相关论文: Decorrelation as an avatar of convexity

In this paper we elaborate on the interplay between energy optimization, positive definiteness, and discrepancy. In particular, assuming the existence of a $K$-invariant measure $\mu$ with full support, we show that conditional positive…

The study deals with a minimal energy problem over noncompact classes of infinite dimensional vector measures in a locally compact space. The components are positive measures (charges) satisfying certain normalizing assumptions and…

The minimality of the penalization function associated with a convex risk measure is analyzed in this paper. First, in a general static framework, we provide necessary and sufficient conditions for a penalty function defined in a convex and…

We are given a bounded Borel-measurable real-valued function on a product of countably many Polish spaces, and a product probability measure. We are interested in points in the product space that can be used to approximate the expected…

We give a partial answer to an important open problem in descriptive set theory, the Decomposability Conjecture for Borel functions on an analytic subset of a Polish space to a separable metrizable space. Our techniques employ deep results…

Given a positive definite kernel in a locally compact space, we study a minimal energy problem in the presence of an external field over the class of all nonnegative Radon measures that are supported by a given closed noncompact set,…

We define and study entanglement of continuous positive definite functions on products of compact groups. We formulate and prove an infinite-dimensional analog of Horodecki Theorem, giving a necessary and sufficient criterion for…

We provide sufficient conditions for uniqueness of an invariant probability measure of a Markov kernel in terms of (generalized) couplings. Our main theorem generalizes previous results which require the state space to be Polish. We provide…

Let $X = \left\{P \in [0,1]^{\bf N} : \left(\forall \nu \in {\bf N} \right) \left(P \left(\{\nu \} \right) > 0 \right) \wedge \sum\limits_{\nu = 0}^{\infty} P \left(\{\nu \} \right) = 1 \right\} $ be the Polish space of probability measures…

In the present paper we develop the theory of minimization for energies with multivariate kernels, i.e. energies, in which pairwise interactions are replaced by interactions between triples or, more generally, $n$-tuples of particles. Such…

The framework of this paper is that of risk measuring under uncertainty, which is when no reference probability measure is given. To every regular convex risk measure on ${\cal C}_b(\Omega)$, we associate a unique equivalence class of…

We study a positive-definite function associated to a measure-preserving equivalence relation on a standard probability space and use it to measure quantitatively the proximity of subequivalence relations. This is combined with a recent…

This article presents a theoretical study of uncertainty functionals on general measurable spaces. These functionals are fundamental in experimental design and global sensitivity analysis, where they are used to quantify variability and…

We consider the Monge-Kantorovich transport problem in an abstract measure theoretic setting. Our main result states that duality holds if $c:X\times Y\to [0,\infty)$ is an arbitrary Borel measurable cost function on the product of Polish…

A standard objective in computer experiments is to approximate the behaviour of an unknown function on a compact domain from a few evaluations inside the domain. When little is known about the function, space-filling design is advisable:…

Let $S$ be a Polish space and $(X_n:n\geq1)$ an exchangeable sequence of $S$-valued random variables. Let $\alpha_n(\cdot)=P(X_{n+1}\in \cdot\mid X_1,\...,X_n)$ be the predictive measure and $\alpha$ a random probability measure on $S$ such…

We consider a model for linear transient price impact for multiple assets that takes cross-asset impact into account. Our main goal is to single out properties that need to be imposed on the decay kernel so that the model admits…

We consider a constrained minimal energy problem with an external field over noncompact classes of infinite dimensional vector measures on a locally compact space. The components are positive measures (charges) that are constrained from…

The Gauss-Minkowski correspondence in $\mathbb{R}^2$ states the existence of a homeomorphism between the probability measures $\mu$ on $[0,2\pi]$ such that $\int_0^{2\pi} e^{ix}d\mu(x)=0$ and the compact convex sets (CCS) of the plane with…

Let $G = (V,E)$ be a connected graph. A probability measure $\mu$ on $V$ is called "balanced" if it has the following property: if $T_\mu(v)$ denotes the "earth mover's" cost of transporting all the mass of $\mu$ from all over the graph to…