Related papers: When and how an error yields a Dirichlet form
In this paper, we develop a general theory on the coverage probability of random intervals defined in terms of discrete random variables with continuous parameter spaces. The theory shows that the minimum coverage probabilities of random…
Simultaneous measurements of position and momentum are considered in $n$ dimensions. We find, that for a particle whose position is strictly localized in a compact domain $D\subset \mathbb{R}^n$ (spatial uncertainty) with non-empty…
Suppose an interval is put on a horizontal line with random roughness. With probability one it is supported at two points, one from the left, and another from the right from its center. We compute probability distribution of support points…
We use a diffuse interface method for solving Poisson's equation with a Dirichlet condition on an embedded curved interface. The resulting diffuse interface problem is identified as a standard Dirichlet problem on approximating regular…
We discuss the main stages of development of the error calculation since the beginning of XIX-th century by insisting on what prefigures the use of Dirichlet forms and emphasizing the mathematical properties that make the use of Dirichlet…
A comparison of the "theory of random sequences" developed during the twentieth century and the axiomatic approach of probability theory proposed by Kolmogorov shows the importance of sigma-additivity as extension tool. Similarly, the…
Let $(X,Y)$ be a random vector whose conditional excess probability $\theta(x,y):=P(Y\leq y | X>x)$ is of interest. Estimating this kind of probability is a delicate problem as soon as $x$ tends to be large, since the conditioning event…
Given a universe of discourse X-a domain of possible outcomes-an experiment may consist of selecting one of its elements, subject to the operation of chance, or of observing the elements, subject to imprecision. A priori uncertainty about…
Nonprobability (convenience) samples are increasingly sought to stabilize estimations for one or more population variables of interest that are performed using a randomized survey (reference) sample by increasing the effective sample size.…
Finite-precision floating point arithmetic unavoidably introduces rounding errors which are traditionally bounded using a worst-case analysis. However, worst-case analysis might be overly conservative because worst-case errors can be…
From behavioral sciences to biology to quantum mechanics, one encounters situations where (i) a system outputs several random variables in response to several inputs, (ii) for each of these responses only some of the inputs may "directly"…
We define the $L$-measure on the set of Dirichlet characters as an analogue of the Plancherel measure, once considered as a measure on the irreducible characters of the symmetric group. We compare the two measures and study the limit in…
We develop a theory of estimation when in addition to a sample of $n$ observed outcomes the underlying probabilities of the observed outcomes are known, as is typically the case in the context of numerical simulation modeling, e.g. in…
We develop a framework for studying variational problems in Banach spaces with respect to gradient relations, which encompasses many of the notions of generalized gradients that appear in the literature. We stress the fact that our approach…
This paper states a law of large numbers for a random walk in a random iid environment on ${\mathbb Z}^d$, where the environment follows some Dirichlet distribution. Moreover, we give explicit bounds for the asymptotic velocity of the…
In decision-making problems under uncertainty, probabilistic constraints are a valuable tool to express safety of decisions. They result from taking the probability measure of a given set of random inequalities depending on the decision…
Let $X$ be a random variable that takes its values in $\frac{1}{q}\mathbb{Z}$, for some integer $q\ge2$, and consider $X$ rounded to an integer, either downwards or upwards or to the nearest integer. We give general formulas for the…
This survey paper is a structured concise summary of four of our recent papers on the stochastic regularity of diffusions that are associated to regular strongly local (but not necessarily symmetric) Dirichlet forms. Here by stochastic…
We study spatial permutations with cycle weights that are bounded or slowly diverging. We show that a phase transition occurs at an explicit critical density. The long cycles are macroscopic and their cycle lengths satisfy a…
In spite of its title, the book mostly treats probability theory: the law of large numbers (regarded as a principle); formal definition of a random variable and law of distribution; the misnamed Cauchy distribution; functions now named…