Related papers: Generalized stochastic processes revisited

We prove a computable version of de Finetti's theorem on exchangeable sequences of real random variables. As a consequence, exchangeable stochastic processes expressed in probabilistic functional programming languages can be automatically…

We study sums of independent and identically distributed random velocities in special relativity. We show that the resulting one-dimensional velocity distributions are not only stable under relativistic velocity addition but define a…

Assume that a family of stochastic processes on some Polish space $E$ converges to a deterministic process; the convergence is in distribution (hence in probability) at every fixed point in time. This assumption holds for a large family of…

For a field $E$ of characteristic different from $2$ and cohomological $2$-dimension one, quadratic forms over the rational function field $E(X)$ are studied. A characterisation in terms of polynomials in $E[X]$ is obtained for having that…

The purpose of this paper is to look into how central notions in statistical learning theory, such as realisability, generalise under the assumption that train and test distribution are issued from the same credal set, i.e., a convex set of…

Extended real-valued functions are often used in optimization theory, but in different ways for infimum problems and for supremum problems. We present an approach to extended real-valued functions that works for all types of problems and…

We present two linear relations between an arbitrary (real tempered second order) generalized stochastic process over $\mathbb{R}^{d}$ and White Noise processes over $\mathbb{R}^{d}$. The first is that any generalized stochastic process can…

We consider two classes of computations which admit taking linear combinations of execution runs: probabilistic sampling and generalized animation. We argue that the task of program learning should be more tractable for these architectures…

We consider matrix-valued processes described as solutions to stochastic differential equations of very general form. We study the family of the empirical measure-valued processes constructed from the corresponding eigenvalues. We show that…

For a random variable $N = 0, 1, 2, \ldots$ we study the following question: When does the sum of $N$ many independent and identically distributed copies of a random variable $X$ have the same law a a nontrivial rescaling of $X$? We show…

In this paper, we study Markovian random iterations of maps on standard measurable spaces. We establish a one-to-one correspondence between stationary measures and a certain class of invariant measures of a Markovian random iteration,…

Consider a real-valued function that can only be observed with stochastic noise at a finite set of design points within a Euclidean space. We wish to determine whether there exists a convex function that goes through the true function…

We investigate the connection between Gaussian processes and Gaussian random elements in reproducing kernel Banach spaces. We show that the covariance operator of a weak second-order Radon probability measure on such a space is uniquely…

A recently developed treatment of stochastic processes leads to the construction of a potential landscape for the dynamical evolution of complex systems. Since the existence of a potential function in generic settings has been frequently…

In this paper, we introduce a new concept of generalized convexity for E-differentiable vector optimization problems. Namely, the notion of exponentially E-invexity is defined. Further, some properties and results of exponentially E-invex…

We present a categorical viewpoint of probability measures by showing that a probability measure can be viewed as a weakly averaging affine measurable functional taking values in the unit interval which preserves limits. The probability…

Many hard problems in the computational sciences are equivalent to counting the leaves of a decision tree, or, more generally, summing a cost function over the nodes. These problems include calculating the permanent of a matrix, finding the…

Let E be an H-space acting on a based space X. Then we refer to ev: E -> X, the map obtained by acting on the base point of X, as a ``generalized evaluation map." We establish several fundamental results about the rational homotopy…

We develop a framework for regularly varying measures on complete separable metric spaces $\mathbb{S}$ with a closed cone $\mathbb{C}$ removed, extending material in Hult & Lindskog (2006), Das, Mitra & Resnick (2013). Our framework…

Random matrices like GUE, GOE and GSE have been studied for decades and have been shown that they possess a lot of nice properties. In 2005, a new property of independent GUE random matrices is discovered by Haagerup and Thorbj{\o}rnsen in…