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We begin with isotropic Gaussian random fields, and show how the Bochner-Godement theorem gives a natural way to describe their covariance structure. We continue with a study of Mat\'ern processes on Euclidean space, spheres, manifolds and…
We derive explicit formulae for the expected volume and the expected number of facets of the convex hull of several multidimensional Gaussian random walks in terms of the Gaussian persistence probabilities. Special cases include the already…
We construct surface measures associated to Gaussian measures in separable Banach spaces, and we prove several properties including an integration by parts formula.
Let $\mu$ be a Borel probability measure generated by a hyperbolic recurrent iterated function system defined on a nonempty compact subset of $\mathbb R^k$. We study the Hausdorff and the packing dimensions, and the quantization dimensions…
The spatial distribution has been widely used to develop various nonparametric procedures for finite dimensional multivariate data. In this paper, we investigate the concept of spatial distribution for data in infinite dimensional Banach…
Quantification, or prevalence estimation, is the task of predicting the prevalence of each class within an unknown bag of examples. Most existing quantification methods in the literature rely on prior probability shift assumptions to create…
We consider the nodal domains of Gaussian random waves in two dimensions. We present a method to calculate the distribution of the number of nodal domains and the average connectivity with the help of auxiliary Potts-spins. An analytical…
In this paper we study a class of random Cantor sets. We determine their almost sure Hausdorff, packing, box, and Assouad dimensions. From a topological point of view, we also compute their typical dimensions in the sense of Baire category.…
Many star bodies have convex subsets with approximately the same Gaussian measure (of the complement). Inspired by this phenomenon, and in connection with the randomized Dvoretzky theorem for Lorentz spaces, we derive bounds on the…
A formalism is presented for analytically obtaining the probability density function, (P_{n}(s)), for the random distance (s) between two random points in an (n)-dimensional spherical object of radius (R). Our formalism allows (P_{n}(s)) to…
Conventional and current wisdom assumes that the brain represents probability as a continuous number to many decimal places. This assumption seems implausible given finite and scarce resources in the brain. Quantization is an information…
In this article the idea of random variables over the set theoretic universe is investigated. We explore what it can mean for a random set to have a specific probability of belonging to an antecedently given class of sets.
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 investigate the connection between Gaussian processes and Gaussian random elements in reproducing kernel Banach spaces. We show that the covariance operator of a weak second-order Radon probability measure on such a space is uniquely…
Pencils of Hankel matrices whose elements have a joint Gaussian distribution with nonzero mean and not identical covariance are considered. An approximation to the distribution of the squared modulus of their determinant is computed which…
Let (e_i) be a dictionary for a separable Banach space X. We consider the problem of approximation by linear combinations of dictionary elements with quantized coefficients drawn usually from a `finite alphabet'. We investigate several…
We obtain formulae to calculate the asymptotic center and radius of bounded sequences in ${\cal C}_0(L)$ spaces. We also study the existence of continuous selectors for the asymptotic center map in general Banach spaces. In Hilbert spaces,…
Probabilistic cross-identification has been successfully applied to a number of problems in astronomy from matching simple point sources to associating stars with unknown proper motions and even radio observations with realistic morphology.…
Two--sided bounds are constructed for a probability density function of a weighted sum of chi-square variables. Both cases of central and non-central chi-square variables are considered. The upper and lower bounds have the same dependence…
Accurate approximation of probability measures is essential in numerical applications. This paper explores the quantization of probability measures using the maximum mean discrepancy (MMD) distance as a guiding metric. We first investigate…