相关论文: Weak Convergence of Probability Measures

Motivated in part by understanding average case analysis of fundamental algorithms in computer science, and in part by the wide array of network data available over the last decade, a variety of random graph models, with corresponding…

We give an overview of two approaches to probability theory where lower and upper probabilities, rather than probabilities, are used: Walley's behavioural theory of imprecise probabilities, and Shafer and Vovk's game-theoretic account of…

We develop and analyze $M$-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variational characterization of $f$-divergences, which allows the…

Approximate Bayesian computation (ABC) methods, which are applicable when the likelihood is difficult or impossible to calculate, are an active topic of current research. Most current ABC algorithms directly approximate the posterior…

Probabilistic submeasures generalizing the classical (numerical) submeasures are introduced and discussed in connection with some classes of aggregation functions. A special attention is paid to triangular norm-based probabilistic…

Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, it seems to be a considerable restriction when the potentials are often required to be smooth (gradient Lipschitz). This paper…

Recently, varextropy has been introduced as a new dispersion index and a measure of information. In this article, we derive the generating function of extropy and present its infinite series representation. Furthermore, we propose new…

A parametric method similar to autoregressive spectral estimators is proposed to determine the probability density function (pdf) of a random set. The method proceeds by maximizing the likelihood of the pdf, yielding estimates that perform…

Conventional quantum mechanics describes a pre- and post-selected system in terms of virtual (Feynman) paths via which the final state can be reached. In the absence of probabilities, a weak measurement (WM) determines the probability…

This note aims at presenting several new theoretical results for the compound Poisson point process, which follows the work of Zhang \emph{et al.} [Insurance~Math.~Econom.~59(2014), 325-336]. The first part provides a new characterization…

Weakly almost i.i.d. quantum sources are sequences of multipartite states whose fixed-size marginals converge, on average, to tensor powers of a reference state, while allowing arbitrary global correlations and entanglement. We establish…

Suppose $X_1,\dots, X_n$ is a random sample from a bounded and decreasing density $f_0$ on $[0,\infty)$. We are interested in estimating such $f_0$, with special interest in $f_0(0)$. This problem is encountered in various statistical…

A weak measurement on a system is made by coupling a pointer weakly to the system and then measuring the position of the pointer. If the initial wavefunction for the pointer is real, the mean displacement of the pointer is proportional to…

We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting process is the stochastic integral driven by $\alpha-$stable…

Weak measurements are a new tool for characterizing post-selected quantum systems during their evolution. Weak measurement was originally formulated in terms of von Neumann interactions which are practically available for only the simplest…

Randomization tests are based on a re-randomization of existing data to gain data-dependent critical values that lead to exact hypothesis tests under special circumstances. However, it is not always possible to re-randomize data in…

This work investigates binary hypothesis testing between $H_0\sim P_0$ and $H_1\sim P_1$ in the finite-sample regime under asymmetric error constraints. By employing the ``reverse" R\'enyi divergence, we derive novel non-asymptotic bounds…

We consider a special class of weak dependent random variables with control on covariances of Lipschitz transformations. This class includes, but is not limited to, positively, negatively associated variables and a few other classes of…

The paper estimates the rate of convergence of the weak Euler approximation for the solutions of SDEs with Hoelder continuous coefficients driven by point and martingale measures. The equation considered has a non-degenerate main part whose…

We introduce the class of {\em strongly Rayleigh} probability measures by means of geometric properties of their generating polynomials that amount to the stability of the latter. This class covers important models such as determinantal…