相关论文: Indeterminacy of the moment problem for symmetric …

In standard treatments of stochastic filtering one first has to estimate the values of the parameters of the model. Simply running the filter without considering the reliability of this estimate does not take into account this additional…

We study a semismooth Newton-type method for the nearest doubly stochastic matrix problem where both differentiability and nonsingularity of the Jacobian can fail. The optimality conditions for this problem are formulated as a system of…

The Lagrange identity expresses the second derivative of the moment of inertia of a system of material points through kinetic energy and homogeneous potential energy, from which follows the Jacobi well-known result on the instability of a…

We consider the quickest change detection problem where both the parameters of pre- and post- change distributions are unknown, which prevents the use of classical simple hypothesis testing. Without additional assumptions, optimal solutions…

The purpose of this paper is to analyze the isoperimetric inequality for symmetric log-convex probability measures on the line. Using geometric arguments we first re-prove that extremal sets in the isoperimetric inequality are intervals or…

We establish relationships between the classical moments problems which are problems of a construction of a measure supported on a real line, on a half-line or on an interval from prescribed set of moments with the Boundary control approach…

An extension of the Born rule, the {\it quantum typicality rule}, has recently been proposed [B. Galvan: Found. Phys. 37, 1540-1562 (2007)]. Roughly speaking, this rule states that if the wave function of a particle is split into…

In this paper, we prove an optimal global rigidity estimate for the eigenvalues of the Jacobi unitary ensemble. Our approach begins by constructing a random measure defined through the eigenvalue counting function. We then prove its…

In this paper we provide sufficient conditions which guarantee the existence of a system of invariant measures for semigroups associated to systems of parabolic differential equations with unbounded coefficients. We prove that these…

The Mallows measure on the symmetric group $S_n$ is the probability measure such that each permutation has probability proportional to $q$ raised to the power of the number of inversions, where $q$ is a positive parameter and the number of…

In this paper, we address the problem of uncertainty propagation through nonlinear stochastic dynamical systems. More precisely, given a discrete-time continuous-state probabilistic nonlinear dynamical system, we aim at finding the sequence…

Let $M_n$ be drawn uniformly from all $\pm 1$ symmetric $n \times n$ matrices. We show that the probability that $M_n$ is singular is at most $\exp(-c(n\log n)^{1/2})$, which represents a natural barrier in recent approaches to this…

We consider the homogenization of parabolic equations with large spatially-dependent potentials modeled as Gaussian random fields. We derive the homogenized equations in the limit of vanishing correlation length of the random potential. We…

We study the 'critical moments' of subcritical Gaussian multiplicative chaos (GMCs) in dimensions $d \leq 2$. In particular, we establish a fully explicit formula for the leading order asymptotics, which is closely related to large…

Heisenberg's uncertainty principle has recently led to general measurement uncertainty relations for quantum systems: incompatible observables can be measured jointly or in sequence only with some unavoidable approximation, which can be…

We recall the definition and the properties of a moment sequence and recall that all real sequences that have a finite rank of its Hankel matrix (see definition in the sequel) satisfy a homogeneous linear equation with constant…

In this work, we are concerned with existence and uniqueness of invariant measures for path-dependent random diffusions and their time discretizations. The random diffusion here means a diffusion process living in a random environment…

In this paper we study the fully nonlinear stochastic Hamilton-Jacobi-Bellman (HJB) equation for the optimal stochastic control problem of stochastic differential equations with random coefficients. The notion of viscosity solution is…

It is well known that nonrelativistic quantum mechanics presents a clear asymmetry between space and time. Much of this asymmetry is attributed to the lack of Lorentz invariance of the theory. Nonetheless, a recent work [Phys. Rev. A…

Testing whether a probability distribution is compatible with a given Bayesian network is a fundamental task in the field of causal inference, where Bayesian networks model causal relations. Here we consider the class of causal structures…