Related papers: Weakly maxitive set functions and their possibilit…
We develop several aspects of the infinite-dimensional Weak KAM theory using a random variables' approach. We prove that the infinite-dimensional cell problem admits a viscosity solution that is a fixed point of the Lax-Oleinik semigroup.…
The weak maximum principle of finite element methods for parabolic equations is proved for both semi-discretization in space and fully discrete methods with $k$-step backward differentiation formulae for $k = 1,... ,6$, on a two-dimensional…
We establish an explicit expression for the conditional Laplace transform of the integrated Volterra Wishart process in terms of a certain resolvent of the covariance function. The core ingredient is the derivation of the conditional…
In this paper, we study infinite-dimensional Lagrangian systems where the potential functions are periodic, rearrangement invariant and weakly upper semicontinuous. And we prove that there exists a calibrated curve for every $M\in…
Dirichlet distributions are probability measures on the unit simplex. They are often used as prior distributions in modeling categorical data, such as in topic analysis of text data. Motivated by this application, we consider Monte Carlo…
The Large Deviation Principle (LDP) and the Central Limit Theorem (CLT) are central pillars of probability theory. While their formulations are established under the i.i.d. assumption, the probabilistic foundation for power-law…
The problem of inferring the distribution of a random vector given that its norm is large requires modeling a homogeneous limiting density. We suggest an approach based on graphical models which is suitable for high-dimensional vectors. We…
We establish the weak large deviations principle for empirical measures of Markov chains on $\mathbb R^d$ under mild assumptions. In particular, no irreducibility is assumed and the initial measure may be arbitrary. The proof is entirely…
In previous works, we derived stationary density distribution functions (DDF) where the local equilibrium is determined by imposing the maximum entropy (MaxEnt) principle, under the scale invariance restrictions, and the minimum entropy…
Three versions of the Weak Law of Large Numbers are proposed for weakly dependent and generally speaking non-equally distributed random variables, with finite or possibly infinite expectations.
Skorokhod's representation theorem states that if on a Polish space, there is defined a weakly convergent sequence of probability measures $\mu_n\stackrel{w}\to\mu_0,$ as $n\to \infty$, then there exist a probability space $(\Omega,…
The Lagrangian technique of Niven (2004, Physica A, 334(3-4): 444) is used to determine the constrained forms of the Tsallis entropy function - i.e. Lagrangian functions in which the probabilities of each state are independent - for each…
This paper presents a self-contained new theory of weak fractional differential calculus in one-dimension. The crux of this new theory is the introduction of a weak fractional derivative notion which is a natural generalization of integer…
We consider a field $f \circ T_1^{i_1} \circ \cdots \circ T_d^{i_d}$ where $T_1, \dots , T_d$ arecommuting transformations, one of them at least being ergodic. Considering the case of commuting filtrations, we are interested by giving…
Importance sampling is a popular method for efficient computation of various properties of a distribution such as probabilities, expectations, quantiles etc. The output of an importance sampling algorithm can be represented as a weighted…
Probability distributions defined on the half space are known to be quite different from those in the full space. Here, a nonextensive entropic treatment is presented for the half space in an analytic and self-consistent way. In this…
We prove a Wegner estimate for alloy type models merely assuming that the single site potential is lower bounded by a characteristic function of a thick set, that is a particular set of positive measure. The proof is based on two…
In this paper, we present a novel test for determining equality in distribution of matrix distributions. Our approach is based on the integral squared difference of the empirical Laplace transforms with respect to the noncentral Wishart…
We obtain the law of large numbers (LLN) and the central limit theorem (CLT) for weakly dependent non-stationary arrays of random fields with asymptotically unbounded moments. The weak dependence condition for arrays of random fields is…
As a part of our works on effective properties of probability distributions, we deal with the corresponding characteristic functions. A sequence of probability distributions is computable if and only if the corresponding sequence of…