Related papers: Multiplicative monotone convolutions
The Born probability measure describes the statistics of measurements in which observers self-locate themselves in some region of reality. In $\psi$-ontic quantum theories, reality is directly represented by the wavefunction. We show that…
We present an application of the theory of stochastic processes to model and categorize non-equilibrium physical phenomena. The concepts of uniformly continuous probability measures and modular evolution lead to a systematic hierarchical…
We introduce a new formulation for differential equation describing dynamics of measures on an Euclidean space, that we call Measure Differential Equations with sources. They mix two different phenomena: on one side, a transport-type term,…
In this paper we introduce a metrics on the space of idempotent probability measures on a given compactum, which extends the metrics on the compactum. It is proven the introduced metrics generates the pointwise convergence topology on the…
We develop a combinatorial model of the associated Hermite polynomials and their moments, and prove their orthogonality with a sign-reversing involution. We find combinatorial interpretations of the moments as complete matchings, connected…
In this article the relation between the tail behaviours of a free regular infinitely divisible (positively supported) probability measure and its L\'evy measure is studied. An important example of such a measure is the compound free…
In this paper we introduce a new multivariate dependence measure based on comonotonicity by means of product moment which motivated by the recent papers of Koch and Schepper (ASTIN Bulletin 41 (2011) 191-213) and Dhaene et al. (Journal of…
Bi-log-concavity of probability measures is a univariate extension of the notion of log-concavity that has been recently proposed in a statistical literature. Among other things, it has the nice property from a modelisation perspective to…
We consider the stochastic volatility model obtained by adding a compound Hawkes process to the volatility of the well-known Heston model. A Hawkes process is a self-exciting counting process with many applications in mathematical finance,…
We present a new interpretation of the terms superposition, entanglement, and measurement that appear in quantum mechanics. We hypothesize that the structure of the wave function for a quantum system at the sub-Planck scale has a…
We consider a massive particle of arbitrary spin and the basis vectors that carry the unitary, irreducible representations of the Poincar\'e group. From the complex coefficients in normalizable superpositions of these basis vectors, we…
A multiplicative cascade can be thought of as a randomization of a measure on the boundary of a tree, constructed from an iid collection of random variables attached to the tree vertices. Given an initial measure with certain regularity…
We study the sequential testing problem of two alternative hypotheses regarding an unknown parameter in an exponential family when observations are costly. In a Bayesian setting, the problem can be embedded in a Markovian framework. Using…
In the proof of his famous 5K-theorem, W. Banaszczyk introduced a transformation of convex bodies for which the Gaussian measure is monotone. In this note, we present a simplified proof of this monotonicity by slightly modifying…
We prove conjectures of the third author [L. Tevlin, Proc. FPSAC'07, Tianjin] on two new bases of noncommutative symmetric functions: the transition matrices from the ribbon basis have nonnegative integral coefficients. This is done by…
Given two random variables $X$ and $Y$, stochastic monotonicity describes a monotone influence of $X$ on $Y$. We prove two different characterizations of stochastically monotone $2$-copulas using the isomorphism between $2$-copulas and…
This paper studies function approximation for finite horizon discrete time Markov decision processes under certain convexity assumptions. Uniform convergence of these approximations on compact sets is proved under several sampling schemes…
We study the dynamics of countable groups on their respective spaces of quasimorphisms. For cohomologically non-trivial quasimorphisms we show that there are no invariant measures and classify stationary measures. Within the equivalence…
We study the shifted convolution sums associated to completely multiplicative functions taking values in $\{\pm 1\}$ and give combinatorical proofs of two recent results in the direction of Chowla's conjecture. We also determine the…
We define a class of groups equipped with an invariant probability measure, which includes all compact groups and is closed under taking ultraproducts with the induced Loeb measure; in fact, this class also contains the ultraproducts all…