Related papers: Note on a conjecture of Talagrand: expectation thr…
In 1990, Jakeman (see \cite{jakeman1990statistics}) defined the binomial process as a special case of the classical birth-death process, where the probability of birth is proportional to the difference between a fixed number and the number…
Sensory processing is often characterized as implementing probabilistic inference: networks of neurons compute posterior beliefs over unobserved causes given the sensory inputs. How these beliefs are computed and represented by neural…
In the 1970s Muckenhoupt and Wheeden made several conjectures relating two weight norm inequalities for the Hardy-Littlewood maximal operator to such inequalities for singular integrals. Using techniques developed for the recent proof of…
We study different fractional extensions of the Poisson process and generalized counting processes by introducing time-change represented by the inverse to the sums of stable and tempered stable subordinators. We state the governing…
Talagrand's inequality for independent Bernoulli random variables is extended to many interacting particle systems (IPS). The main assumption is that the IPS satisfies a log-Sobolev inequality. In this context it is also shown that a…
Probabilistic argumentation allows reasoning about argumentation problems in a way that is well-founded by probability theory. However, in practice, this approach can be severely limited by the fact that probabilities are defined by adding…
We introduce a simple generalization of Gardenfors and Makinson's epistemic entrenchment called partial entrenchment. We show that preferential inference can be generated as the sceptical counterpart of an inference mechanism defined…
Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…
We bound features of counterfactual choices in the nonparametric random utility model of demand, i.e. if observable choices are repeated cross-sections and one allows for unrestricted, unobserved heterogeneity. In this setting, tight bounds…
In this work we reexamine the EPR paradox for composite systems with a finite number of levels. The analysis emphasizes the connection between measurements and conditional probabilities. This connection implies that when a measurement is…
We give improved separations for the query complexity analogue of the log-approximate-rank conjecture i.e. we show that there are a plethora of total Boolean functions on $n$ input bits, each of which has approximate Fourier sparsity at…
We study a natural variant of the implicational fragment of propositional logic. Its formulas are pairs of conjunctions of positive literals, related together by an implicational-like connective; the semantics of this sort of implication is…
In this paper we prove the "Tiling implies Spectral" part of Fuglede's paper for the case of three intervals. Then we prove the "Spectral implies Tiling" part of the conjecture for the case of three equal intervals as also when the…
Sublinear expectations for uncertain processes have received a lot of attention recently, particularly methods to extend a downward-continuous sublinear expectation on the bounded finitary functions to one on the non-finitary functions. In…
We generalize McDiarmid's inequality for functions with bounded differences on a high probability set, using an extension argument. Those functions concentrate around their conditional expectations. We further extend the results to…
We introduce a new notion of conditional nonlinear expectation under probability distortion. Such a distorted nonlinear expectation is not sub-additive in general, so it is beyond the scope of Peng's framework of nonlinear expectations. A…
In this paper, we introduce and study two time-changed variants of the generalized fractional Skellam process. These are obtained by time-changing the generalized fractional Skellam process with an independent L\'evy subordinator with…
The relation between the expectation values computed in the random walk theory, and the heat kernel method for the diffusion equation is explained concretely. The random walk is also realized by simulations and their statistical…
We consider the problem of option hedging in a market with proportional transaction costs. Since super-replication is very costly in such markets, we replace perfect hedging with an expected loss constraint. Asymptotic analysis for small…
Bessenrodt and Ono's work on additive and multiplicative properties of the partition function and DeSalvo and Pak's paper on the log-concavity of the partition function have generated many beautiful theorems and conjectures. In January…