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We introduce the notion of a probabilistic measure which takes values in hyperbolic numbers and which satisfies the system of axioms generalizing directly Kolmogorov's system of axioms. We show that this new measure verifies the usual…
Both classical and respectively quantum observables can be modeled as somewhat similar examples of random variables. In such a model the associated measurements preserve the values spectrum of an observable but change the corresponding…
The Shannon entropy of a random variable has much behaviour analogous to a signed measure. Previous work has explored this connection by defining a signed measure on abstract sets, which are taken to represent the information that different…
We propose a link between logical independence and quantum physics. We demonstrate that quantum systems in the eigenstates of Pauli group operators are capable of encoding mathematical axioms and show that Pauli group quantum measurements…
This article is an exposition of recent results and methods on the prevalence of normal numbers in the support of self-similar measures on the line. We also provide an essentially self-contained proof of a recent Theorem that the Rajchman…
The mathematics of classical probability theory was subsumed into classical measure theory by Kolmogorov in 1933. Quantum theory as nonclassical probability theory was incorporated into the beginnings of noncommutative measure theory by von…
A different general philosophy, to be called Full Randomness (FR), for the analysis of random effects models is presented, involving a notion of reducing or preferably eliminating fixed effects, at least formally. For example, under FR…
For stochastic parabolic equation driven by a general stochastic measure, the weak solution is obtained. The integral of a random function in the equation is considered as a limit in probability of Riemann integral sums. Basic properties of…
We study nonparametric Bayesian statistical inference for the parameters governing a pure jump process of the form $$Y_t = \sum_{k=1}^{N(t)} Z_k,~~~ t \ge 0,$$ where $N(t)$ is a standard Poisson process of intensity $\lambda$, and $Z_k$ are…
The present work provides an original framework for random matrix analysis based on revisiting the concentration of measure theory from a probabilistic point of view. By providing various notions of vector concentration ($q$-exponential,…
We study freely infinitely divisible $R$-diagonal elements in the unbounded setting and Brown measures for free additive perturbations by such elements. This class includes circular elements, circular Cauchy elements, and other previously…
We derive a criterium for the almost sure finiteness of perpetual integrals of \LL processes for a class of real functions including all continuous functions and for general one-dimensional L\'evy processes that drifts to plus infinity.…
The paper is devoted to discretization of integral norms of functions from a given finite dimensional subspace. Even though this problem is extremely important in applications, its systematic study has begun recently. In this paper we…
The main result of this paper is a decomposition theorem for a measure on the one-dimensional torus. Given a sufficiently large subset $S$ of the positive integers, an arbitrary measure on the torus is decomposed as the sum of two measures.…
In the framework of the generalized measure theory the decomposable probabilistic-valued set functions are introduced with triangle functions $\tau$ in an appropriate probabilistic metric space as natural candidates for the "addition",…
An a priori semimeasure (also known as "algorithmic probability" or "the Solomonoff prior" in the context of inductive inference) is defined as the transformation, by a given universal monotone Turing machine, of the uniform measure on the…
This paper shows that finitely additive measures occur naturally in very general Divergence Theorems. The main results are two such theorems. The first proves the existence of pure normal measures for sets of finite perime- ter, which yield…
In this paper we collect several examples of convergence of functions of random processes to generalized functionals of those processes. We remark that the limit is always finitely absolutely continuous with respect to Wiener measure. We…
The notion of probability plays an important role in almost all areas of science and technology. In modern mathematics, however, probability theory means nothing other than measure theory, and the operational characterization of the notion…
We examine the distributions of non-commutative polynomials of non-atomic, freely independent random variables. In particular, we obtain an analogue of the Strong Atiyah Conjecture for free groups thus proving that the measure of each atom…