Related papers: Completely Random Measures and L\'evy Bases in Fre…
We prove a multidimensional Poisson limit theorem in free probability, and define joint free Poisson distributions in a non-commutative probability space. We define (compound) free Poisson process explicitly, similar to the definitions of…
Conditional independence and graphical models are crucial concepts for sparsity and statistical modeling in higher dimensions. For L\'evy processes, a widely applied class of stochastic processes, these notions have not been studied. By the…
The histories-based framework of Quantum Measure Theory assigns a generalized probability or measure $\mu(E)$ to every (suitably regular) set $E$ of histories. Even though $\mu(E)$ cannot in general be interpreted as the expectation value…
We introduce a finite version of free probability for rectangular matrices that amounts to operations on singular values of polynomials. We show that we can replicate the transforms from free probability, and that asymptotically there is…
For $\,0<\alpha\le \infty$, new subclasses $\,\mathcal{U}^{<\alpha>}$ of the class $\,\mathcal{U}$, of s-selfdecomposable probability measures, are studied. They are described by random integrals, by their characteristic functions and their…
The predictions that quantum theory makes about the outcomes of measurements are generally probabilistic. This has raised the question whether quantum theory can be considered complete, or whether there could exist alternative theories that…
In this paper additive bi-free convolution is defined for general Borel probability measures, and the limiting distributions for sums of bi-free pairs of selfadjoint commuting random variables in an infinitesimal triangular array are…
A circle, centered at the origin and with radius chosen so that it has non-empty intersection with the integer lattice $\mathbb{Z}^{2}$, gives rise to a probability measure on the unit circle in a natural way. Such measures, and their weak…
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…
In this article we provide a proof of the so called absolute continuity theorem for random dynamical systems on $R^d$ which have an invariant probability measure. First we present the construction of local stable manifolds in this case.…
In this paper we investigate the foundations for analysis in infinitely-many (independent) variables. We give a topological approach to the construction of the regular $\s$-finite Kirtadze-Pantsulaia measure on $\R^\iy$ (the usual…
Kolmogorov's setting for probability theory is given an original generalization to account for probabilities arising from Quantum Mechanics. The sample space has a central role in this presentation and random variables, i.e., observables,…
Distance covariance is a quantity to measure the dependence of two random vectors. We show that the original concept introduced and developed by Sz\'{e}kely, Rizzo and Bakirov can be embedded into a more general framework based on symmetric…
This article constructs a class of random probability measures based on exponentially and polynomially tilting operated on the laws of completely random measures. The class is proved to be conjugate in that it covers both prior and…
By formulating the axioms of quantum mechanics, von Neumann also laid the foundations of a "quantum probability theory". As such, it is regarded a generalization of the "classical probability theory" due to Kolmogorov. Outside of quantum…
Let $G = (V,E)$ be a connected graph. A probability measure $\mu$ on $V$ is called "balanced" if it has the following property: if $T_\mu(v)$ denotes the "earth mover's" cost of transporting all the mass of $\mu$ from all over the graph to…
This report introduces general ideas and some basic methods of the Bayesian probability theory applied to physics measurements. Our aim is to make the reader familiar, through examples rather than rigorous formalism, with concepts such as:…
The concept of metastate measures on the states of a random spin system was introduced to be able to treat the large-volume asymptotics for complex quenched random systems, like spin glasses, which may exhibit chaotic volume dependence in…
We develop a systematic approach to quantum probability as a theory of rational betting in quantum gambles. In these games of chance the agent is betting in advance on the outcomes of several (finitely many) incompatible measurements. One…
We develop a method that relates the truncated cumulant-function of the fourth order with the L\'evian cumulant-function. This gives us explicit formulas for the L\'evy-parameters, which allow a real-time analysis of the state of a…