Related papers: Sample distribution theory using Coarea Formula

We show a general relation between the spatially disjoint product of probability density functions and the sum of their Fisher information metric tensors. We then utilise this result to give a method for constructing the probability density…

We develop a family of infinite-dimensional (non-parametric) manifolds of probability measures. The latter are defined on underlying Banach spaces, and have densities of class $C_b^k$ with respect to appropriate reference measures. The case…

Let $\mathcal{M}$ be a set with $M$ elements, let $\psi :\mathcal{M}\to\mathcal{M}$ be a bijective involution, and let~$\boldsymbol{\mathcal{X}}_{\psi}$ be the set of sequences $(x_1,\dots,x_M)\in\mathcal{M}^M$ with the property that…

We formulate the Riemannian calculus of the probability set embedded with $L^2$-Wasserstein metric. This is an initial work of transport information geometry. Our investigation starts with the probability simplex (probability manifold)…

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

This paper provides a connection between the concentration of a random variable and the distribution of the roots of its probability generating function. Let $X$ be a random variable taking values in $\{0,\ldots,n\}$ with $\mathbb{P}(X =…

We consider distributions of ordered random vectors with given one-dimensional marginal distributions. We give an elementary necessary and sufficient condition for the existence of such a distribution with finite entropy. In this case, we…

We formulate simple equivalent conditions for the validity of Bayes' formula for conditional densities. We show that for any random variables X and Y (with values in arbitrary measurable spaces), the following are equivalent: 1. X and Y…

We derive the limit shape of Young diagrams, associated with growing integer partitions, with respect to multiplicative probability measures underpinned by the generating functions of the form $\mathcal{F}(z)=\prod_{\ell=1}^\infty…

Based on cumulative distribution functions, Fourier series expansion and Kolmogorov tests, we present a simple method to display probability densities for data drawn from a continuous distribution. It is often more efficient than using…

Given a compact metric space (X,d) equipped with a non-atomic, probability measure m and a real, positive decreasing function p we consider a `natural' class of limsup subsets La(p) of X. The classical limsup sets of `well approximable'…

We discuss properties of two methods for ascribing probabilities to the shape of a probability distribution. One is based on the idea of counting the number of modes of a bootstrap version of a standard kernel density estimator. We argue…

Let $X=\{x_i:i\in\mathbb{Z}\}$, $\dots<x_{i-1}<x_i<x_{i+1}<\dots$, be a sampling set which is separated by a constant $\gamma>0$. Under certain conditions on $\phi$, it is proved that if there exists a positive integer $\nu$ such that…

Let $(T,d)$ be a metric space and $\phi:\mathbb{R}_+\to \mathbb{R}$ an increasing, convex function with $\phi(0)=0$. We prove that if $m$ is a probability measure $m$ on $T$ which is majorizing with respect to $d,\phi$, that is,…

Estimating the probability distribution 'q' governing the behaviour of a certain variable by sampling its value a finite number of times most typically involves an error. Successive measurements allow the construction of a histogram, or…

We establish quantitative estimates for sampling (dominating) sets in model spaces associated with meromorphic inner functions, i.e. those corresponding to de Branges spaces. Our results encompass the Logvinenko-Sereda-Panejah (LSP) Theorem…

In this paper, the statistical properties of Newton s method algorithm output in a specific case have been studied. The relative frequency density of this sample converges to a well-defined function, prompting us to explore its…

We study the one-dimensional Schr\"odinger equation with a disordered potential of the form $V (x) = \phi(x)^2+\phi'(x) + \kappa(x) $ where $\phi(x)$ is a Gaussian white noise with mean $\mu g$ and variance $g$, and $\kappa(x)$ is a random…

In the customary random matrix model for transport in quantum dots with $M$ internal degrees of freedom coupled to a chaotic environment via $N\ll M$ channels, the density $\rho$ of transmission eigenvalues is computed from a specific…

We obtain a positive probability distribution or Q-function for an arbitrary fermionic many-body system. This is different to previous Q-function proposals, which were either restricted to a subspace of the overall Hilbert space, or used…