相关论文: On distributions determined by their upward, space…

For $\varphi$ a normalized positive definite function on a locally compact abelian group $G$, we consider on the one hand the unitary representation $\pi_\varphi$ associated to $\varphi$ by the GNS construction, on the other hand the…

We study mod-$\varphi$ convergence of several probability distributions on the set of positive integers that involve Stirling numbers of both kinds and, as a consequence, derive various limit theorems for these distributions. We also derive…

Given a pair of self-adjoint-preserving completely bounded maps on the same $C^*$-algebra, say that $\varphi \leq \psi$ if the kernel of $\varphi$ is a subset of the kernel of $\psi$ and $\psi \circ \varphi^{-1}$ is completely positive. The…

In the framework of classical probability, we consider the normal product distribution $F_\infty \sim N_1 \times N_2$ where $N_1, N_2$ are two independent standard normal random variable, and in the setting of free probability, $F_\infty…

Our construction of the Wiener measure on $\textbf{C}=\textbf{C}[0, \infty)$ consists in first defining a set function $\varphi$\ on the class of all compact sets based on certain $n$-dimensional normal distributions, $n = 1,\ 2,\ldots$\…

We prove that if $p\geq 1$ and $-1\leq r\leq p-1$ then the binomial sequence $\binom{np+r}{n}$, $n=0,1,...$, is positive definite and is the moment sequence of a probability measure $\nu(p,r)$, whose support is contained in…

Singular statistical models arise whenever different parameter values induce the same distribution, leading to non-identifiability and a breakdown of classical asymptotic theory. While existing approaches analyze these phenomena in…

Let $(\varphi_i)_{i=1}^n$ be mutually orthogonal functions on a probability space such that $\|\varphi_i\|_\infty \leq 1 $ for all $i \in [n]$. Let $\alpha > 0$. Let $\Phi(u) = u^2 \log^{\alpha}(u)$ for $u \geq u_{0}$, and $\Phi(u) =…

We consider a family of one-dimensional diffusions, in dynamical Wiener mediums, which are random perturbations of the Ornstein-Uhlenbeck diffusion process. We prove quenched and annealed convergences in distribution and under weighted…

We give an alternative characterization of the class of Muckenhoupt weights $A_{\infty, \mathfrak B}$ for homothecy invariant Muckenhoupt bases $\mathfrak B$ consisting of convex sets. In particular we show that $w\in A_{\infty, \mathfrak…

This paper provides an existence-and-uniqueness theorem characterizing the stochastic integral with respect to a Wiener process. The integral is represented as a mapping from the space of measurable and adapted pathwise locally integrable…

We establish conditions to characterize probability measures by their $L^{p}$-quantization error functions in both $\mathbb{R}^{d}$ and Hilbert settings. This characterization is two-fold: static (identity of two distributions) and dynamic…

A continuous approximation for the results of [1] is obtained. In this approximation the energy distribution is represented in the form of the product of the Gibbs factor and superstatistics factor. The mutual weights of the factors are…

Let $\mu$ and $\nu$ be probability measures on $\mathbb{R}$ with compact support, and let $\mu \boxplus \nu$ denote their additive free convolution. We show that for $z \in \mathbb{R}$ greater than the sum of essential suprema of $\mu$ and…

Let $f$ be the density function associated to a matrix-exponential distribution of parameters $(\alpha, T,s)$. By exponentially tilting $f$, we find a probabilistic interpretation which generalises the one associated to phase-type…

We study the problem of sampling from a distribution $\mu$ with density $\propto e^{-V}$ for some potential function $V:\mathbb R^d\to \mathbb R$ with query access to $V$ and $\nabla V$. We start with the following standard assumptions: (1)…

The result of performing integrations over connection type variables in the path integral for the discrete field theory may be poorly defined in the case of non-compact gauge group with the Haar measure exponentially growing in some…

Let $d$ be a probability distribution. Under certain mild conditions we show that $$ \lim_{x\to\infty}x\sum_{n=1}^\infty \frac{d^{*n}(x)}{n}=1,\qquad\text{where}\quad d^{*n}:=\underbrace{\,d*d*\cdots*d\,}_{n\text{ times}}. $$ For a…

A matrix factorization problem is considered. The matrix to be factorized is algebraic, has dimension 2 X 2 and belongs to Moiseev's class. A new method of factorization is proposed. First, the matrix factorization problem is reduced to a…

In this paper, we study the uniqueness of the differential-difference of meromorphic functions. We prove the following result: Let $f$ be a nonconstant meromorphic function of $\rho_{2}(f)<1$, let $\eta$ be a non-zero complex number,…