary and sufficient conditions for the convergence of…

Probability · Mathematics 2016-11-04 V. Yu. Korolev , A. I. Zeifman

Limit theorems for a random number of independent random variables are frequently called transfer theorems. Investigations into this direction for sums of random variables with independent random sample size have been originated by…

Probability · Mathematics 2016-03-14 Peter Kern

We introduce a new model for sums of exchangeable binary random variables. The proposed distribution is an approximation to the exact distributional form, and relies on the theory of completely monotone functions and the Laplace transform…

Methodology · Statistics 2020-11-18 Ryan Elmore

In this paper, we investigate a continuous family of notions of independence which interpolates between the classical and free ones for non-commutative random variables. These notions are related to the liberation process introduced by D.…

Probability · Mathematics 2008-11-28 Florent Benaych-Georges , Thierry Lévy

An operational probabilistic theory where all systems are classical, and all pure states of composite systems are entangled, is constructed. The theory is endowed with a rule for composing an arbitrary number of systems, and with a…

Quantum Physics · Physics 2022-01-24 Giacomo Mauro D'Ariano , Marco Erba , Paolo Perinotti