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We survey the development of probability from 1900, starting with Bachelier's theory of speculation. Fisher information appears in the theory of estimation. We touch on Brownian motion, and the Wiener integral. The Ito calculus, and its…
We develop a new toolbox for the analysis of the global behavior of stochastic discrete particle systems. We introduce and study the notion of the Schur generating function of a random discrete configuration. Our main result provides a…
This is the first in a series of papers presenting a new understanding of scattering amplitudes based on fundamentally combinatorial ideas in the kinematic space of the scattering data. We study the simplest theory of colored scalar…
E. Schroedinger proposed the equation to find the statistical property of a quantum particle on a finite time interval. It is called "Schroedinger's functional equation". Given probability distributions of a particle at initial and terminal…
In this paper we provide a generalization of the concept of cohesion as introduced recently by Berenhaut, Moore and Melvin [Proceedings of the National Academy of Sciences, 119 (4) (2022)]. The formulation presented builds on the technique…
One of the major themes of random matrix theory is that many asymptotic properties of traditionally studied distributions of random matrices are universal. We probe the edges of universality by studying the spectral properties of random…
This thesis is concerned with the behavior of random analytic functions. In particular, we are interested in the value distribution of Taylor series with independent random coefficients. We begin with a study of the properties of Fourier…
An important task in the statistical analysis of inhomogeneous point processes is to investigate the influence of a set of covariates on the point-generating mechanism. In this article, we consider the nonparametric Bayesian approach to…
Random matrix theory (RMT) is based on two assumptions: (1) matrix-element independence, and (2) base invariance. Most of the proposed generalizations keep the first assumption and violate the second. Recently, several authors presented…
We continue studies of the uncertainty quantification problem in emission tomographies such as PET or SPECT when additional multimodal data (e.g., anatomical MRI images) are available. To solve the aforementioned problem we adapt the…
Gaussian processes and random fields have a long history, covering multiple approaches to representing spatial and spatio-temporal dependence structures, such as covariance functions, spectral representations, reproducing kernel Hilbert…
This paper introduces a novel extension of Fr\'{e}chet means, called \textit{generalized Fr\'{e}chet means} as a comprehensive framework for characterizing features in probability distributions in general topological spaces. The generalized…
In this lecture we present a brief outline of boson Fock space stochastic calculus based on the creation, conservation and annihilation operators of free field theory, as given in the 1984 paper of Hudson and Parthasarathy. We show how a…
Kolmogorov's setting for probability theory is given an original generalization to account for probabilities arising from Quantum Mechanics. The sample space has a central role in this presentation and random variables, i.e., observables,…
We study the problem of non-parametric Bayesian estimation of the intensity function of a Poisson point process. The observations are $n$ independent realisations of a Poisson point process on the interval $[0,T]$. We propose two related…
We introduce and investigate in this short report the new notion of uniform measure (distribution) on the arbitrary compact metric space. We consider also some possible applications of these measures in the theory of imbedding theorems and…
We study uncertainty quantification for partial differential equations subject to domain uncertainty. We parameterize the random domain using the model recently considered by Chernov and Le (2024) as well as Harbrecht, Schmidlin, and Schwab…
This paper contains a study of multivariate second order stochastic mappings indexed by an abstract set $\Lambda$ in close connection to their operator covariance functions. The characterizations of the normal Hilbert module or of Hilbert…
For a Morse map $f:M\to S^1$ Novikov [11] has introduced an analog of Morse complex, defined over the ring $\ZZZ[[t]][t^{-1}]$ of integer Laurent power series. Novikov conjectured, that generically the matrix entries of the differentials in…
This paper formulates a new approach to the study of chaos in discrete dynamical systems based on the notions of inverse ill-posed problems, set-valued mappings, generalized and multivalued inverses, graphical convergence of a net of…