Related papers: Pairwise counter-monotonicity
Suppose that we are interested in the average causal effect of a binary treatment on an outcome when this relationship is confounded by a binary confounder. Suppose that the confounder is unobserved but a nondifferential proxy of it is…
To model the interdependent couplings of multiple topics, we develop a set of rules for opinion updates of a group of agents. The rules are used to design or assign values to the elements of interdependent weighting matrices. The…
This paper shows that one needs to be careful when making statements on potential links between correlation and coskewness. Specifically, we first show that, on the one hand, it is possible to observe any possible values of coskewness among…
We investigate whether the presence or absence of correlations between subsystems of an N-partite quantum system is solely constrained by the non-negativity and monotonicity of mutual information. We argue that this relatively simple…
We present a quantum information theory that allows for the consistent description of quantum entanglement. It parallels classical (Shannon) information theory but is based entirely on density matrices, rather than probability…
For a commutative non-autonomous dynamical system we show that topological transitivity of the non-autonomous system induced on probability measures (hyperspaces) is equivalent to the weak mixing of the induced systems. Several counter…
We introduce a notion of minimal uniform attractor for nonautonomous random dynamical systems, which depends jointly on time and on a random parameter. Several examples are provided to illustrate the concept and to compare it with existing…
Pairwise comparisons are used in a wide variety of decision situations where the importance of alternatives should be measured on a numerical scale. One popular method to derive the priorities is based on the right eigenvector of a…
In this paper, we study dependence uncertainty and the resulting effects on tail risk measures, which play a fundamental role in modern risk management. We introduce the notion of a regular dependence measure, defined on multi-marginal…
In this paper we will develop a very general approach which shows that critical relations of holomorphic maps on the complex plane unfold transversally in a positively oriented way. We will mainly illustrate this approach to obtain…
In many practical applications, evaluating the joint impact of combinations of environmental variables is important for risk management and structural design analysis. When such variables are considered simultaneously, non-stationarity can…
We show that one can perform causal inference in a natural way for continuous-time scenarios using tools from stochastic analysis. This provides new alternatives to the positivity condition for inverse probability weighting. The probability…
We characterize the extreme points of multidimensional monotone functions from $[0,1]^n$ to $[0,1]$, as well as the extreme points of the set of one-dimensional marginals of these functions. These characterizations lead to new results for…
We show that under tension, a classical many-body system with only isotropic pair interactions in a crystalline state can, counterintutively, have a negative Poisson's ratio, or auxetic behavior. We derive the conditions under which the…
Weak-strong coupling duality relations are shown to be present in the quantum-mechanical many-body system with the interacting potential proportional to the pair-wise inverse-squared distance in addition to the harmonic potential. Using…
It is an open question whether the fractional parts of nonlinear polynomials at integers have the same fine-scale statistics as a Poisson point process. Most results towards an affirmative answer have so far been restricted to almost sure…
We consider the problem of testing whether pairs of univariate random variables are associated. Few tests of independence exist that are consistent against all dependent alternatives and are distribution free. We propose novel tests that…
Testing for independence between two random vectors is a fundamental problem in statistics. It is observed from empirical studies that many existing omnibus consistent tests may not work well for some strongly nonmonotonic and nonlinear…
Financial markets are a typical example of complex systems where interactions between constituents lead to many remarkable features. Here, we show that a pairwise maximum entropy model (or auto-logistic model) is able to describe switches…
We introduce new entanglement monotones which generalize, to the case of many parties, those which give rise to the majorization-based partial ordering of bipartite states' entanglement. We give some examples of restrictions they impose on…