Related papers: Antisymmetry of the stochastic order on all ordere…
The general notion of a stochastic ordering is that one probability distribution is smaller than a second one if the second attaches more probability to higher values than the first. Motivated by recent work on barycentric maps on spaces of…
Two classes of topological spaces are introduced on which every probability Radon measure possesses a uniformly distributed sequence or a uniformly tight uniformly distributed sequence. It is shown that these classes are stable under…
Let S be a non-exceptional oriented surface of finite type. We classify all Radon measures on the space of measured geodesic laminations for S which are invariant under the mapping class group.
In earlier work, we had introduced the Kantorovich probability monad on complete metric spaces, extending a construction due to van Breugel. Here we extend the Kantorovich monad further to a certain class of ordered metric spaces, by…
We consider the correspondence assigning to every Radon measure on two Tychonoff coordinate spaces the set of probability measures with these marginals. It is proved that this correspondence is continuous.
Given a compact space $K$, we denote by $P(K)$ the space of all Radon probability measures on $K$, equipped with the $weak^\ast$ topology inherited from $C(K)^\ast$. For nonmetrizable compacta $K$ even basic properties of $P(K)$ spaces…
We prove that any absolutely continuous probability measure on a high-dimensional linear space has low-dimensional marginals that are approximately spherically-symmetric.
We prove pseudocompactness of a Tychonoff space $X$ and the space $\mathcal{P}(X)$ of Radon probability measures on it with the weak topology under the condition that the Stone-\v{C}ech compactification of the space $\mathcal{P}(X)$ is…
We show from a categorical point of view that probability measures on certain measurable or topological spaces arise canonically as the extension of probability distributions on countable sets. We do this by constructing probability monads…
The famous Prohorov theorem for Radon probability measures is generalized in terms of usco mappings. In the case of completely metrizable spaces this is achieved by applying a classical Michael result on the existence of usco selections for…
Several methods are available in the literature to stochastically compare random variables and random vectors. We introduce the notion of asymptotic stochastic order for random processes and define four such orders. Various properties and…
Given positive measures $\nu,\mu$ on an arbitrary measurable space $(\Omega, \mathcal F)$, we construct a sequence of finite partitions $(\pi_n)_n$ of $(\Omega, \mathcal F)$ s.t. $$ \sum_{A\in \pi_n: \mu(A)>0} 1_{A} \frac{\nu(A)}{\mu(A)}…
Given an autohomeomorphism on an ordered topological space or its subspace, we show that it is sometimes possible to introduce a new topology-compatible order on that space so that the same map is monotonic with respect to the new ordering.…
A characterization is presented of barycenters of the Radon probability measures supported on a closed convex subset of a given space. A case of particular interest is studied, where the underlying space is itself the space of finite signed…
Let $C$ be an open cone in a Banach space equipped with the Thompson metric with closure a normal cone. The main result gives sufficient conditions for Borel probability measures $\mu,\nu$ on $C$ with finite first moment for which $\mu\leq…
Consider the (almost surely) unique Radon partition of a set of $n$ random Gaussian vectors in $\mathbb R^{n-2}$; choose one of the two parts of this partition uniformly at random, and for $0 \le k \le n$, let $p_k$ denote the probability…
In this paper we study a probabilistic framework for Radon partitions, where our points are chosen independently from the $d$-dimensional normal distribution. For every point set we define a corresponding Radon polytope, which encodes all…
Stochastic monotonicity is a well known partial order relation between probability measures defined on the same partially ordered set. Strassen Theorem establishes equivalence between stochastic monotonicity and the existence of a coupling…
We classify Radon stationary measures for a random walk on $\mathbb{T}^d \times \mathbb{R}$. This walk is realised by a random action of $SL_{d}(\mathbb{Z})$ on the $\mathbb{T}^d$ component, coupled with a translation on the $\mathbb{R}$…
In this paper, we first show that for a countable family of random elements taking values in a partially ordered Polish space (POP), association (both positive and negative) of all finite dimensional marginals implies that of the infinite…