Related papers: Probability measure annihilating all finite-dimens…
We consider the action of Mandelbrot multiplicative cascades on probability measures supported on a symbolic space. For general probability measures, we obtain almost a sharp criterion of non-degeneracy of the limiting measure; it relies on…
We derive new explicit bounds for the total variation distance between two convolution products of $n$ probability distributions, one of which having identical convolution factors. Approximations by finite signed measures of arbitrary order…
The purpose of this paper is devoted to studying representation of measures of non generalized compactness, in particular, measures of noncompactness, of non-weak compactness, and of non-super weak compactness, etc, defined on Banach spaces…
The Giry monad on the category of measurable spaces sends a space to a space of all probability measures on it. There is also a finitely additive Giry monad in which probability measures are replaced by finitely additive probability…
Probabilities enter quantum mechanics via Born's rule, the uniqueness of which was proven by Gleason. Busch subsequently relaxed the assumptions of this proof, expanding its domain of applicability in the process. Extending this work to…
We study the randomness properties of reals with respect to arbitrary probability measures on Cantor space. We show that every non-computable real is non-trivially random with respect to some measure. The probability measures constructed in…
Random probabilities are a key component to many nonparametric methods in Statistics and Machine Learning. To quantify comparisons between different laws of random probabilities several works are starting to use the elegant Wasserstein over…
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…
Under Jensen's diamond principle $\diamondsuit$, we construct a simple Efimov space $K$ whose space of nonatomic probability measures $P_{na}(K)$ is first-countable and sequentially compact. These two properties of $P_{na}(K)$ imply that…
When optimization theorists consider optimization problems in infinite dimensional spaces, they need to deal with closed convex subsets(usually cones) which mostly have empty interior. These subsets often prevent optimization theorists from…
We construct the entropic measure $\mathbb{P}^\beta$ on compact manifolds of any dimension. It is defined as the push forward of the Dirichlet process (another random probability measure, well-known to exist on spaces of any dimension)…
We prove that any absolutely continuous probability measure on a high-dimensional linear space has low-dimensional marginals that are approximately spherically-symmetric.
We investigate the set of invariant idempotent probabilities for countable idempotent iterated function systems (IFS) defined in compact metric spaces. We demonstrate that, with constant weights, there exists a unique invariant idempotent…
About forty years ago it was realized by several researchers that the essential features of certain objects of Probability theory, notably Gaussian processes and limit theorems, may be better understood if they are considered in settings…
The aim of this paper is to prove a stronger version of a conjecture on the existence of non-dominated scalar-valued m-homogeneous polynomials (m>=3) on arbitrary infinite dimensional Banach spaces.
We construct a factorization of the Giry monad through the category of convex spaces, and show that, provided that no measurable cardinals exist, probability measures can be viewed as natural transformations. Using the adjunction of this…
This article is concerned with the almost sure existence of global solutions for initial value problems of the form $\dot{\gamma}(t)= v(t,\gamma(t))$ on separable dual Banach spaces. We prove a general result stating that whenever there…
We prove the existence of measurable invariant manifolds for small perturbations of linear Random Dynamical Systems evolving on a Banach space and admitting a general type of dichotomy, both for continuous and discrete time. Moreover, the…
We introduce a probability distribution on $\mathcal{P}([0,1]^d)$, the space of all Borel probability measures on $[0,1]^d$. Under this distribution, almost all measures are shown to have infinite upper quasi-Assouad dimension and zero…
While there exists a well-developed asymptotic theory of Fr\'echet means of random variables taking values in a general "finite-dimensional" metric space, there are only a few known results in which the random variables can take values in…