Related papers: Finitely additive functions in measure theory and …
In this paper we present a generalization of the Radon-Nikodym theorem proved by Pedersen and Takesaki. Given a normal, semifinite and faithful (n.s.f.) weight $\phi$ on a von Neumann algebra M and a strictly positive operator $\delta$,…
We study the distributional behavior of additive arithmetic functions evaluated at integers drawn from the harmonic distribution. Our main result shows that a broad family of such functions converges in law to conditioned Dickman-type…
We consider positive operator valued measures whose image is the bounded operators acting on an infinite-dimensional Hilbert space, and we relax, when possible, the usual assumption of positivity of the operator valued measure seen in the…
We propose a unified treatment of extensions of group-valued contents (i.e., additive set functions defined on a ring) by means of adding new null sets. Our approach is based on the notion of a completion ring for a content $\mu$. With…
We investigate the possibility of replacing the topology of convergence in probability with convergence in $L^1$. A characterization of continuous linear functionals on the space of measurable functions is also obtained.
The integral with respect to a multidimensional stochastic measure, for which we assume only $\sigma$-additivity in probability, is studied. The continuity and differentiability of its realizations are established.
We consider finite relational signatures $\tau \subseteq \sigma$, a sequence of finite base $\tau$-structures $(\mathcal{B}_n : n \in \mathbb{N})$ the cardinalities of which tend to infinity and such that, for some number $\Delta$, the…
In this technical report, rigorous statements and formal proofs are presented for both foundational and advanced folklore theorems on the Radon-Nikodym derivative. The cases of conditional and marginal probability measures are carefully…
This article, which is substantially motivated by the previous joint work with J. McKay [8], establishes the analytic analogues of the relations we found free probability has with Witt vectors. Therefore, we first present a novel analytic…
We discuss the problem of estimating Radon-Nikodym derivatives. This problem appears in various applications, such as covariate shift adaptation, likelihood-ratio testing, mutual information estimation, and conditional probability…
We treat the optimal linear filtering problem for a sum of two second order uncorrelated generalized stochastic processes. This is an operator equation involving covariance operators. We study both the wide-sense stationary case and the…
We consider additive functionals of Markov processes in continuous time with general (metric) state spaces. We derive concentration bounds for their exponential moments and moments of finite order. Applications include diffusions,…
The properties of quantum probabilities are linked to the geometry of quantum mechanics, described by the Birkhoff-von Neumann lattice. Quantum probabilities violate the additivity property of Kolmogorov probabilities, and they are…
Probabilistic submeasures generalizing the classical (numerical) submeasures are introduced and discussed in connection with some classes of aggregation functions. A special attention is paid to triangular norm-based probabilistic…
We provide a version of the celebrated theorem of Koml\'os in which, rather then random quantities, a sequence of finitely additive measures is considered. We obtain a form of the subsequence principle and some applications.
We present some applications of the notion of numerosity to measure theory, including the construction of a non-Archimedean model for the probability of infinite sequences of coin tosses.
In this paper (propositional) probability logic ($PL$) is investigated from model theoretic point of view. First of all, the ultraproduct construction is adapted for $\sigma$-additive probability models, and subsequently when this class of…
We show that every operator in $L^{2}$ has an associated measure on a space of functions and prove that it can be used to find solutions to abstract Cauchy problems, including partial differential equations. We find explicit formulas to…
The main result of this paper is that determinantal point processes on the real line corresponding to projection operators with integrable kernels are quasi-invariant, in the continuous case, under the group of diffeomorphisms with compact…
We introduce and study (metrically) quarter-stratifiable spaces and then apply them to generalize Rudin and Kuratowski-Montgomery theorems about the Baire and Borel complexity of separately continuous functions.