Related papers: Measure convolution semigroups and non-infinitely …
An interesting line of research is the investigation of the laws of random variables known as Dirichlet means. However, there is not much information on interrelationships between different Dirichlet means. Here, we introduce two…
We investigate Bayesian non-parametric inference of the $\Lambda$-measure of $\Lambda$-coalescent processes with recurrent mutation, parametrised by probability measures on the unit interval. We give verifiable criteria on the prior for…
Sufficient conditions are developed, under which the compound Poisson distribution has maximal entropy within a natural class of probability measures on the nonnegative integers. Recently, one of the authors [O. Johnson, {\em Stoch. Proc.…
We consider a discrete latent variable model for two-way data arrays, which allows one to simultaneously produce clusters along one of the data dimensions (e.g. exchangeable observational units or features) and contiguous groups, or…
We investigate ergodic-theoretical quantities and large deviation properties of one-dimensional intermittent maps, that have not only an indifferent fixed point but also a singular structure such that the uniform measure is invariant under…
Based on the seminal work of Hutchinson, we investigate properties of {\em $\alpha$-weighted Cantor measures} whose support is a fractal contained in the unit interval. Here, $\alpha$ is a vector of nonnegative weights summing to $1$, and…
We study two classes of dynamical systems with holes: expanding maps of the interval and Collet-Eckmann maps with singularities. In both cases, we prove that there is a natural absolutely continuous conditionally invariant measure $\mu$…
We propose a structure of a semiparametric two-component mixture model when one component is parametric and the other is defined through L-moments conditions. Estimation of a two-component mixture model with an unknown component is very…
The halfspace depth of a $d$-dimensional point $x$ with respect to a finite (or probability) Borel measure $\mu$ in $\mathbb{R}^d$ is defined as the infimum of the $\mu$-masses of all closed halfspaces containing $x$. A natural question is…
While finite non-commutative operator systems lie at the foundation of quantum measurement, they are also tools for understanding geometric iterations as used in the theory of iterated function systems (IFSs) and in wavelet analysis. Key is…
We consider the Stieltjes moment problem for the Berg-Urbanik semigroups which form a class of multiplicative convolution semigroups on $\mathbb{R}_+$ that is in bijection with the set of Bernstein functions. Berg and Dur\'an proved that…
The infinite (in both directions) sequence of the distributions $\mu^{(k)}$ of the stochastic integrals $\int_0^{\infty-}c^{-N_{t-}^{(k)}} dL_t^{(k)}$ for integers $k$ is investigated. Here $c>1$ and $(N_t^{(k)},L_t^{(k)})$, $t\geq0$, is a…
We show that a quantum state may be represented as the sum of a joint probability and a complex quantum modification term. The joint probability and the modification term can both be observed in successive projective measurements. The…
This article introduces a novel framework for nonparametric priors on real-valued random vectors, which can be viewed as a multivariate generalization of neutral-to-the right priors. It is based on randomizing the exponent measure of a…
This paper develops new identification results for multidimensional continuous measurement-error models where all observed measurements are contaminated by potentially correlated errors and none provides an injective mapping of the latent…
The adjoint method introduced in [Eva] and [Tra] is used, to construct analogs to the Aubry-Mather measures for non convex Hamiltonians. More precisely, a general construction of probability measures, that in the convex setting agree with…
The time evolution of complex systems usually can be described through stochastic processes. These processes are measured at finite resolution, what necessarily reduces them to finite sequences of real numbers. In order to relate these data…
On the basis of a model system of pillars built of unit cubes, a two-component entropic measure for the multiscale analysis of spatio-compositional inhomogeneity is proposed. It quantifies the statistical dissimilarity per cell of the…
Let k be a positive integer and let D_k denote the space of joint distributions for k-tuples of selfadjoint elements in C*-probability space. The paper studies the concept of "subordination distribution of \mu \boxplus \nu with respect to…
Bayesian inference for models with intractable likelihood functions represents a challenging suite of problems in modern statistics. In this work we analyse the Conway-Maxwell-Poisson (COM-Poisson) distribution, a two parameter…