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We show the following generalizations of the de Finetti--Hewitt--Savage theorem: Given an exchangeable sequence of random elements, the sequence is conditionally i.i.d. if and only if each random element admits a regular conditional…

We consider the problem of quantifying the information shared by a pair of random variables $X_{1},X_{2}$ about another variable $S$. We propose a new measure of shared information, called extractable shared information, that is left…

We study elements of second order linear recurrence sequences $(G_n)_{n= 0}^{\infty}$ of polynomials in $\mathbb{C}[x]$ which are decomposable, i.e. representable as $G_n=g\circ h$ for some $g, h\in \mathbb{C}[x]$ satisfying…

We analyze general aspects of exchangeable quantum stochastic processes, as well as some concrete cases relevant for several applications to Quantum Physics and Probability. We establish that there is a one-to-one correspondence between…

We extend de Finetti's (1937) notion of exchangeability to finite and countable sequences of variables, when a subject's beliefs about them are modelled using coherent lower previsions rather than (linear) previsions. We prove…

Given a sequence $(X_n)$ of symmetrical random variables taking values in a Hilbert space, an interesting open problem is to determine the conditions under which the series $\sum_{n=1}^\infty X_n$ is almost surely convergent. For…

Let $X_1, X_2,\ldots, X_n$ be $n$ independent and identically distributed random variables, here $n \geq 2.$ Let $X_{(1)}, X_{(2)}, \ldots, X_{(n)}$ be the order statistics of $X_1, X_2,..., X_n.$ In this note we proved that: (I) If $X_1,…

We consider a notion of uniform thinning for a finite sequence of random variables $(X_1,...,X_n)$ obtained by removing one random variable, uniformly at random. If a triangular array of random variables $(X_{n,k} : n \in \mathbb{N}_+, 1…

Multiplicative self-decomposable laws describe random variables that can be decomposed into a product of a scaled-down version of themselves and an independent residual term. Shanbhag et al.~(1977) have shown that the gamma distribution is…

Let A be a standard Borel space, and consider the space A^{\bbN^{(k)}} of A-valued arrays indexed by all size-k subsets of \bbN. This paper concerns random measures on such a space whose laws are invariant under the natural action of…

Hoeffding-type exponential inequalities are obtained for the distribution tails of canonical von Mises' statistics of arbitrary order based on samples from a stationary sequence of random variables satisfying the {\varphi}-mixing condition.…

This paper introduces the class of selfdecomposable distributions concerning Boolean convolution. A general regularity property of Boolean selfdecomposable distributions is established; in particular the number of atoms is at most two and…

We present a Banach space $\mathfrak X$ with a Schauder basis of length $\omega\_1$ which is saturated by copies of $c\_0$ and such that for every closed decomposition of a closed subspace $X=X\_0\oplus X\_1$, either $X\_0$ or $X\_1$ has to…

Let $X_1,..., X_n$ be i.i.d.\ copies of a random variable $X=Y+Z,$ where $ X_i=Y_i+Z_i,$ and $Y_i$ and $Z_i$ are independent and have the same distribution as $Y$ and $Z,$ respectively. Assume that the random variables $Y_i$'s are…

Let (X_n) be a sequence of random variables (with values in a separable metric space) and (N_n) a sequence of random indices. Conditions for X_{N_n} to converge stably (in particular, in distribution) are provided. Some examples, where such…

We show that if a separable space X has a meager open subset containing a copy of the Cantor set 2^\omega, then X has $\frak{c}$ types of countable dense subsets. We suggest a generalization of the \lambda-set for non-separable spaces. Let…

We study the following one-way asymmetric transmission problem, also a variant of model-based compressed sensing: a resource-limited encoder has to report a small set $S$ from a universe of $N$ items to a more powerful decoder (server). The…

We study an information analogue of infinitely divisible probability distributions, where the i.i.d. sum is replaced by the joint distribution of an i.i.d. sequence. A random variable $X$ is called informationally infinitely divisible if,…

A space $X$ is M-separable (selectively separable) (Scheepers, 1999; Bella et al., 2009) if for every sequence $(Y_n)$ of dense subspaces of $X$ there exists a sequence $(F_n)$ such that for each $n$ $F_n$ is a finite subset of $Y_n$ and…

A scaling on some space is a measurable action of the group of positive real numbers. A measure on a measurable space equipped with a scaling is said to be $\alpha$-homogeneous for some nonzero real number $\alpha$ if the mass of any…