Related papers: Weak convergence of predictive distributions
We study the closure of approximating sequences of some diffusion equations under certain weak convergence. A specific description of the closure under weak $H^1$-convergence is given, which reduces to the original equation when the…
New Vapnik and Chervonenkis type concentration inequalities are derived for the empirical distribution of an independent random sample. Focus is on the maximal deviation over classes of Borel sets within a low probability region. The…
For a Markov semigroup $P_t$ with invariant probability measure $\mu$, a constant $\ll>0$ is called a lower bound of the ultra-exponential convergence rate of $P_t$ to $\mu$, if there exists a constant $C\in (0,\infty)$ such that $$…
This paper proves the existence of weak solutions to the spatially homogeneous Boltzmann equation for Maxwellian molecules, when the initial data are chosen from the space of all Borel probability measures on R^3 with finite second moments…
For spatially dependent functional data, a generalized Karhunen-Lo\`{e}ve expansion is commonly used to decompose data into an additive form of temporal components and spatially correlated coefficients. This structure provides a convenient…
In this paper, we characterize compatibility of distributions and probability measures on a measurable space. For a set of indices $\mathcal J$, we say that the tuples of probability measures $(Q_i)_{i\in \mathcal J} $ and distributions…
In this paper we introduce and study a weakened form of logarithmic Sobolev inequalities in connection with various others functional inequalities (weak Poincar\'{e} inequalities, general Beckner inequalities...). We also discuss the…
We revisit, in an original and challenging perspective, the problem of testing the null hypothesis that the mode of a directional signal is equal to a given value. Motivated by a real data example where the signal is weak, we consider this…
We estimate contrasts $\int_0 ^1 \rho(F^{-1}(u)-G^{-1}(u))du$ between two continuous distributions $F$ and $G$ on $\mathbb R$ such that the set $\{F=G\}$ is a finite union of intervals, possibly empty or $\mathbb{R}$. The non-negative…
Weak values are average quantities,therefore investigating their associated variance is crucial in understanding their place in quantum mechanics. We develop the concept of a position-postselected weak variance of momentum as cohesively as…
The real part of the weak value is identified as the conditional Bayes probability through the quantum analog of the Bayes relation. We present an explicit protocol to get the the weak values in a simple Mach-Zehnder interferometer model…
We consider the empirical process G_t of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G_t converge weakly…
Let $\alpha_n(\cdot)=P\bigl(X_{n+1}\in\cdot\mid X_1,\ldots,X_n\bigr)$ be the predictive distributions of a sequence $(X_1,X_2,\ldots)$ of $p$-dimensional random vectors. Suppose $$\alpha_n= \mathcal{N} _p (M_n,Q_n)$$ where…
It is often said that measuring a system's position must disturb the complementary property, momentum, by some minimum amount due to the Heisenberg uncertainty principle. Using a "weak-measurement", this disturbance can be reduced. One…
We show that when $\set{X_j}$ is a sequence of independent (but not necessarily identically distributed) random variables which satisfies a condition similar to the Lindeberg condition, the properly normalized geometric sum…
A "law of large numbers" for consecutive convex hulls for weakly dependent Gaussian sequences $\{X_n\}$, having the same marginal distribution, is extended to the case when the sequence $\{X_n\}$ has a weak limit. Let $\mathbb{B}$ be a…
We prove an analogue of the portmanteau theorem on weak convergence of probability measures allowing measures which are unbounded on an underlying metric space but finite on the complement of any Borel neighbourhood of a fixed element.
The conditional distribution of the next outcome given the infinite past of a stationary process can be inferred from finite but growing segments of the past. Several schemes are known for constructing pointwise consistent estimates, but…
For $l$-homogeneous linear differential operators $\mathcal{A}$ of constant rank, we study the implication $v_j\rightharpoonup v$ in $X$ and $\mathcal{A} v_j\rightarrow \mathcal{A} v$ in $W^{-l}Y$ implies $F(v_j)\rightsquigarrow F(v)$ in…
In this paper, we investigate the distributions of random couples $(X,Y)$ with $X$ real-valued such that any non-negative integrable random variable $f(X)$ can be represented as a conditional expectation, $f(X)=\mathbb{E}[g(Y)|X]$, for some…