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We give a probabilistic interpretation of the configurational partition function of the logarithmic sector of critical cosmological topologically massive gravity, in which the Hurwitz numbers considered in our previous works assume the role…
Consider an ergodic stationary random field $A$ on the ambient space $\mathbb R^d$. In a companion article, we introduced the notion of multiscale (first-order) functional inequalities, which extend standard functional inequalities like…
Sofic entropy is an invariant for probability-preserving actions of sofic groups. It was introduced a few years ago by Lewis Bowen, and shown to extend the classical Kolmogorov-Sinai entropy from the setting of amenable groups. Some parts…
This paper introduces several new classes of mathematical structures that have close connections with physics and with the theory of dynamical systems. The most general of these structures, called indivisible stochastic processes,…
We prove a sequence of limiting results about weakly dependent stationary and regularly varying stochastic processes in discrete time. After deducing the limiting distribution for individual clusters of extremes, we present a new type of…
The notion of probability plays an important role in almost all areas of science and technology. In modern mathematics, however, probability theory means nothing other than measure theory, and the operational characterization of the notion…
Boltzmann introduced in the 1870's a logarithmic measure for the connection between the thermodynamical entropy and the probabilities of the microscopic configurations of the system. His entropic functional for classical systems was…
Consider a random sample of $n$ independently and identically distributed $p$-dimensional normal random vectors. A test statistic for complete independence of high-dimensional normal distributions, proposed by Schott (2005), is defined as…
In earlier papers Poisson equation in the whole space was studied for so called ergodic generators $L$ corresponding to homogeneous Markov diffusions ($X_t, \, t\ge 0$) in $\mathbb R^d$. Solving this equation is one of the main tools for…
Concentration properties of functionals of general Poisson processes are studied. Using a modified $\Phi$-Sobolev inequality a recursion scheme for moments is established, which is of independent interest. This is applied to derive moment…
By formulating the axioms of quantum mechanics, von Neumann also laid the foundations of a "quantum probability theory". As such, it is regarded a generalization of the "classical probability theory" due to Kolmogorov. Outside of quantum…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N stochastic variables with Lochner's generalized Dirichlet distribution (R.H. Lochner, A Generalized…
Radon-Nikodym (RN) derivative between two measures arises naturally in the affine structure of the space of probability measures with densities. Entropy, free energy, relative entropy, and entropy production as mathematical concepts…
We consider inequalities where integrals are defined in the sense of Choquet with respect to Hausdorff content. We study cases where continuously differentiable functions are defined on open, connected sets with so much regularity that…
Bialek, Callan and Strong have recently given a solution of the problem of determining a continuous probability distribution from a finite set of experimental measurements by formulating it as a one-dimensional quantum field theory. This…
A total set of $n$ states $|i\rangle$ and the corresponding projectors $\Pi(i)=|i\rangle \langle i|$ are considered, in a quantum system with $d$-dimensional Hilbert space $H(d)$. A partially known density matrix $\rho$ with given…
Simulating samples from arbitrary probability distributions is a major research program of statistical computing. Recent work has shown promise in an old idea, that sampling from a discrete distribution can be accomplished by perturbing and…
Schoenberg's theorem for the complex Hilbert sphere proved by Christensen and Ressel in 1982 by Choquet theory is extended to the following result: Let L denote a locally compact group and let \overline{\D} denote the closed unit disc in…
We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…
A variation of Choquet random sup-measures is introduced. These random sup-measures are shown to arise as the scaling limits of empirical random sup-measures of a general aggregated model. Because of the aggregations, the finite-dimensional…