Related papers: Discrete probability spaces revisited
We prove that any absolutely continuous probability measure on a high-dimensional linear space has low-dimensional marginals that are approximately spherically-symmetric.
We derive new upper and lower bounds for probabilities that $r$ or at least $r$ from $n$ events occur. These bounds can turn to equalities. The method is discussed as well. It works for measurable space and measures with sign, too. We also…
The integral with respect to a multidimensional stochastic measure, for which we assume only $\sigma$-additivity in probability, is studied. The continuity and differentiability of its realizations are established.
Dimensional types of metric scattered spaces are investigated. Revised proofs of Mazurkiewicz-Sierpi\'nski and Knaster-Urbanik theorems are presented. Embeddable properties of countable metric spaces are generalized onto uncountable metric…
We introduce Strong Measuring, a maximal strengthening of J. T. Moore's Measuring principle, which asserts that every collection of fewer than continuum many closed bounded subsets of $\omega_1$ is measured by some club subset of…
For a finite and positive measure space $(\Omega,\Sigma,\mu)$ and any weakly compact convex subset of $L\sp\infty(\Omega,\Sigma,mu)$, a fixed point theorem for a class of nonexpansive self-mappings is proved. An analogous result is obtained…
The duality $L^{\infty}\simeq (L^{1})'$ frequently breaks down in the presence of model uncertainty, where a single reference measure $P$ is replaced by a non-dominated family of probability measures $\mathcal{P}$. The unavailability of…
We show that every homeomorphism between closed measure zero subsets extends to a measure preserving auto-homeomorphism, whenever the Cantor set is endowed with a suitable probability measure. This is valid both for the standard product…
Although Bayes's theorem demands a prior that is a probability distribution on the parameter space, the calculus associated with Bayes's theorem sometimes generates sensible procedures from improper priors, Pitman's estimator being a good…
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…
This note gathers what is known about, and provides some new results concerning the operations of intersection, of ``generated $\sigma$-field'', and of ``complementation'' for (independent) complete $\sigma$-fields on probability spaces.
Given two measurable spaces $H$ and $D$ with countably generated $\sigma$-algebras, a perfect prior probability measure $P_H$ on $H$ and a sampling distribution $S: H \rightarrow D$, there is a corresponding inference map $I: D \rightarrow…
We develope a new and general notion of parametric measure models and statistical models on an arbitrary sample space $\Omega$ which does not assume that all measures of the model have the same null sets. This is given by a diffferentiable…
We study systems of {\sigma}-algebras ordered by refinement and introduce the notion of an endogenous probability measure, invariant under admissible refinement transformations. We prove existence and structural properties of such measures…
The class of generic structures among those consisting of the measure algebra of a probability space equipped with an automorphism is axiomatizable by positive sentences interpreted using an approximate semantics. The separable generic…
We prove that a homeomorphism of a compact metric space has an expansive measure \cite{ms} if and only if it has many ones with invariant support. We also study homeomorphisms for which the expansive measures are dense in the space of Borel…
Let $(\Omega, \mathcal{A}, \mu)$ be a probability space. The classical Borel-Cantelli Lemma states that for any sequence of $\mu$-measurable sets $E_i$ ($i=1,2,3,\dots$), if the sum of their measures converges then the corresponding…
The influence theorem for product measures on the discrete space {0,1}^N may be extended to probability measures with the property of monotonicity (which is equivalent to `strong positive-association'). Corresponding results are valid for…
We study the problem of generalized uniformity testing \cite{BC17} of a discrete probability distribution: Given samples from a probability distribution $p$ over an {\em unknown} discrete domain $\mathbf{\Omega}$, we want to distinguish,…
The paper extends Birkhoff's theorem on doubly stochastic matrices to some countable families of discrete probability spaces with nonempty intersections. We join every two elements lying in the same probability space by an edge and…