Related papers: De Finetti's Theorem in Categorical Probability

We study sequences of noncommutative random variables which are invariant under "quantum transformations" coming from an orthogonal quantum group satisfying the "easiness" condition axiomatized in our previous paper. For 10 easy quantum…

In terms of a nice reference probability measure, integrability conditions on the path-dependent drift are presented for (infinite-dimensional) degenerate PDEs to have regular positive solutions. To this end, the corresponding stochastic…

Let L be a finite extension of Q_p and d a positive integer. A conjecture, due to C. Breuil and P. Schneider, says that the existence of invariant norms on certain locally algebraic representations of GL_{d+1}(L) should be equivalent to the…

We consider impulsive dynamical systems defined on compact metric spaces and their respective impulsive semiflows. We establish sufficient conditions for the existence of probability measures which are invariant by such impulsive semiflows.…

We study a uniform, quantitative form of the amenability-hyperfiniteness paradigm for bounded-degree Borel graphs generating countable Borel equivalence relations. We introduce \emph{uniform Borel amenability} and prove that it is…

We prove that certain quotients of entire functions are characteristic functions. Under some conditions, the probability measure corresponding to a characteristic function of that type has a density which can be expressed as a generalized…

We investigate the asymptotic properties of permutations drawn from the Luce model, a natural probabilistic framework in which permutations are generated sequentially by sampling without replacement, with selection probabilities…

We study substitutions on countably infinite alphabet (without compactification) as Borel dynamical systems. We construct stationary and non-stationary generalized Bratteli-Vershik models for a class of such substitutions, known as left…

The topic of this paper is testing exchangeability using e-values in the batch mode, with the Markov model as alternative. The null hypothesis of exchangeability is formalized as a Kolmogorov-type compression model, and the Bayes mixture of…

We provide sufficient conditions for the existence of invariant probability measures for generic stochastic differential equations with finite time delay. This is achieved by means of the Krylov-Bogoliubov method. Furthermore, we focus on…

We consider the problem of when a symbolic dynamical system supports a Borel probability measure that is invariant under every element of its automorphism group. It follows readily from a classical result of Parry that the full shift on…

It is known that Iterated Function Systems generated by orientation preserving homeomorphisms of the unit interval admit a unique invariant measure on $(0,1)$. The setup for this result is the positivity of Lyapunov exponents at both fixed…

We provide a coupling proof of Doob's theorem which says that the transition probabilities of a regular Markov process which has an invariant probability measure $\mu$ converge to $\mu$ in the total variation distance. In addition we show…

Measure Differential Equations (MDE) describe the evolution of probability measures driven by probability velocity fields, i.e. probability measures on the tangent bundle. They are, on one side, a measure-theoretic generalization of…

We obtain results on mixing for a large class of (not necessarily Markov) infinite measure semiflows and flows. Erickson proved, amongst other things, a strong renewal theorem in the corresponding i.i.d. setting. Using operator renewal…

This note examines the infinite divisibility of density-based transformations of normal random variables. We characterize a class of density-based transformations of normal variables which produces non-infinitely divisible distributions. We…

We give an extension of de Finetti's concept of coherence to unbounded (but real-valued) random variables that allows for gambling in the presence of infinite previsions. We present a finitely additive extension of the Daniell integral to…

The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…

We prove that certain Gibbs measures on subshifts of finite type are nonsingular and ergodic for certain countable equivalence relations, including the orbit relation of the adic transformation (the same as equality after a permutation of…

We study the finiteness of physical measures for skew-product transformations $F$ associated with discrete-time random dynamical systems driven by ergodic Markov chains. We develop a framework, using an independent and identically…