Related papers: De Finetti's Theorem in Categorical Probability

We prove that any C^{1+} transformation, possibly with a (non-flat) critical or singular region, admits an invariant probability measure absolutely continuous with respect to any expanding measure whose Jacobian satisfies a mild distortion…

We examine measure preserving mappings $f$ acting from a probability space $(\Omega, F,\mu) $ into a probability space $% (\Omega ^{*},F^{*},\mu ^{*}) ,$ where $\mu ^{*}=\mu (f^{-1})$. Conditions on $f$, under which $f$ preserves the…

Based on previous work of Paul Ressel and myself, I show that the space of all "continuous" exchangeable probability measures on a certain set of order processes is a Bauer simplex.

We present abstract conditions under which a special flow over a probability preserving map with a non-integrable roof function is Krickeberg mixing. Our main condition is some version of the local central limit theorem for the underlying…

For a fixed singular Borel probability measure $\mu$ on $\mathbb{T}$, we give several characterizations of when an entire function is the Fourier transform of some $f \in L^2(\mu)$. The first characterization is given in terms of criteria…

Let $(X,d)$ be a compact metric space, and let an iterated function system (IFS) be given on $X$, i.e., a finite set of continuous maps $\sigma_{i}$: $ X\to X$, $i=0,1,..., N-1$. The maps $\sigma_{i}$ transform the measures $\mu $ on $X$…

This paper proposes a new notion of typical sequences on a wide class of abstract alphabets (so-called standard Borel spaces), which is based on approximations of memoryless sources by empirical distributions uniformly over a class of…

In this paper we provide sufficient conditions which guarantee the existence of a system of invariant measures for semigroups associated to systems of parabolic differential equations with unbounded coefficients. We prove that these…

Change of measure inequalities translate divergences between probability measures into explicit bounds on event probabilities, and play an important role in deriving probabilistic guarantees in learning theory, information theory, and…

In this work we investigate the long-time behavior, that is the existence and characterization of invariant measures as well as convergence of transition probabilities, for Markov processes obtained as the unique mild solution to stochastic…

Every symbolic system supports a Borel measure that is invariant under the shift, but it is not known if every such systems supports a measure that is invariant under all of its automorphisms; known as a characteristic measure. We give…

In this paper a free analogous of completely random measure is introduced. Furthermore, a representation theorem is proved for free completely random measures that are free infinitely divisible.

A sequence of random variables is exchangeable if its joint distribution is invariant under variable permutations. We introduce exchangeable variable models (EVMs) as a novel class of probabilistic models whose basic building blocks are…

In this paper, we study consistent and partially exchangeable sequences of Markov chains on a finite state space. We provide a characterisation of the admissible transition rates via a decomposition into individual and coordinated motion of…

We give an adequate denotational semantics for languages with recursive higher-order types, continuous probability distributions, and soft constraints. These are expressive languages for building Bayesian models of the kinds used in…

I show that frequentism, as an explanation of probability in classical statistical mechanics, can be extended in a natural way to a decoherent quantum history space, the analogue of a classical phase space. The result is a form of finite…

This paper has two purposes. One is to demonstrate contextuality analysis of systems of epistemic random variables. The other is to evaluate the performance of a new, hierarchical version of the measure of (non)contextuality introduced in…

We develop a new duality between endomorphisms of measure spaces, on the one hand, and a certain family of positive operators, called transfer operators, acting in spaces of measurable functions on, on the other. A framework of standard…

Let S be a nonexceptional oriented surface of finite type. We construct an uncountable family of probability measures on the space of area on holomorphic quadratic differentials over the moduli space for S containing the usual Lebesgue…

In inference problems involving a multi-dimensional parameter $\theta$, it is often natural to consider decision rules that have a risk which is invariant under some group $G$ of permutations of $\theta$. We show that this implies that the…