Related papers: Convolution comparison measures
We study how iterated convolutions of probability measures compare under stochastic domination. We give necessary and sufficient conditions for the existence of an integer $n$ such that $\mu^{*n}$ is stochastically dominated by $\nu^{*n}$…
We show that the so-called quantum probabilistic rule, usually presented in the physical literature as an argument of the essential distinction between the probability relations under quantum and classical measurements, is not, as it is…
We study a random dynamical system such that one transformation is randomly selected from a family of transformations and then applied on each iteration. For such random dynamical systems, we consider estimates of absolutely continuous…
This paper concerns exponential contravariant functors on free groups. We obtain an equivalence of categories between analytic, exponential contravariant functors on free groups and conilpotent cocommutative Hopf algebras. This result…
Every observation may follow a distribution that is randomly selected in a class of distributions. It is called the distribution uncertainty. This is a fact acknowledged in some research fields such as financial risk measure. Thus, the…
Multifractal formalism is designed to describe the distribution at small scales of the elements of $\mathcal M^+_c(\R^d)$, the set of positive, finite and compactly supported Borel measures on $\R^d$. It is valid for such a measure $\mu$…
In this paper, we investigate a continuous family of notions of independence which interpolates between the classical and free ones for non-commutative random variables. These notions are related to the liberation process introduced by D.…
An important tool to quantify the likeness of two probability measures are f-divergences, which have seen widespread application in statistics and information theory. An example is the total variation, which plays an exceptional role among…
We introduce a certain variant (or regularization) $\tilde{\Lambda}^\mu_n$ of the standard Christoffel function $\Lambda^\mu_n$ associated with a measure $\mu$ on a compact set $\Omega\subset \mathbb{R}^d$. Its reciprocal is now a…
Based on an analysis of the inference rules used, we provide a characterization of the situations in which classical provability entails intuitionistic provability. We then examine the relationship of these derivability notions to uniform…
In this work we are going to study the dynamics of the linear automorphisms of a measure convolution algebra over a finite group, $T(\mu)=\nu * \mu$. In order to understand an classify the asymptotic behavior of this dynamical system we…
Noncommutative functions are graded functions between sets of square matrices of all sizes over two vector spaces that respect direct sums and similarities. They possess very strong regularity properties (reminiscent of the regularity…
Given a predictor of outcome derived from a high-dimensional dataset, pre-validation is a useful technique for comparing it to competing predictors on the same dataset. For microarray data, it allows one to compare a newly derived predictor…
We show that the distribution of the spectral maximum of monotonically independent self-adjoint operators coincides with the classical max-convolution of their distributions. In free probability, it was proven that for any probability…
Transmutation is a technique for extending classical probability distributions in order to give them more flexibility. In this paper, we are interested in cubic transmutations of the Pareto distribution. We establish a general formula that…
We find sufficient conditions for a probability measure $\mu$ to satisfy an inequality of the type $$ \int_{\R^d} f^2 F\Bigl(\frac{f^2}{\int_{\R^d} f^2 d \mu} \Bigr) d \mu \le C \int_{\R^d} f^2 c^{*}\Bigl(\frac{|\nabla f|}{|f|} \Bigr) d \mu…
Let $(\mathcal{X},\mathcal{F},\mu)$ and $(\mathcal{Y},\mathcal{G},\nu)$ be probability spaces and $(Z_n)$ a sequence of random variables with values in $(\mathcal{X}\times\mathcal{Y},\,\mathcal{F}\otimes\mathcal{G})$. Let $\Gamma(\mu,\nu)$…
Consider a commutative monoid $(M,+,0)$ and a biadditive binary operation $\mu \colon M \times M \to M$. We will show that under some additional general assumptions, the operation $\mu$ is automatically both associative and commutative. The…
In this paper, we characterize compatibility of distributions and probability measures on a measurable space. For a set of indices $\mathcal J$, we say that the tuples of probability measures $(Q_i)_{i\in \mathcal J} $ and distributions…
Let $(X,d)$ be a compact metric space. We consider the behavior of probability measures $\mu$ with the property that $$ \int_{X} d(x, y) d\mu(y) \qquad \mbox{is independent of}~x \in X.$$ It appears that such measures, when they exist,…