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Let $X$ be a second countable locally compact Abelian group containing no subgroup topologically isomorphic to the circle group $\mathbb{T}$. Let $\mu$ be a probability distribution on $X$ such that its characteristic function $\hat\mu(y)$…
As we demonstrate in a process independent way, in a nonlinear parameterization of the scalar sector of the standard model the Dyson summation of the Higgs self energy can be performed without violating the Ward Identities. This implies…
We propose a noncommutative version of the Euclidean Lie algebra $E_2$. Several types of non-Hermitian Hamiltonian systems expressed in terms of generic combinations of the generators of this algebra are investigated. Using the breakdown of…
In this contribution we deal with the problem of learning an undirected graph which encodes the conditional dependence relationship between variables of a complex system, given a set of observations of this system. This is a very central…
A measured solenoid is a compact laminated space endowed with a transversal measure. The De Rham $L^2$-cohomology of the solenoid is defined by using differential forms which are smooth in the leafwise directions and $L^2$ in the…
Let $T_1,...,T_n$ denote free random variables. For two linear forms $L_1=\sum_{j=1}^n a_jT_j$ and $L_2=\sum_{j=1}^n b_jT_j$ with real coefficients $a_j$ and $b_j$ we shall describe all distributions of $T_1,...,T_n$ such that $L_1$ and…
The Keating-Snaith central limit theorem proves that $\Lambda_N(A)=\log\det(I-A)$, for randomly drawn $A\in \operatorname{U}(N)$, suitably normalised, tends to a complex Gaussian random variable in the large $N$ limit. The deviations of the…
The evolution equations of Einstein's theory and of Maxwell's theory---the latter used as a simple model to illustrate the former--- are written in gauge covariant first order symmetric hyperbolic form with only physically natural…
Let $X$ be a symmetric, isotropic random vector in $\mathbb{R}^m$ and let $X_1...,X_n$ be independent copies of $X$. We show that under mild assumptions on $\|X\|_2$ (a suitable thin-shell bound) and on the tail-decay of the marginals…
Selfadhesivity is a property of entropic polymatroids which guarantees that the polymatroid can be glued to an identical copy of itself along arbitrary restrictions such that the two pieces are independent given the common restriction. We…
We present some properties of measures (q-Gaussian) that orthogonalize the set of q-Hermite polynomials. We also present an algorithm for simulating i.i.d. sequences of random variables having q-Gaussian distribution.
The Central Limit Theorem states that, in the limit of a large number of terms, an appropriately scaled sum of independent random variables yields another random variable whose probability distribution tends to a stable distribution. The…
A methodology is developed to extract $d$ invariant features $W=f(X)$ that predict a response variable $Y$ without being confounded by variables $Z$ that may influence both $X$ and $Y$. The methodology's main ingredient is the penalization…
Asymptotic independence of the components of random vectors is a concept used in many applications. The standard criteria for checking asymptotic independence are given in terms of distribution functions (dfs). Dfs are rarely available in…
Bayesian networks are a widely-used class of probabilistic graphical models capable of representing symmetric conditional independence between variables of interest using the topology of the underlying graph. For categorical variables, they…
A map is given showing that convolutions of independent random variables over a finite group and matrix multiplications of doubly stochastic matrices are homomorphic. As an application, a short proof is given to the theorem that the…
Delattre et al. (2013) investigated asymptotic properties of the maximum likelihood estimator of the population parameters of the random effects associated with n independent stochastic differential equations (SDEs) assuming that the SDEs…
We introduce the notion of symmetric covariation, which is a new measure of dependence between two components of a symmetric $\alpha$-stable random vector, where the stability parameter $\alpha$ measures the heavy-tailedness of its…
We uncover geometric aspects that underlie the sum of two independent stochastic variables when both are governed by q-Gaussian probability distributions. The pertinent discussion is given in terms of random vectors uniformly distributed on…
The asymptotic behaviour of the distribution of the squared singular values of the sample autocovariance matrix between the past and the future of a high-dimensional complex Gaussian uncorrelated sequence is studied. Using Gaussian tools,…