Related papers: Commonotonicity and $L^1$ Random Variables

A necessary condition is given for a sequence of identically distributed and pairwise positively quadrant dependent random variables obeying the strong laws of large numbers with respect to the normalising constants $n^{1/p}$ $(1 \leqslant…

Given a finite collection of probability measures defined on subsets of a measurable space, how can we determine if they are compatible, in the sense that they can be realized as conditional distributions of a single probability measure on…

A sequence of random variables is called exchangeable if the joint distribution of the sequence is unchanged by any permutation of the indices. De Finetti's theorem characterizes all $\{0,1\}$-valued exchangeable sequences as a "mixture" of…

We study stochastic choice across decision problems, each represented as a menu of action labels paired with observable outcome vectors. We propose a consistency condition for behavior in decision problems composed of two separable…

In this paper, by establishing a Borel-Cantelli lemma for a capacity which is not necessarily continuous, and a link between a sequence of independent random variables under the sub-linear expectation and a sequence of independent random…

We obtain local (i.e., linearized) convergence conditions for iterative methods that seek solitary waves with prescribed values of quadratic conserved quantities of multi-component Hamiltonian nonlinear wave equations. These conditions…

The standard method to check for the independence of two real-valued random variables -- demonstrating that the bivariate joint distribution factors into the product of its marginals -- is both necessary and sufficient. Here we present a…

A necessary and sufficient condition on a sequence $\{\mathfrak{A}_n\}_{n\in \mathbb{N}}$ of $\sigma$-subalgebras that assures convergence almost every where of conditional expectations is given.

We consider the statistics of the impedance of a chaotic microwave cavity coupled to a single port. We remove the non-universal effects of the coupling from the experimental data using the radiation impedance obtained directly from the…

We prove that a random bivariate polynomial with plus minus 1 coefficients is irreducible with high probability.

Iterative imputation, in which variables are imputed one at a time each given a model predicting from all the others, is a popular technique that can be convenient and flexible, as it replaces a potentially difficult multivariate modeling…

We obtain a necessary and sufficient condition for the orthomartingale-coboundary decomposition. We establish a sufficient condition for the approximation of the partial sums of a strictly stationary random fields by those of stationary…

Polynomials known as Multiple Orthogonal Polynomials in a single variable are polynomials that satisfy orthogonality conditions concerning multiple measures and play a significant role in several applications such as Hermite-Pad\'e…

We give the cumulative distribution functions, the expected values, and the moments of weighted lattice polynomials when regarded as real functions of independent random variables. Since weighted lattice polynomial functions include…

Let $L^0$ be the vector space of all (equivalence classes of) real-valued random variables built over a probability space $(\Omega, \mathcal{F}, P)$, equipped with a metric topology compatible with convergence in probability. In this work,…

The conserved probability densities (attributed to the conserved currents derived from relativistic wave equations) should be non-negative and the integral of them over an entire hypersurface should be equal to one. To satisfy these…

Evaluating joint probabilities of potential outcomes and observed variables, and their linear combinations, is a fundamental challenge in causal inference. This paper addresses the bounding and identification of these probabilities in…

We establish a connection between dependence structures and subclasses of distortion riskmetrics under which the latter are additive. A new notion of positive dependence, called partial comonotonicity, is developed, which nests the existing…

We study the conjugation action of orthogonal matrices on symmetric random matrices. Given a fixed orthogonal matrix over an algebraic number field and a random matrix with entries sufficiently uniform in the ring of integers, we wonder…

Consider bivariate observations $(X_1,Y_1), \ldots, (X_n,Y_n) \in \mathbb{R}\times \mathbb{R}$ with unknown conditional distributions $Q_x$ of $Y$, given that $X = x$. The goal is to estimate these distributions under the sole assumption…