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A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…

Probability · Mathematics 2012-12-11 Iosif Pinelis

Computer experiments are becoming increasingly important in scientific investigations. In the presence of uncertainty, analysts employ probabilistic sensitivity methods to identify the key-drivers of change in the quantities of interest.…

Methodology · Statistics 2024-07-02 Isadora Antoniano-Villalobos , Emanuele Borgonovo , Xuefei Lu

We discuss eternal inflation in context of classical probability spaces defined by a triplet: sample space, $\sigma$-algebra and probability measure. We show that the measure problem is caused by the countable additivity axiom applied to…

High Energy Physics - Theory · Physics 2016-03-29 Vitaly Vanchurin

We propose a scheme that can realize a class of positive-operator-valued measures (POVMs) by performing a sequence of projective measurements on the original system, in the sense that for an arbitrary input state the probability…

Quantum Physics · Physics 2007-05-23 Guoming Wang , Mingsheng Ying

We study the probability measure on the space of density matrices induced by the metric defined by using superfidelity. We give the formula for the probability density of eigenvalues. We also study some statistical properties of the set of…

Mathematical Physics · Physics 2011-09-14 Zbigniew Puchała , Jarosław Adam Miszczak

We develop a numerical approach for computing the additive, multiplicative and compressive convolution operations from free probability theory. We utilize the regularity properties of free convolution to identify (pairs of) `admissible'…

Probability · Mathematics 2013-07-22 Sheehan Olver , Raj Rao Nadakuditi

For continuous maps on a compact manifold M, particularly for those that do not preserve the Lebesgue measure m, we define the observable invariant probability measures as a generalization of the physical measures. We prove that any…

Dynamical Systems · Mathematics 2012-03-01 E. Catsigeras , H. Enrich

Let $C$ be an open cone in a Banach space equipped with the Thompson metric with closure a normal cone. The main result gives sufficient conditions for Borel probability measures $\mu,\nu$ on $C$ with finite first moment for which $\mu\leq…

Probability · Mathematics 2016-12-13 Jimmie Lawson

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…

Probability · Mathematics 2026-05-14 Irene Klein , Georg Köstenberger

We prove in this article that every Borelian measure, for example, the distribution of a random variable, in separable Banach space has a support which is compact embedded Banach subspace; and prove that if the norm of the random variable…

Functional Analysis · Mathematics 2008-08-26 E. Ostrovsky

We discuss various infinite-dimensional configuration spaces that carry measures quasiinvariant under compactly-supported diffeomorphisms of a manifold M corresponding to a physical space. Such measures allow the construction of unitary…

Mathematical Physics · Physics 2009-11-10 Gerald A. Goldin , Ugo Moschella , Takao Sakuraba

Kifer, Peres, and Weiss proved that there exists $c_0>0,$ such that $\dim \mu\leq 1-c_0$ for any probability measure $\mu$ which makes the digits of the continued fraction expansion i.i.d. random variables. In this paper we prove that…

Dynamical Systems · Mathematics 2018-02-22 Simon Baker , Natalia Jurga

This paper investigates the approximation of Gaussian random variables in Banach spaces, focusing on the high-probability bounds for the approximation of Gaussian random variables using finitely many observations. We derive non-asymptotic…

Statistics Theory · Mathematics 2025-08-28 Daniel Winkle , Ingo Steinwart , Bernard Haasdonk

In this paper, the development of a mathematical method is presented to explore spatially non-uniform phases with no long-range order in mathematical models of first order phase transitions. We use essential results regarding the…

Statistical Mechanics · Physics 2020-09-08 Gyula I. Toth

We consider abstract inverse problems between infinite-dimensional Banach spaces. These inverse problems are typically nonlinear and ill-posed, making the inversion with limited and noisy measurements a delicate process. In this work, we…

Functional Analysis · Mathematics 2022-12-20 Giovanni S. Alberti , Ángel Arroyo , Matteo Santacesaria

We consider suitable weak solutions of 2-dimensional Euler equations on bounded domains, and show that the class of completely random measures is infinitesimally invariant for the dynamics. Space regularity of samples of these random fields…

Probability · Mathematics 2021-10-12 Francesco Grotto , Giovanni Peccati

We give a criterion ensuring that the elementary class of a modular Banach space E (that is, the class of Banach spaces, some ultrapower of which is linearly isometric to an ultrapower of E) consists of all direct sums E\oplus_m H, where H…

Functional Analysis · Mathematics 2017-03-28 C. Ward Henson , Yves Raynaud

We study incompatibility of measurements and its relation to steering and nonlocality in a class of finite dimensional general probabilistic theories (GPT).The basic idea is to represent finite collections of measurements as affine maps of…

Quantum Physics · Physics 2018-08-01 Anna Jenčová

We consider a class of measures called autophage which was introduced and studied by Szekely for measures on the real line. We show that the autophage measures on finite-dimensional vector spaces over real or p-adic field are infinitely…

Probability · Mathematics 2007-05-23 C. R. E. Raja

Random integral mappings $I^{h,r}_{(a,b]}$ give isomorphisms between the sub-semigroups of the classical $(ID, \ast)$ and the free-infinite divisible $(ID,\boxplus)$ probability measures. This allows us to introduce new examples of such…

Probability · Mathematics 2022-08-02 Zbigniew J. Jurek
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