Related papers: Monotone additive statistics on heavy-tailed convo…
A well-known conjecture in analytic number theory states that for every pair of sets $X,Y\subset\mathbb{Z}/p\mathbb{Z}$, each of size at least $\log ^C p$ (for some constant $C$) we have that the number of pairs $(x,y)\in X\times Y$ such…
We establish a connection between dependence structures and subclasses of distortion riskmetrics under which the latter are additive. A new notion of positive dependence, called partial comonotonicity, is developed, which nests the existing…
Motivated by intuitive properties of physical quantities, the notion of a non-anomalous semigroup is formulated. These are totally ordered semigroups where there are no `infinitesimally close' elements. The real numbers are then defined as…
A metric measure space is a complete separable metric space equipped with probability measure that has full support. Two such spaces are equivalent if they are isometric as metric spaces via an isometry that maps the probability measure on…
The t-statistic is a widely-used scale-invariant statistic for testing the null hypothesis that the mean is zero. Martingale methods enable sequential testing with the t-statistic at every sample size, while controlling the probability of…
The multidimensional distributions with heavy tails attracted recently the attention of several papers on Applied Probability. However, the most of the works of the last decades are focused on multivariate regular variation, while the rest…
A key fact in the theory of Boolean functions $f : \{0,1\}^n \to \{0,1\}$ is that they often undergo sharp thresholds. For example: if the function $f : \{0,1\}^n \to \{0,1\}$ is monotone and symmetric under a transitive action with…
The contribution of this work is twofold. The first part deals with a Hilbert-space version of McCann's celebrated result on the existence and uniqueness of monotone measure-preserving maps: given two probability measures $\rm P$ and $\rm…
We study the randomness properties of reals with respect to arbitrary probability measures on Cantor space. We show that every non-computable real is non-trivially random with respect to some measure. The probability measures constructed in…
In this paper, we characterize the monoid of endomorphisms of the semigroup of all monotone full transformations of a finite chain, as well as the monoids of endomorphisms of the semigroup of all monotone partial transformations and of the…
An important result on submajorization, which goes back to Hardy, Littlewood and P\'olya, states that $b\preceq a$ if and only if there is a doubly stochastic matrix $A$ such that $b=Aa$. We prove that under monotonicity assumptions on…
We investigate convolution semigroups of probability measures with continuous densities on locally compact abelian groups, which have a discrete subgroup such that the factor group is compact. Two interesting examples of the quotient…
Convex combinations of i.i.d. random variables without a finite mean can behave in a strikingly different way from the finite-mean case: as the weight vector becomes more balanced, the resulting combination may become stochastically larger,…
We show from a categorical point of view that probability measures on certain measurable or topological spaces arise canonically as the extension of probability distributions on countable sets. We do this by constructing probability monads…
Trace monoids and heaps of pieces appear in various contexts in combinatorics. They also constitute a model used in computer science to describe the executions of asynchronous systems. The design of a natural probabilistic layer on top of…
In this note, the following basic question is explored: in a cyclic group, how are the Shannon entropies of the sum and difference of i.i.d. random variables related to each other? For the integer group, we show that they can differ by any…
We give sufficient conditions for the asymptotic normality of linear combinations of order statistics (L-statistics) in the case of simple random samples without replacement. In the first case, restrictions are imposed on the weights of…
We develop analytic tools for studying the free multiplicative convolution of any measure on the real line and any measure on the nonnegative real line. More precisely, we construct the subordination functions and the $S$-transform of an…
We study inference on the common stochastic trends in a non-stationary, $N$-variate time series $y_{t}$, in the possible presence of heavy tails. We propose a novel methodology which does not require any knowledge or estimation of the tail…
We consider a dichotomy for analytic families of trees stating that either there is a colouring of the nodes for which all but finitely many levels of every tree are nonhomogeneous, or else the family contains an uncountable antichain. This…