Related papers: Commonotonicity and $L^1$ Random Variables
Using the $det^{S^2}$ map from [5], we introduce the notion of $S^2$-rank of a matrix of type $d\times \frac{s(s-1)}{2}$. As an application, we show that the conditional probability matrix associated to two random variables has the…
As in the cases of freeness and monotonic independence, the notion of conditional freeness is meaningful when complex-valued states are replaced by positive conditional expectations. In this framework, the paper presents several positivity…
We demonstrate that the necessary condition for $SO(N) \times SO(N)$ duality invariance manifests as a partial differential equation in two-dimensional scalar theories. This condition, expressed as a partial differential equation,…
The orthogonality relations of multivariate Krawtchouk polynomials are discussed. In case of two variables, the necessary and sufficient conditions of orthogonality is given by Gr\"unbaum and Rahman in [SIGMA 6 (2010), 090, 12 pages,…
We show that stochastic processes with linear conditional expectations and quadratic conditional variances are Markov, and their transition probabilities are related to a three-parameter family of orthogonal polynomials which generalize the…
We present general principles underlying analysis of the dependence of random variables (outputs) on deterministic conditions (inputs). Random outputs recorded under mutually exclusive input values are labeled by these values and considered…
It is known that the nonnegativity of Li coefficients is a necessary and sufficient condition for the Riemann hypothesis. We show that it is a necessary and sufficient condition for the Riemann hypothesis that all Li coefficients are norms…
We show that the inequality $H(A \mid B,X) + H(A \mid B,Y) \le H(A\mid B)$ for jointly distributed random variables $A,B,X,Y$, which does not hold in general case, holds under some natural condition on the support of the probability…
We show that the hypothesis of regularity of the conditional distribution of the empiric average of a finite sample of IID random variables, given all the sample "fluctuations", which appeared in our earlier manuscript |1] in the context of…
In this paper we consider finite conditional random quantities and conditional previsions assessments in the setting of coherence. We use a suitable representation for conditional random quantities; in particular the indicator of a…
We provide a characterization of continuous semimartingales whose law is invariant with respect to predictable random rotations. In particular we prove that all such semimartingales are obtained by integrating a predictable process with…
An extension of the conditional expectations (those under a given subalgebra of events and not the simple ones under a single event) from the classical to the quantum case is presented. In the classical case, the conditional expectations…
We propose a test of the conditional independence of random variables $X$ and~$Y$ given~$Z$ under the additional assumption that $X$ is stochastically nondecreasing in~$Z$. The well-documented hardness of testing conditional independence…
Let $X$ be a max-stable random vector with positive continuous density. It is proved that the conditional independence of any collection of disjoint sub-vectors of $X$ given the remaining components implies their joint independence. We…
Abstract Contextuality is a property of systems of random variables. The identity of a random variable in a system is determined by its joint distribution with all other random variables in the same context. When context changes, a variable…
Let $\{X_n;n\ge 1\}$ be a sequence of independent random variables on a probability space $(\Omega, \mathcal{F}, P)$ and $S_n=\sum_{k=1}^n X_k$. It is well-known that the almost sure convergence, the convergence in probability and the…
We present two theorems concerned with algorithmic randomness and differentiability of functions of several variables. Firstly, we prove an effective form of the Rademacher's Theorem: we show that computable randomness implies…
This paper proves that the characteristic polynomial is a complete unitary invariant for pairs of projection matrices. Some special cases involving three or more projections are also considered.
By making use of martingale representations, we derive the asymptotic normality of particle filters in hidden Markov models and a relatively simple formula for their asymptotic variances. Although repeated resamplings result in complicated…
We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…