Related papers: Completely Random Measures and L\'evy Bases in Fre…
In this paper we study mutual absolute continuity and singularity of probability measures on the path space which are induced by an isotropic stable L\'evy process and the purely discontinuous Girsanov transform of this process. We also…
Let $\mu$ be a probability measure on the real line. In this paper we prove that there exists a decomposition $\mu = \mu_{0} \boxplus \mu_{1} \boxplus \... \boxplus \mu_{n} \boxplus \...$ such that $\mu_{0}$ is infinitely divisible and…
Let $\Phi$ be a nuclear space and let $\Phi'_{\beta}$ denote its strong dual. In this work we establish the one-to-one correspondence between infinitely divisible measures on $\Phi'_{\beta}$ and L\'{e}vy processes taking values in…
One of the broadest concepts of measurement in quantum theory is the generalized measurement. Another paradigm of measurement--arising naturally in quantum optics, among other fields--is that of continuous-time measurements, which can be…
For arbitrary Borel probability measures on the real line, necessary and sufficient conditions are presented that characterize best purely atomic approximations relative to the classical Levy probability metric, given any number of atoms,…
In the present paper we study selfdecomposability of random fields, as defined directly rather than in terms of finite-dimensional distributions. The main tools in our analysis are the master L\'evy measure and the associated L\'evy-It\^o…
Classical probability theory supports probability measures, assigning a fixed positive real value to each event, these measures are far from satisfactory in formulating real-life occurrences. The main innovation of this paper is the…
It is proved that the random integral mappings (some type of functionals of L\'evy processes) are always isomorphisms between convolution semigroups of infinitely divisible measures. However, the inverse mappings are no longer of the random…
There has not been an established mathematical measure of evidence. Some Bayesians have argued that probability can be an objectively correct measure of ``rational degrees of belief,'' which we do not distinguish from evidence. However,…
Measurement in quantum mechanics is notoriously unpredictable. The uncertainty in quantum measurement can arise from the noncommutativity between the state and the measurement basis which is intrinsically quantum, but it may also be of…
The law of a positive infinitely divisible process with no drift is characterized by its L\'evy measure on the paths space. Based on recent results of the two authors, it is shown that even for simple examples of such processes, the…
According to quantum theory, the outcomes of future measurements cannot (in general) be predicted with certainty. In some cases, even with a complete physical description of the system to be measured and the measurement apparatus, the…
Given $n$ equidistant realisations of a L\'evy process $(L_t,\,t\ge 0)$, a natural estimator $\hat N_n$ for the distribution function $N$ of the L\'evy measure is constructed. Under a polynomial decay restriction on the characteristic…
The Glivenko--Cantelli theorem is a uniform version of the strong law of large numbers. It states that for every IID sequence of random variables, the empirical measure converges to the underlying distribution (in the sense of uniform…
Endeavoring to formulate an exhaustive solution to the measurement problem in view of the theory of decoherence leads to a better understanding of the status of the collapse and of the emergence of classicality, thanks to a precise…
An infinitely divisible distribution on $\mathbb{R}$ is a probability measure $\mu$ such that the characteristic function $\hat{\mu}$ has a L\'{e}vy-Khintchine representation with characteristic triplet $(a,\gamma, \nu)$, where $\nu$ is a…
In the present paper we prove the following conjecture in Kingman, J.F.C., Random walks with spherical symmetry, Acta Math.,109, (1963), 11-53. concerning a famous Raikov's theorem of decomposition of Poisson random variables: "If a radial…
A new notion of typicality for arbitrary probability measures on standard Borel spaces is proposed, which encompasses the classical notions of weak and strong typicality as special cases. Useful lemmas about strong typical sets, including…
We prove that the Hilbert space description of all joint von Neumann measurements on a quantum state can be reproduced in terms of a single measure space ({\Omega}, F, {\mu}) with a normalized real-valued measure {\mu}, that is, in terms of…
Inspired by the notion of quasi-infinite divisibility (QID), we introduce and study the class of freely quasi-infinitely divisible (FQID) distributions on $\mathbb{R}$, i.e. distributions which admit the free L\'{e}vy-Khintchine-type…