相关论文: Root to Kellerer

Sklar's theorem is an important tool that connects bidimensional distribution functions with their marginals by means of a copula. When there is imprecision about the marginals, we can model the available information by means of p-boxes,…

We introduce and study the class of linear transfers between probability distributions and the dual class of Kantorovich operators between function spaces. Linear transfers can be seen as an extension of convex lower semi-continuous…

In this paper, we study a strong inverse approximation theorem and saturation order for the family of Kantorovich exponential sampling operators. The class of log-uniformly continuous and bounded functions, and class of log-H\"{o}lderian…

We consider powers of the absolute value of the characteristic polynomial of Haar distributed random orthogonal or symplectic matrices, as well as powers of the exponential of its argument, as a random measure on the unit circle minus small…

Using the $det^{S^2}$ map from [5], we introduce the notion of $S^2$-rank of a matrix of type $d\times \frac{s(s-1)}{2}$. As an application, we show that the conditional probability matrix associated to two random variables has the…

We adapt an argument of Tao and Vu to show that if $\lambda_1\le\cdots\le\lambda_d$ are the successive minima of an origin-symmetric convex body $K$ with respect to some lattice $\Lambda<\mathbb{R}^d$, and if we set…

Most results regarding Skorokhod embedding problems (SEP) so far rely on the assumption that the corresponding stopped process is uniformly integrable, which is equivalent to the convex ordering condition…

Vershik and Kerov conjectured in 1985 that dimensions of irreducible representations of finite symmetric groups, after appropriate normalization, converge to a constant with respect to the Plancherel family of measures on the space of Young…

In this article, we introduce a formal definition of the concept of probability tree and conduct a detailed and comprehensive study of its fundamental structural properties. In particular, we define what we term an inductive probability…

Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…

Generalizing the realized variance, the realized skewness (Neuberger, 2012) and the realized kurtosis (Bae and Lee, 2020), we construct realized cumulants with the so-called aggregation property. They are unbiased statistics of the…

We consider a Markov evolution of lozenge tilings of a quarter-plane and study its asymptotics at large times. One of the boundary rays serves as a reflecting wall. We observe frozen and liquid regions, prove convergence of the local…

The Knot Entropy Conjecture states that the exponential growth rate of the number of $n$-edge lattice polygons with knot-type $K$ is the same as that for unknot polygons. Moreover, the next order growth follows a power law in $n$ with an…

Recently Marcus, Spielman and Srivastava proved Weaver's ${\rm{KS}}_r$ conjecture, which gives a positive solution to the Kadison-Singer problem. Cohen and Br\"and\'en independently extended this result to obtain the arbitrary-rank version…

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

In this article, we prove that the measures $\mathbb{Q}_T$ associated to the one-dimensional Edwards' model on the interval $[0,T]$ converge to a limit measure $\mathbb{Q}$ when $T$ goes to infinity, in the following sense: for all $s\geq0$…

We give computable bounds on the rate of convergence of the transition probabilities to the stationary distribution for a certain class of geometrically ergodic Markov chains. Our results are different from earlier estimates of Meyn and…

Using maximal isotropic submodules in a quadratic module over Z_p, we prove the existence of a natural discrete probability distribution on the set of isomorphism classes of short exact sequences of co-finite type Z_p-modules, and then…

Correlation matrices are the sub-class of positive definite real matrices with all entries on the diagonal equal to unity. Earlier work has exhibited a parametrisation of the corresponding Cholesky factorisation in terms of partial…