Related papers: Universality for conditional measures of the Besse…
A Bessel field $\mathcal{B}=\{\mathcal{B}(\alpha,t), \alpha\in\mathbb{N}_0, t\in\mathbb{R}\}$ is a two-variable random field such that for every $(\alpha,t)$, $\mathcal{B}(\alpha,t)$ has the law of a Bessel point process with index…
The unitary group with the Haar probability measure is called Circular Unitary Ensemble. All the eigenvalues lie on the unit circle in the complex plane and they can be regarded as a determinantal point process on $\mathbb{S}^1$. It is also…
Quantization for a Borel probability measure refers to the idea of estimating a given probability by a discrete probability with support containing a finite number of elements. If in the quantization some of the elements in the support are…
We study existence of random elements with partially specified distributions. The technique relies on the existence of a positive extension for linear functionals accompanied by additional conditions that ensure the regularity of the…
We present a positive solution to the so-called Bernoulli Conjecture concerning the characterization of sample boundedness of Bernoulli processes. We also discuss some applications and related open problems.
In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…
In this paper, we construct the Bessel line ensemble, a countable collection of continuous random curves. This line ensemble is stationary under horizontal shifts with the Bessel point process as its one-time marginal. Its finite…
Let $K\subset R^n$ be a compact basic semi-algebraic set. We provide a necessary and sufficient condition (with no a priori bounding parameter) for a real sequence $y=(y_\alpha)$, $\alpha\in N^n$, to have a finite representing Borel measure…
We compute explicitly traces of the Dirichlet form related to the Bessel process with respect to discrete measures as well as measures of mixed type. Then some global properties of the obtained Dirichlet forms, such as conservativeness,…
Two different aspects of parabolic iteration in the complex upper half-plane are considered here. First, from a noncommutative probability perspective, a Berry-Esseen type estimate for the convergence speed of the monotone central limit…
The (BC type) z-measures are a family of four parameter $z, z', a, b$ probability measures on the path space of the nonnegative Gelfand-Tsetlin graph with Jacobi-edge multiplicities. We can interpret the $z$-measures as random point…
Jorgensen and Pedersen have proven that a certain fractal measure $\nu$ has no infinite set of complex exponentials which form an orthonormal set in $L^2(\nu)$. We prove that any fractal measure $\mu$ obtained from an affine iterated…
In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the…
We give a probabilistic introduction to determinantal and permanental point processes. Determinantal processes arise in physics (fermions, eigenvalues of random matrices) and in combinatorics (nonintersecting paths, random spanning trees).…
This paper presents the equality of finite index sums of Bessel func- tions containing arbitrary numbers of terms. These reduce to the familiar three term recursion formulas in simple cases.
A general notion of algebraic conditional plausibility measures is defined. Probability measures, ranking functions, possibility measures, and (under the appropriate definitions) sets of probability measures can all be viewed as defining…
We prove an analogue of the portmanteau theorem on weak convergence of probability measures allowing measures which are unbounded on an underlying metric space but finite on the complement of any Borel neighbourhood of a fixed element.
A general notion of algebraic conditional plausibility measures is defined. Probability measures, ranking functions, possibility measures, and (under the appropriate definitions) sets of probability measures can all be viewed as defining…
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…
We study the Besov regularity of wavelet series on $\mathbb{R}^d$ with randomly chosen coefficients. More precisely, each coefficient is a product of a random factor and a parameterized deterministic factor (decaying with the scale $j$ and…