English
Related papers

Related papers: Approximations of expectations under infinite prod…

200 papers

With any convex function F on a finite-dimensional linear space X such that F goes to infinity at infinity, we associate a Borel measure on the dual space X*. This measure is obtained by pushing forward the measure exp(-F(x))dx under the…

Functional Analysis · Mathematics 2013-04-03 Dario Cordero-Erausquin , Bo'az Klartag

We consider the problem of finding the infimum, over probability measures being in a ball defined by Wasserstein distance, of the expected value of a bounded Lipschitz random variable on $\mathbf{R}^d$. We show that if the $\sigma-$algebra…

Probability · Mathematics 2019-12-30 Gusti van Zyl

We consider a discrete-time Markov decision process with Borel state and action spaces. The performance criterion is to maximize a total expected {utility determined by unbounded return function. It is shown the existence of optimal…

Probability · Mathematics 2018-10-08 François Dufour , Alexandre Genadot

In this paper, we study the conjunction of possibility measures when they are interpreted as coherent upper probabilities, that is, as upper bounds for some set of probability measures. We identify conditions under which the minimum of two…

Probability · Mathematics 2018-07-12 Enrique Miranda , Matthias C. M. Troffaes , Sebastien Destercke

We discuss two ways to construct standard probability measures, called push-down measures, from internal probability measures. We show that the Wasserstein distance between an internal probability measure and its push-down measure is…

Logic · Mathematics 2020-10-07 Haosui Duanmu , William Weiss

Weak values and measurements have been proposed as means to achieve dramatic enhancements in metrology based on the greatly increased range of possible measurement outcomes. Unfortunately, the very large values of measurement outcomes occur…

Quantum Physics · Physics 2015-06-02 Lijian Zhang , Animesh Datta , Ian A. Walmsley

In [12] we formulated an evolutionary game theory model as a dynamical system on the state space of finite signed Borel measures under the weak* topology. The focus of this paper is to extend the analysis to include the long-time behavior…

Dynamical Systems · Mathematics 2012-02-17 John Cleveland , Azmy S. Ackleh

The second part of the paper mainly deals with convergence of infinite determinantal measures, understood as the convergence of the approximating finite determinantal measures. In addition to the usual weak topology on the space of…

Dynamical Systems · Mathematics 2016-10-26 Alexander I. Bufetov

A Banach space has the Schur property when every weakly convergent sequence converges in norm. We prove a Schur-like property for measures: if a sequence of finite signed Borel measures on a Polish space is such that it is bounded in total…

Functional Analysis · Mathematics 2018-12-18 Sander C. Hille , Tomasz Szarek , Daniel T. H. Worm , Maria Ziemlanska

The aim of this paper is to investigate extremum problems with pay-off being the total variational distance metric defined on the space of probability measures, subject to linear functional constraints on the space of probability measures,…

Optimization and Control · Mathematics 2013-01-22 Charalambos D. Charalambous , Ioannis Tzortzis , Sergey Loyka , Themistoklis Charalambous

In this article, we introduce a formal definition of the concept of probability tree and conduct a detailed and comprehensive study of its fundamental structural properties. In particular, we define what we term an inductive probability…

Probability · Mathematics 2025-01-22 Diego A. Mejía , Andrés F. Uribe-Zapata

A game has approximate equilibria if for every $\epsilon >0$ there is an $\epsilon$-equilibrium. We show that there is a stochastic game that lacks approximate equilibria. This game has finitely many players and actions, their payoffs are…

Functional Analysis · Mathematics 2023-10-23 Robert Samuel Simon

On spaces of finite signed Borel measures on a metric space one has introduced the Fortet-Mourier and Dudley norms, by embedding the measures into the dual space of the Banach space of bounded Lipschitz functions, equipped with different --…

Functional Analysis · Mathematics 2023-05-16 Sander C. Hille , Esmee S. Theewis

We consider positively supported Borel measures for which all moments exist. On the set of compactly supported measures in this class a partial order is defined via eventual dominance of the moment sequences. Special classes are identified…

Classical Analysis and ODEs · Mathematics 2022-03-23 Vincent Bürgin , Jeremias Epperlein , Fabian Wirth

We investigate the power of weak measurements in the framework of quantum state discrimination. First, we define and analyze the notion of weak consecutive measurements. Our main result is a convergence theorem whereby we demonstrate when…

Quantum Physics · Physics 2015-06-23 Boaz Tamir , Eliahu Cohen , Avner Priel

A strong mode of a probability measure on a normed space $X$ can be defined as a point $u$ such that the mass of the ball centred at $u$ uniformly dominates the mass of all other balls in the small-radius limit. Helin and Burger weakened…

Functional Analysis · Mathematics 2019-10-29 Han Cheng Lie , T. J. Sullivan

We characterize a value of an observable by a `sum rule' for generally non-commuting observables and a `product rule' when restricted to a maximal commuting subalgebra of observables together with the requirement that the value is unity for…

Quantum Physics · Physics 2011-09-28 Akio Hosoya , Minoru Koga

This work proposes a view of probability as a relative measure rather than an absolute one. To demonstrate this concept, we focus on finite outcome spaces and develop three fundamental axioms that establish requirements for relative…

Machine Learning · Statistics 2023-05-30 Max Sklar

Weak measurement of a quantum system followed by postselection based on a subsequent strong measurement gives rise to a quantity called the weak value: a complex number for which the interpretation has long been debated. We analyse the…

Quantum Physics · Physics 2015-07-16 Angela Karanjai , Eric G. Cavalcanti , Stephen D. Bartlett , Terry Rudolph

Weak values are usually associated with weak measurements of an observable on a pre- and post-selected ensemble. We show that more generally, weak values are proportional to the correlation between two pointers in a successive measurement.…

Quantum Physics · Physics 2009-08-03 Lars M. Johansen , Pier A. Mello