Related papers: Boolean Cumulants and Subordination in Free Probab…

We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a…

We develop a likelihood free inference procedure for conditioning a probabilistic model on a predicate. A predicate is a Boolean valued function which expresses a yes/no question about a domain. Our contribution, which we call predicate…

We propose a coefficient of conditional dependence between two random variables $Y$ and $Z$ given a set of other variables $X_1,\ldots,X_p$, based on an i.i.d. sample. The coefficient has a long list of desirable properties, the most…

We consider the framework of an operator-valued noncommutative probability space over a unital C*-algebra B. We show how for a B-valued distribution \mu one can define convolution powers with respect to free additive convolution and with…

Let F:=(f_1,...,f_n) be a random polynomial system with fixed n-tuple of supports. Our main result is an upper bound on the probability that the condition number of f in a region U is larger than 1/epsilon. The bound depends on an integral…

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…

The class of R-diagonal *-distributions is fairly well understood in free probability. In this class, we consider the concept of infinite divisibility with respect to the operation $\boxplus$ of free additive convolution. We exploit the…

We introduce the notion of operator-valued infinitesimal (OVI) independence for the Boolean and monotone cases. Then show that OVI Boolean (resp. monotone) independence is equivalent to the operator-valued Boolean (resp. monotone)…

For a linear combination of random variables, fix some confidence level and consider the quantile of the combination at this level. We are interested in the partial derivatives of the quantile with respect to the weights of the random…

We propose an approach for decomposing Boolean satisfiability problems while extending recent results of \cite{sul2} on solving Boolean systems of equations. Developments in \cite{sul2} were aimed at the expansion of functions $f$ in…

In this paper, we revisit the notion of partial copula, originally introduced to test conditional independence, highlighting its capability to represent the dependence between two random variables after removing their dependence with a…

For a joint probability density function f(x) of a random vector X the mixed partial derivatives of log f(x) can be interpreted as limiting cumulants in an infinitesimally small open neighborhood around x. Moreover, setting them to zero…

In \cite{EjsmontLehner:2020:tangent} we study the limit sums of free commutators and anticommutators and show that the generalized tangent function $$ \frac{\tan z}{1-x\tan z} $$ describes the limit distribution. This is the generating…

Investigation of the reversibility of the directional hierarchy in the interdependency among the notions of conditional independence, conditional mean independence, and zero conditional covariance, for two random variables X and Y given a…

In this paper we construct cumulants for stable random matrix models with single trace interactions of arbitrarily high even order. We obtain explicit and convergent expansions for it and we prove that it is an analytic function inside a…

We develop an analytic theory of operator-valued additive free convolution in terms of subordination functions. In contrast to earlier investigations our functions are not just given by power series expansions, but are defined as Frechet…

We express classical, free, Boolean and monotone cumulants in terms of each other, using combinatorics of heaps, pyramids, Tutte polynomials and permutations. We completely determine the coefficients of these formulas with the exception of…

We consider a sequence $\{f(p)\}_{p\ {\rm prime}}$ of independent random variables taking values $\pm 1$ with probability $1/2$, and extend $f$ to a multiplicative arithmetic function defined on the squarefree integers. We investigate upper…

Methods for probability updating, of which Bayesian conditionalization is the most well-known and widely used, are modeling tools that aim to represent the process of modifying an initial epistemic state, typically represented by a prior…

Suppose $X$ is a uniformly distributed $n$-dimensional binary vector and $Y$ is obtained by passing $X$ through a binary symmetric channel with crossover probability $\alpha$. A recent conjecture by Courtade and Kumar postulates that…