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We study families of depth measures defined by natural sets of axioms. We show that any such depth measure is a constant factor approximation of Tukey depth. We further investigate the dimensions of depth regions, showing that the Cascade…

Combinatorics · Mathematics 2022-08-11 Patrick Schnider

We investigate moment sequences of probability measures on $E\subset\mathbb{R}$ under constraints of certain moments being fixed. This corresponds to studying sections of $n$-th moment spaces, i.e. the spaces of moment sequences of order…

Probability · Mathematics 2022-12-12 Holger Dette , Dominik Tomecki , Martin Venker

We show that every nonempty compact and convex space M of probability Radon measures either contains a measure which has `small' local character in M or else M contains a measure of `large' Maharam type. Such a dichotomy is related to…

Functional Analysis · Mathematics 2011-04-11 Mikołaj Krupski , Grzegorz Plebanek

We derive new explicit bounds for the total variation distance between two convolution products of $n$ probability distributions, one of which having identical convolution factors. Approximations by finite signed measures of arbitrary order…

Probability · Mathematics 2008-11-06 Bero Roos

Product measures of dimension $n$ are known to be concentrated in Hamming distance: for any set $S$ in the product space of probability $\epsilon$, a random point in the space, with probability $1-\delta$, has a neighbor in $S$ that is…

Data Structures and Algorithms · Computer Science 2019-07-12 Omid Etesami , Saeed Mahloujifar , Mohammad Mahmoody

Recently, M. Badger and R. Schul proved that for a $1$-rectifiable Radon measure $\mu$, the density weighted Jones' square function $$ J_{1}(x) = \mathop{\sum_{Q \in \mathcal{D}}}_{\ell(Q) \leq 1} \beta_{2,\mu}^{2}(3Q)\frac{\ell(Q)}{\mu(Q)}…

Classical Analysis and ODEs · Mathematics 2018-08-10 Henri Martikainen , Tuomas Orponen

We fix $d \geq 2$ and denote $\mathcal S$ the semi-group of $d \times d$ matrices with non negative entries. We consider a sequence $(A_n, B_n)_{n \geq 1} $ of i. i. d. random variables with values in $\mathcal S\times \mathbb R_+^d$ and…

Probability · Mathematics 2020-03-23 Sara Brofferio , Marc Peigné , Thi Da Cam Pham

The aim of this paper is to show that a probability measure concentrates independently of the dimension like a gaussian measure if and only if it verifies Talagrand's $\T_2$ transportation-cost inequality. This theorem permits us to give a…

Probability · Mathematics 2013-03-04 Nathael Gozlan

A metric measure space $(X,d,\mu)$ is said to satisfy the strong annular decay condition if there is a constant $C>0$ such that $$ \mu\big(B(x,R)\setminus B(x,r)\big)\leq C\, \frac{R-r}{R}\, \mu (B(x,R)) $$ for each $x\in X$ and all $0<r…

Metric Geometry · Mathematics 2018-09-05 Ángel Arroyo , José G. Llorente

We develop a theory of inner balayage of a positive Radon measure $\mu$ of finite energy on a locally compact space $X$ to arbitrary $A\subset X$, generalizing Cartan's theory of Newtonian inner balayage on $\mathbb R^n$, $n\geqslant3$, to…

Classical Analysis and ODEs · Mathematics 2020-10-15 Natalia Zorii

Given two probability measures $\mu$ and $\nu$ in "convex order" on $\R^d$, we study the profile of one-step martingale plans $\pi$ on $\R^d\times \R^d$ that optimize the expected value of the modulus of their increment among all…

Analysis of PDEs · Mathematics 2016-04-07 Nassif Ghoussoub , Young-Heon Kim , Tongseok Lim

This paper provides tight bounds on the R\'enyi entropy of a function of a discrete random variable with a finite number of possible values, where the considered function is not one-to-one. To that end, a tight lower bound on the R\'enyi…

Information Theory · Computer Science 2018-12-11 Igal Sason

Two classes of topological spaces are introduced on which every probability Radon measure possesses a uniformly distributed sequence or a uniformly tight uniformly distributed sequence. It is shown that these classes are stable under…

General Topology · Mathematics 2007-08-28 V. I. Bogachev , M. N. Lukintsova

The subject of this paper is regularity-preserving aggregation of regular norms on finite-dimensional linear spaces. Regular norms were introduced in [5] and are closely related to ``type 2'' spaces [9, Chapter 9] playing important role in…

Optimization and Control · Mathematics 2024-02-13 Anatoli Juditsky , Arkadi Nemirovski

For any bounded convex domain \Omega in R^N, we assign a positive finite Borel measure associated with the solution to a su-blinear elliptic equation in \Omega. We prove that this measure is weakly continuous in the sense of measure with…

Analysis of PDEs · Mathematics 2022-02-09 Dai Qiuyi , Yi Xing

We investigate the influence that $s$-dimensional lower and upper Hausdorff densities have on the geometry of a Radon measure in $\mathbb{R}^n$ when $s$ is a real number between $0$ and $n$. This topic in geometric measure theory has been…

Classical Analysis and ODEs · Mathematics 2020-07-21 Matthew Badger , Vyron Vellis

When studying convergence of measures, an important issue is the choice of probability metric. In this review, we provide a summary and some new results concerning bounds among ten important probability metrics/distances that are used by…

Probability · Mathematics 2007-05-23 Alison L. Gibbs , Francis Edward Su

The recurrence times between extreme events have been the central point of statistical analyses in many different areas of science. Simultaneously, the Poincar\'e recurrence time has been extensively used to characterize nonlinear dynamical…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Eduardo G. Altmann , Holger Kantz

We characterize Radon measures $\mu$ in $\mathbb{R}^{n}$ that are $d$-rectifiable in the sense that their supports are covered up to $\mu$-measure zero by countably many $d$-dimensional Lipschitz graphs and $\mu \ll \mathcal{H}^{d}$. The…

Classical Analysis and ODEs · Mathematics 2018-08-24 Jonas Azzam , Xavier Tolsa , Tatiana Toro

In this paper we study the behaviour at infinity of the Fourier transform of Radon measures supported by the images of fractal sets under an algorithmically random Brownian motion. We show that, under some computability conditions on these…

Computational Complexity · Computer Science 2015-07-01 Willem Louw Fouché , Safari Mukeru , George Davie