Related papers: Variational proof of conditional expectations

Let $(W,H,\mu)$ be an abstract Wiener space and $L$ be a probability density of class LlogL. Using the measure transportation of Monge-Kantorovitch, we prove that the kernel of the projection of L on the second Wiener chaos defines an…

We propose an estimator of the Hilbert-Schmidt Independence Criterion obtained from an appropriate modification of the usual estimator. We then get asymptotic normality of this estimator both under independence hypothesis and under the…

An abstract linking result for Cerami sequences is proved without the Cerami condition. It is applied directly in order to prove the existence of critical points for a class of indefinite problems in infinite dimensional Hilbert Spaces. The…

We discuss a real-valued expansion of any Hermitian operator defined in a Hilbert space of finite dimension N, where N is a prime number, or an integer power of a prime. The expansion has a direct interpretation in terms of the operator…

Motivated by the notion that the mathematics of gravity can be reproduced from a statistical requirement of maximal entropy, we study the consequence of introducing an entropic source term in the Einstein-Hilbert action. For a spatially…

This note deals with a problem of the probabilistic Ramsey theory in functional analysis. Given a linear operator $T$ on a Hilbert space with an orthogonal basis, we define the isomorphic structure $\Sigma(T)$ as the family of all subsets…

We introduce a new variational estimator for the intensity function of an inhomogeneous spatial point process with points in the $d$-dimensional Euclidean space and observed within a bounded region. The variational estimator applies in a…

Most classical mechanical systems are based on dynamical variables whose values are real numbers. Energy conservation is then guaranteed if the dynamical equations are phrased in terms of a Hamiltonian function, which then leads to…

A Carleman estimate and the unique continuation property of solutions for a multi-terms time fractional diffusion equation up to order $\alpha\,\,(0<\alpha<2)$ and general time dependent second order strongly elliptic time elliptic operator…

We study a class of positive random variables having moments of Gamma type, whose density can be expressed by the three-parametric Mittag-Leffler functions. We give some necessary conditions and some sufficient conditions for their…

The separate tasks of denoising, least squares expectation, and manifold learning can often be posed in a common setting of finding the conditional expectations arising from a product of two random variables. This paper focuses on this more…

It is known that solutions of Richardson equations can be represented as stationary points of the "energy" of classical free charges on the plane. We suggest to consider "probabilities" of the system of charges to occupy certain states in…

We make explicit an argument of Heath-Brown concerning large and small gaps between nontrivial zeroes of the Riemann zeta-function, $\zeta(s)$. In particular, we provide the first unconditional results on gaps (large and small) which hold…

We define a deformed kinetic energy operator for a discrete position space with a finite number of points. The structure may be either periodic or nonperiodic with well-defined end points. It is shown that for the nonperiodic case the…

In this paper we investigate the conditional expectation on the non-commutative $H^{(r,s)}_{p}(\mathcal A;\ell_{\infty})$ and $H_{p}(\mathcal A;\ell_{1})$ spaces associated with semifinite subdiagonal algebra, and prove the contractibility…

The partition function of the directed polymer model on Z^{2+1} undergoes a phase transition in a suitable continuum and weak disorder limit. In this paper, we focus on a window around the critical point. Exploiting local renewal theorems,…

For a locally finite point set $\Lambda \subset \mathbb{R}$, consider the collection of exponential functions given by $\mathcal{E}_{\Lambda}:= \{e^{i \lambda x} : \lambda \in L \}$. We examine the question whether $\mathcal{E}_{\Lambda}$…

Free energies as a function of a selected set of collective variables are commonly computed in molecular simulation and of significant value in understanding and engineering molecular behavior. These free energy surfaces are most commonly…

This Chapter develops a realist information-theoretic interpretation of the nonclassical features of quantum probabilities. On this view, what is fundamental in the transition from classical to quantum physics is the recognition that…

We prove a conditional expectation bang-bang principle. Based on properties of the conditional expectation vector measure, we establish that the conditional expectation of a set-valued mapping coincides with the conditional expectation of…