相关论文: Entropy and Variational principles for holonomic p…

For $X$, $Y$, $Z$ and $W$ compact metric spaces, consider two uniformly contractive IFS $\{\tau_x: Z\to Z,\, x\in x\}$ and $\{\tau_y:W\to W,\, y\in Y\}$. For a fixed $\alpha \in \mathcal{P}(X)$ with $supp(\alpha)=X$ we define the entropy of…

It is widely known that when $X$ is compact Hausdorff, and when $T: X \to X$ and $f: X \to \mathbb{R}$ are continuous, \begin{equation*} P(T,f) = \sup_{\text{$\mu$: Radon probability}} \left( h_\mu(T) + \int f\, \mathrm{d}\mu \right),…

We use the holonomic gradient method to evaluate the probability content of a simplex region under a multivariate normal distribution. This probability equals to the integral of the probability density function of the multivariate Gaussian…

We show that under minimal assumptions on a class of functions $\mathcal{H}$ defined on a probability space $(\mathcal{X},\mu)$, there is a threshold $\Delta_0$ satisfying the following: for every $\Delta\geq\Delta_0$, with probability at…

Given a symmetric $n\times n$ matrix $P$ with $0 \le P(u, v)\le 1$, we define a random graph $G_{n, P}$ on $[n]$ by independently including any edge $\{u, v\}$ with probability $P(u, v)$. For $k\ge 1$ let $\mathcal{A}_k$ be the property of…

A holonomic knot is a knot in 3-space which arises as the 2-jet extension of a smooth function on the circle. A holonomic knot associated to a generic function is naturally framed by the blackboard framing of the knot diagram associated to…

We introduce an harmonic analysis for iterated function systems (IFS) (X, mu) which is based on a Markov process on certain paths. The probabilities are determined by a weight function W on X. From W we define a transition operator R_W…

For any continuous probability measure $\mu$ on ${\mathbb R}$ we construct an IFS with probabilities having $\mu$ as its unique measure-attractor.

Given two measurable spaces $H$ and $D$ with countably generated $\sigma$-algebras, a perfect prior probability measure $P_H$ on $H$ and a sampling distribution $S: H \rightarrow D$, there is a corresponding inference map $I: D \rightarrow…

This paper deals with analytic families of holomorphic iterated function systems. Using real analyticity of the pressure function (which we prove), we establish a classification theorem for analytic families of holomorphic iterated function…

Graphons $W$ can be used as stochastic models to sample graphs $G_n$ on $n$ nodes for $n$ arbitrarily large. A graphon $W$ is said to have the $H$-property if $G_n$ admits a decomposition into disjoint cycles with probability one as $n$…

By holonomic guessing, we denote the process of finding a linear differential equation with polynomial coefficients satisfied by the generating function of a sequence, for which only a few first terms are known. Holonomic guessing has been…

The weighted entropy $H^{\rm w}_\phi (X)=H^{\rm w}_\phi (f)$ of a random variable $X$ with values $x$ and a probability-mass/density function $f$ is defined as the mean value ${\mathbb E} I^{\rm w}_\phi(X)$ of the weighted information…

It is proven that a conjecture of Tao (2010) holds true for log-concave random variables on the integers: For every $n \geq 1$, if $X_1,\ldots,X_n$ are i.i.d. integer-valued, log-concave random variables, then $$ H(X_1+\cdots+X_{n+1}) \geq…

Let $(X,d)$ be a compact metric space, and let an iterated function system (IFS) be given on $X$, i.e., a finite set of continuous maps $\sigma_{i}$: $ X\to X$, $i=0,1,..., N-1$. The maps $\sigma_{i}$ transform the measures $\mu $ on $X$…

We apply the holonomic gradient method to compute the distribution function of a weighted sum of independent noncentral chi-square random variables. It is the distribution function of the squared length of a multivariate normal random…

We apply the holonomic gradient method (HGM) introduced by [9] to the calculation of orthant probabilities of multivariate normal distribution. The holonomic gradient method applied to orthant probabilities is found to be a variant of…

Systems under holonomic constraints are classified within the generalized Hamiltonian framework as second-class constraints systems. We show that each system of point particles with holonomic constraints has a hidden gauge symmetry which…

Let $f_{i},i=1,2$ be continuous bundle random dynamical systems over an ergodic compact metric system $(\Omega,\mathcal{F},\mathbb{P},\vartheta)$. Assume that ${\bf a}=(a_{1},a_{2})\in\mathbb{R}^{2}$ with $a_{1}>0$ and $a_{2}\geq0$, $f_{2}$…

Let $M$ be a complete complex Hermitian manifold with metric $E_{M}$ and let $\varphi: [0,\infty)\rightarrow (0,\infty)$ be positive function such that $$\gamma_r=\sup\limits_{r\leq a<b}\left|(\varphi(a)-\varphi(b))/(a-b)\right|\leq C,~r\in…