Related papers: A natural probability measure derived from Stern's…
A dynamical model for the collapse of the wave function in a quantum measurement process is proposed by considering the interaction of a quantum system (spin-1/2) with a macroscopic quantum apparatus interacting with an environment in a…
We introduce and carefully study a natural probability measure over the numerical range of a complex matrix $A \in M_n(\C)$. This numerical measure $\mu_A$ can be defined as the law of the random variable $<AX,X> \in \C$ when the vector $X…
Researchers have demonstrated that humans are unable to generate a sequence of random numbers that corresponds in a statistical sense to a simple distribution such as the uniform distribution. The purpose of this article is to present the…
We propose a probabilistic definition of solutions of semilinear elliptic equations with (possibly nonlocal) operators associated with regular Dirichlet forms and with measure data. Using the theory of backward stochastic differential…
We consider uniform random permutations drawn from a family enumerated through generating trees. We develop a new general technique to establish a central limit theorem for the number of consecutive occurrences of a fixed pattern in such…
The estimation of a probability p from repeated Bernoulli trials is considered in this paper. A sequential approach is followed, using a simple stopping rule. A closed-form expression and an upper bound are obtained for the mean absolute…
Many automatic sequences, such as the Thue-Morse sequence or the Rudin-Shapiro sequence, have some desirable features of pseudorandomness such as a large linear complexity and a small well-distribution measure. However, they also have some…
Under Jensen's diamond principle $\diamondsuit$, we construct a simple Efimov space $K$ whose space of nonatomic probability measures $P_{na}(K)$ is first-countable and sequentially compact. These two properties of $P_{na}(K)$ imply that…
The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…
We consider iterated function systems on the real line that consist of continuous, piecewise linear functions. We show that typically the natural dimension of these systems changes continuously with respect to the parameters that define the…
We establish properties of a new type of fractal which has partial self similarity at all scales. For any collection of iterated functions systems with an associated probability distribution and any positive integer V there is a…
Consider the empirical measure, $\hat{\mathbb{P}}_N$, associated to $N$ i.i.d. samples of a given probability distribution $\mathbb{P}$ on the unit interval. For fixed $\mathbb{P}$ the Wasserstein distance between $\hat{\mathbb{P}}_N$ and…
To begin with, it is pointed out that the form of the quantum probabil- ity formula originates in the very initial state of the object system as seen when the state is expanded with the eigen-projectors of the measured ob- servable. Making…
We introduce and study a 2-parameter family of unitarily invariant probability measures on the space of infinite Hermitian matrices. We show that the decomposition of a measure from this family on ergodic components is described by a…
In this paper, we shall prove that the irreducibility in the sense of fine topology implies the uniqueness of invariant probability measures. It is also proven that this irreducibility is strictly weaker than the strong Feller property plus…
Phenomena with a constrained sample space appear frequently in practice. This is the case e.g. with strictly positive data and with compositional data, like percentages and the like. If the natural measure of difference is not the absolute…
This paper provides a general framework for Stein's density method for multivariate continuous distributions. The approach associates to any probability density function a canonical operator and Stein class, as well as an infinite…
In this paper, we first explore exponential stability by using Monotonicity inequality and use this information to obtain the existence of Invariant measure for linear Stochastic PDEs with potential in the space of tempered distributions.…
It is known that Iterated Function Systems generated by orientation preserving homeomorphisms of the unit interval admit a unique invariant measure on $(0,1)$. The setup for this result is the positivity of Lyapunov exponents at both fixed…
A discrete Gelfand-Tsetlin pattern is a configuration of particles in Z^2. The particles are arranged in a finite number of consecutive rows, numbered from the bottom. There is one particle on the first row, two particles on the second row,…