Related papers: Commonotonicity and $L^1$ Random Variables
We show that $z\in\R^n$ is computably random if and only if every computable monotone function on $\R^n$ is differentiable at $z$.
Conditionals play a key role in different areas of logic and probabilistic reasoning, and they have been studied and formalized from different angles. In this paper we focus on the de Finetti's notion of conditional as a three-valued…
A composition of birational maps given by Laurent polynomials need not be given by Laurent polynomials; however, sometimes---quite unexpectedly---it does. We suggest a unified treatment of this phenomenon, which covers a large class of…
Given r>=n quasi-homogeneous polynomials in n variables, the existence of a certain duality is shown and explicited in terms of generalized Morley forms. This result, that can be seen as a generalization of [3,corollary 3.6.1.4] (where this…
The lifetime of a system of connected units under some natural assumptions can be represented as a random variable Y defined as a weighted lattice polynomial of random lifetimes of its components. As such, the concept of a random variable Y…
We derive sufficient conditions for the differentiability of all orders for the flow of stochastic differential equations with jumps, and prove related $L^p$-integrability results for all orders. Our results extend similar results obtained…
We prove that variances of non-negative random variables have the following monotonicity property: For all $0 < r < s \le 1$, and all $0 \le X \in L^2$, we have $\operatorname{Var}(X^r)^{1/r} \le \operatorname{Var}(X^s)^{1/s}$. We also…
We say that a random integer variable $X$ is monotone if the modulus of the characteristic function of $X$ is decreasing on $[0,\pi]$. This is the case for many commonly encountered variables, e.g., Bernoulli, Poisson and geometric random…
We give a proof of the Howe duality conjecture in local theta correspondence for symplectic-orthogonal or unitary dual pairs in arbitrary residual characteristic.
In this note we present a characterisation of all unary and binary patterns that do not only contain variables, but also reversals of their instances. These types of variables were studied recently in either more general or particular…
Our main result is the complete set of explicit conditions necessary and sufficient for isochronicity of a Hamiltonian system with one degree of freedom. The conditions are presented in terms of Taylor coefficients of the Hamiltonian…
General permutation invariant statistics in the second quantized approach are considered. Simple interpolations between dual statistics are constructed. Particularly, we present a new minimal interpolation between parabosons and…
The hypothesis of randomness is fundamental in statistical machine learning and in many areas of nonparametric statistics; it says that the observations are assumed to be independent and coming from the same unknown probability…
In the first part of the paper, we study conformal groups that act properly discontinuously and cocompactly on simply connected, non-flat homogeneous plane waves. We show that proper cocompact similarity actions that are not isometric can…
We show the first solvable chaotic synchronization model of unidirectionally coupled dynamical systems. We establish a new interpretation of the conditional Lyapunov exponent that characterizes chaotic synchronization completely. Moreover,…
We show that the permanent of a matrix can be written as the expectation value of a function of random variables each with zero mean and unit variance. This result is used to show that Glynn's theorem and a simplified MacMahon theorem…
We derive explicit integrability conditions for stochastic integrals taken over time and space driven by a random measure. Our main tool is a canonical decomposition of a random measure which extends the results from the purely temporal…
The paper deals with conditional linear information inequalities valid for entropy functions induced by discrete random variables. Specifically, the so-called conditional Ingleton inequalities are in the center of interest: these are valid…
We describe certain sufficient conditions for an infinitely divisible probability measure on a class of connected Lie groups to be embeddable in a continuous one-parameter convolution semigroup of probability measures. (Theorem 1.3). This…
It is well-known that a random variable, i.e., a function defined on a probability space, with values in a Borel space, can be represented on the special probability space consisting of the unit interval with Lebesgue measure. We show an…