Related papers: Boolean Cumulants and Subordination in Free Probab…
When observations are organized into groups where commonalties exist amongst them, the dependent random measures can be an ideal choice for modeling. One of the propositions of the dependent random measures is that the atoms of the…
Several sequences of free cumulants that count binary plane trees correspond to sequences of classical cumulants that count the decreasing versions of the same trees. Using two new operations on colored binary plane trees that we call…
We show that, for two non-trivial random variables X and Y under a sublinear expectation space, if X is independent from Y and Y is independent from X, then X and Y must be maximally distributed.
Let $\tau$ denote the divisor function, and $f$ be any multiplicative function that satisfies some mild hypotheses. We establish the asymptotic formula or non-trivial upper bound for the shifted convolution sum $\sum_{n \leq…
We prove explicit finite-$N$ lower bounds for $\mathbb P(\bigcup_{k=1}^N A_k)$ when the $\sigma$-algebras generated by an event sequence satisfy quantitative $\varphi$- or $\alpha$-mixing bounds. The main $\varphi$-mixing estimate is…
Conditioning is a key feature in probabilistic programming to enable modeling the influence of data (also known as observations) to the probability distribution described by such programs. Determining the posterior distribution is also…
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…
This paper analyses the number of free parameters and solutions of the structural difference equation obtained from a linear multivariate rational expectations model. First, it is shown that the number of free parameters depends on the…
We wish to test whether a real-valued variable $Z$ has explanatory power, in addition to a multivariate variable $X$, for a binary variable $Y$. Thus, we are interested in testing the hypothesis $\mathbb{P}(Y=1\, | \, X,Z)=\mathbb{P}(Y=1\,…
This paper introduces the \textit{weighted partial copula} function for testing conditional independence. The proposed test procedure results from these two ingredients: (i) the test statistic is an explicit Cramer-von Mises transformation…
Wick polynomials and Wick products are studied in the context of non-commutative probability theory. It is shown that free, boolean and conditionally free Wick polynomials can be defined and related through the action of the group of…
Consider the polynomial $f(x,y)=xy^k+C$ for $k\geq 2$ and any nonzero integer constant $C$. We derive an asymptotic formula for the $k$-free values of $f(x,y)$ when $x, y\leq H$. We also prove a similar result for the $k$-free values of…
Quantified Boolean formulas (QBFs) generalize propositional formulas by admitting quantifications over propositional variables. QBFs can be viewed as (restricted) formulas of first-order predicate logic and easy translations of QBFs into…
We define higher order infinitesimal noncommutative probability space and infinitesimal non-crossing cumulant functionals. In this framework, we generalize to higher order the notion of infinitesimal freeness, via a vanishing of mixed…
In an infinitesimal probability space we consider operators which are infinitesimally free and one of which is infinitesimal, in that all its moments vanish. Many previously analysed random matrix models are captured by this framework. We…
Here we extend the algebro-geometric approach to free probability, started in~\cite{FMcK4,F14}, to general (non)-commutative probability theories. We show that any universal convolution product of moments of independent (non)-commutative…
Let $E\subseteq F$ and $E'\subseteq F'$ be Borel equivalence relations on the standard Borel spaces $X$ and $Y$, respectively. The pair $(E,F)$ is simultaneously Borel reducible to the pair $(E',F')$ if there is a Borel function $f:X\to Y$…
Let $\{X_n;n\ge 1\}$ be a sequence of independent and identically distributed random variables in a regular sub-linear expectation space $(\Omega,\mathscr{H},\widehat{\mathbb E})$ with the finite Choquet expectation, upper mean…
In high dimensional analysis, effects of explanatory variables on responses sometimes rely on certain exposure variables, such as time or environmental factors. In this paper, to characterize the importance of each predictor, we utilize its…
The main theme of this paper is to give sufficient conditions for the weighted boundedness of the bilinear fractional integral operator $\mathsf{BI}_\al$. The proposed condition involves the union of multilinear Muckenhoupt-type conditions.…