Related papers: Convolution and Limit Theorems for Conditionally F…
We introduce a class of independence relations, which include free, Boolean and monotone independence, in operator valued probability. We show that this class of independence relations have a matricial extension property so that we can…
The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…
Cumulants linearize convolution of measures. We use a formula of Good to define noncommutative cumulants in a very general setting.It turns out that the essential property needed is exchangeability of random variables. Roughly speaking the…
In this paper we show that the limiting distribution of the real and the imaginary part of the double Fourier transform of a stationary random field is almost surely an independent vector with Gaussian marginal distributions, whose variance…
In this paper some reflections on the concept of transition are presented: groupoids are introduced as models for the construction of a ``generalized logic'' whose basic statements involve pairs of propositions which can be conditioned. In…
We show that the sum of two free random variables can have a free Poisson law without any of them having a free Poisson law.
There is a growing interest in the so-called Bayesian Predictive Inference approach, which allows to perform Bayesian inference without specifying the likelihood and prior of the model, or the need of any MCMC. Instead, only a sequence of…
In this short note we define a Poissonian model of directed random graphs which generalises the undirected Poissonian random graph process introduced in [Norros, I.; Reittu, H. "On a conditionally Poissonian graph process." Adv. in Appl.…
It is well known that for a given Poisson structure one has infinitely many star products related through the Kontsevich gauge transformations. These gauge transformations have an infinite functional dimension (i.e., correspond to an…
This work investigates the intersection property of conditional independence. It states that for random variables $A,B,C$ and $X$ we have that $X$ independent of $A$ given $B,C$ and $X$ independent of $B$ given $A,C$ implies $X$ independent…
We introduce and study a remarkable family of real probability measures $\pi_{st}$, that we call free Bessel laws. These are related to the free Poisson law $\pi$ via the formulae $\pi_{s1}=\pi^{\boxtimes s}$ and $\pi_{1t}=\pi^{\boxplus…
It is our intention to provide via fractional calculus a generalization of the pure and compound Poisson processes, which are known to play a fundamental role in renewal theory, without and with reward, respectively. We first recall the…
In this paper, we consider a property of univariate Gaussian distributions namely conditional expectation shift (or centroid shift). Specifically, we compare two Gaussian distributions in which they differ only in their means. Equivalently,…
We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponentially tilted empirical likelihood function is constructed…
The free positive multiplicative Brownian motion $(h_t)_{t\geq0}$ is the large $N$ limit in non-commutative distribution of matrix geometric Brownian motion. It can be constructed by setting $h_t:=g_{t/2}g_{t/2}^*$, where $(g_t)_{t\geq0}$…
Recently a distribution free approach for testing parametric hypotheses based on unitary transformations has been suggested in \cite{Khm13, Khm16, Khm17} and further studied in \cite{Ngu17} and \cite{Rob19}. In this note we show that the…
We study transmission problems with free interfaces from one random medium to another. Solutions are required to solve distinct partial differential equations, $\mbox{L}_{+}$ and $\mbox{L}_{-}$, within their positive and negative sets…
The zero-truncated Poisson distributions are certain discrete probability distributions whose supports are the set of positive integers, which are also known as the conditional Poisson distributions or the positive Poisson distributions. In…
We introduce the notion of a restricted exchangeable partition of $\mathbb{N}$. We obtain integral representations, consider associated fragmentations, embeddings into continuum random trees and convergence to such limit trees. In…
In this article we provide a substantial discussion on the statistical concept of conditional independence, which is not routinely mentioned in most elementary statistics and mathematical statistics textbooks. Under the assumption of…