Related papers: Free stochastic measures via noncrossing partition…
The paper considers quantitative versions of different randomness notions: algorithmic test measures the amount of non-randomness (and is infinite for non-random sequences). We start with computable measures on Cantor space (and Martin-Lof…
We pursue the current developments in random tensor theory by laying the foundations of a free probability theory for tensors and establish its relevance in the study of random tensors of high dimension. We give a definition of freeness…
The equivalence of the characteristic function approach and the probabilistic approach to monotone and boolean convolutions is proven for non-compactly supported probability measures. A probabilistically motivated definition of the…
A new, coordinate-free (geometric) approach to multivariate statistical analysis. General multivariate linear models and linear hypotheses are defined in geometric form. A method of constructing statistical criteria is defined for linear…
We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all…
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also…
We introduce a noncommutative Poisson random measure on a von Neumann algebra. This is a noncommutative generalization of the classical Poisson random measure. We call this construction Poissonization. Poissonization is a functor from the…
We study the partition functions associated with non-intersecting polymers in a random environment. By considering paths in series and in parallel, the partition functions carry natural notions of subadditivity, allowing the effective study…
We consider the problem of flexible modeling of higher order Markov chains when an upper bound on the order of the chain is known but the true order and nature of the serial dependence are unknown. We propose Bayesian nonparametric…
A stochastic algorithm is proposed, finding the set of generalized means associated to a probability measure on a compact Riemannian manifold M and a continuous cost function on the product of M by itself. Generalized means include p-means…
We study the analogue of Kummer distribution in free probability. We prove characterization of free-Kummer and free Poisson distributions by freeness properties together with some assumptions about conditional moments. Our main tools are…
We present a combinatorial approach to the infinitesimal distribution of the Gaussian orthogonal ensemble (GOE). In particular we show how the infinitesimal moments are described by non-crossing partitions, but not of type B. We demonstrate…
In this article we introduce powerful tools and techniques from invariant theory to free analysis. This enables us to study free maps with involution. These maps are free noncommutative analogs of real analytic functions of several…
We derive exceedingly simple practical procedures revealing the quantum nature of states and measurements by the violation of classical upper bounds on the statistics of arbitrary measurements. Data analysis is minimum and definite…
We determine all the multiplicity-free representations of the symmetric group. This project is motivated by a combinatorial problem involving systems of set-partitions with a specific pattern of intersection.
In broad applications, it is routinely of interest to assess whether there is evidence in the data to refute the assumption of conditional independence of $Y$ and $X$ conditionally on $Z$. Such tests are well developed in parametric models…
In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…
It is well known that for a given Poisson structure one has infinitely many star products related through the Kontsevich gauge transformations. These gauge transformations have an infinite functional dimension (i.e., correspond to an…
The two-dimensional Ising model is representable as a lattice free-fermion field theory in terms of the integral over anticommuting Grassmann variables. The exact solution in a zero magnetic field then follows by evaluating Gaussian…
We propose a general modeling framework for marked Poisson processes observed over time or space. The modeling approach exploits the connection of the nonhomogeneous Poisson process intensity with a density function. Nonparametric Dirichlet…