Related papers: Absolute continuity, supports and idempotent split…
We provide necessary and sufficient conditions for convergence of exponential integrals of Markov additive processes. Other than in the classical L\'evy case studied by Erickson and Maller we have to distinguish between almost sure…
The category of Hilbert modules may be interpreted as a naive quantum field theory over a base space. Open subsets of the base space are recovered as idempotent subunits, which form a meet-semilattice in any firm braided monoidal category.…
The Kolmogorov axioms for probability functions are placed in the context of signed meadows. A completeness theorem is stated and proven for the resulting equational theory of probability calculus. Elementary definitions of probability…
We study optimal solutions to an abstract optimization problem for measures, which is a generalization of classical variational problems in information theory and statistical physics. In the classical problems, information and relative…
We present limit theorems for a sequence of Piecewise Deterministic Markov Processes (PDMPs) taking values in a separable Hilbert space. This class of processes provides a rigorous framework for stochastic spatial models in which discrete…
The present contribution derives an explicit expression for (a version of) every uni- and multi-variate conditional distribution (i.e., Markov kernel) of Archimedean copulas and uses this representation to generalize a recently established…
Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…
We study periodic points and finitely supported invariant measures for continuous semigroup actions. Introducing suitable notions of periodicity in both topological and measure-theoretical contexts, we analyze the space of invariant Borel…
We establish the equivalence of the analytic and probabilistic notions of subharmonicity in the framework of general symmetric Hunt processes on locally compact separable metric spaces, extending an earlier work of the first named author on…
An explicit sufficient condition on the hypercontractivity is derived for the Markov semigroup associated to a class of functional stochastic differential equations. Consequently, the semigroup $P_t$ converges exponentially to its unique…
We investigate the decidability of model-checking logics of time, knowledge and probability, with respect to two epistemic semantics: the clock and synchronous perfect recall semantics in partially observed discrete-time Markov chains.…
This paper investigates what can be inferred about an arbitrary continuous probability distribution from a finite sample of $N$ observations drawn from it. The central finding is that the $N$ sorted sample points partition the real line…
Introduced in the 1990s in the context of the algebraic approach to graph rewriting, gs-monoidal categories are symmetric monoidal categories where each object is equipped with the structure of a commutative comonoid. They arise for example…
We study notions of robustness of Markov kernels and probability distribution of a system that is described by $n$ input random variables and one output random variable. Markov kernels can be expanded in a series of potentials that allow to…
Using the moduli space of semiorthogonal decompositions in a smooth projective family, introduced by the second, the third and the fourth author, we propose a novel approach to indecomposability questions for derived categories. Modulo a…
Determining potential probability distributions with a given causal graph is vital for causality studies. To bypass the difficulty in characterizing latent variables in a Bayesian network, the nested Markov model provides an elegant…
This paper studies transition probabilities from a Borel subset of a Polish space to a product of two Borel subsets of Polish spaces. For such transition probabilities it introduces and studies the property of semi-uniform Feller…
In this note we describe conditions under which, in idempotent functional analysis, linear operators have integral representations in terms of idempotent integral of V. P. Maslov. We define the notion of nuclear idempotent semimodule and…
For a random variable with a unimodal distribution and finite second moment Gau\ss \, (1823) proved a sharp bound on the probability of the random variable to be outside a symmetric interval around its mode. An alternative proof for it is…
We first study probabilistic dynamical systems from logical perspective. To this purpose, we introduce the finitary dynamic probability logic} ($\mathsf{DPL}$), as well as its infinitary extension $\mathsf{DPL}_{\omega_1}\!$. Both these…