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In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…

概率论 · 数学 2011-02-11 Mikhail Gordin , Magda Peligrad

We know that the marginals in a multinomial distribution are binomial variates exhibiting a negative correlation. But we can construct two linear combinations of such marginals in such a way to obtain a positive correlation. We discuss the…

离散数学 · 计算机科学 2007-05-23 Mario Catalani

The Wightman function for a massive free scalar field is studied within the light front formulation, while a special attention is paid to its mass dependence. The long lasting inconsistency is successfully solved by means of the novel…

高能物理 - 理论 · 物理学 2007-05-23 Jerzy A. Przeszowski , Jan Zochowski

We construct a complex entire function with arbitrary number of variables which has the following property: The infinite set consisting of all the values of all its partial derivatives of any orders at all algebraic points, including zero…

数论 · 数学 2022-08-04 Haruki Ide , Taka-aki Tanaka

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…

泛函分析 · 数学 2021-04-21 Uwe Franz

We show that under quite general conditions, various multifractal spectra may be obtained as Legendre transforms of functions $T\colon \RR\to \RR$ arising in the thermodynamic formalism. We impose minimal requirements on the maps we…

动力系统 · 数学 2010-02-04 Vaughn Climenhaga

Based on a new analytical approach to the definition of additive free convolution on probability measures on the real line we prove free analogs of limit theorems for sums for non-identically distributed random variables in classical…

算子代数 · 数学 2007-05-23 G. P. Chistyakov , F. Götze

The free central-limit theorem, a fundamental theorem in free probability, states that empirical averages of freely independent random variables are asymptotically semi-circular. We extend this theorem to general dynamical systems of…

概率论 · 数学 2022-11-29 Morgane Austern

The definition of the conditional probability is very important in the theory of the probability. This definition is based on the fact, that random events can be simultaneously measurable. This paper deal with the problem of conditioning…

数学物理 · 物理学 2009-11-10 Olga Nanasiova

In spite of its high practical relevance, cluster specific multiple inference for linear mixed model predictors has hardly been addressed so far. While marginal inference for population parameters is well understood, conditional inference…

统计理论 · 数学 2022-02-25 Peter Kramlinger , Tatyana Krivobokova , Stefan Sperlich

We present a linear functional calculus with both the safety guarantees expressible with linear types and the rich language of combinators and composition provided by functional programming. Unlike previous combinations of linear typing and…

编程语言 · 计算机科学 2017-03-17 J. Garrett Morris

Recent authors have proposed analyzing conditional reasoning through a notion of intervention on a simulation program, and have found a sound and complete axiomatization of the logic of conditionals in this setting. Here we extend this…

人工智能 · 计算机科学 2018-07-31 Duligur Ibeling

This paper proposes new tests of conditional independence of two random variables given a single-index involving an unknown finite-dimensional parameter. The tests employ Rosenblatt transforms and are shown to be distribution-free while…

统计理论 · 数学 2009-11-20 Kyungchul Song

We describe a new framework of a sublinear expectation space and the related notions and results of distributions, independence. A new notion of G-distributions is introduced which generalizes our G-normal-distribution in the sense that…

概率论 · 数学 2008-03-19 Shige Peng

In this study, we propose the sublinear expectation structure under countable state space. To describe an interesting "nonlinear randomized" trial, based on a convex compact domain, we introduce a family of probability measures under…

概率论 · 数学 2025-06-06 Shuzhen Yang , Wenqing Zhang

In this paper, a connection between bi-free probability and the theory of non-commutative stochastic processes is examined. Specifically it is demonstrated that the transition operators for non-commutative stochastic processes can be…

算子代数 · 数学 2022-04-26 Paul Skoufranis

The paper introduces a new concept of $\Lambda $-variation of multivariable functions and investigates its connection with the convergence of multidimensional Fourier series

偏微分方程分析 · 数学 2012-10-09 Ushangi Goginava , Artur Sahakian

We determine the distributional behavior for products of free random variables in a general infinitesimal triangular array. In the case of positive variables, the main theorem extends a result proved earlier for arrays with identically…

算子代数 · 数学 2007-05-23 Hari Bercovici , Jiun-Chau Wang

This paper introduces the notions of independence and conditional independence in valuation-based systems (VBS). VBS is an axiomatic framework capable of representing many different uncertainty calculi. We define independence and…

人工智能 · 计算机科学 2013-03-25 Prakash P. Shenoy

In this paper, the algebra of the differences of two multiply monotone functions on $\mathbb{R}_+=(0,+\infty)$ is studied. A sufficient condition for the function $f_0\big(|x|_{p,d}\big)$, where…

经典分析与常微分方程 · 数学 2017-03-14 R. M. Trigub