相关论文: Characterization of probability measures based on …

This work is intended for researchers in the field of side-channel attacks, countermeasure analysis, and probing security. It reports on a formalization of simulatability in terms of categorical properties, which we think will provide a…

In a recent article A.M. Kagan and G.J.Sz\'ekely introduced a notion of Q-independent and Q-identical distributed random variables. We give a complete description of polynomials which appear in these definitions.

We develop a weighted local likelihood estimate for the parameters that govern the local spatial dependency of a locally stationary random field. The advantage of this local likelihood estimate is that it smoothly downweights the influence…

The Gaussian correlation inequality for multivariate zero-mean normal probabilities of symmetrical n-rectangles can be considered as an inequality for multivariate gamma distributions (in the sense of Krishnamoorthy and Parthasarathy [5])…

Measurements with randomly chosen settings determine many important properties of quantum states without the need for a shared reference frame or calibration. They naturally emerge in the context of quantum communication and quantum…

A random dense countable set is characterized (in distribution) by independence and stationarity. Two examples are `Brownian local minima' and `unordered infinite sample'. They are identically distributed; the former ad hoc proof of this…

This note provides additional interpretation for the counterfactual outcome distribution and corresponding unconditional quantile "effects" defined and estimated by Firpo, Fortin, and Lemieux (2009) and Chernozhukov, Fern\'andez-Val, and…

We study the dynamical properties of the random transverse-field Ising chain at criticality using a mapping to free fermions, with which we can obtain numerically exact results for system sizes, L, as large as 256. The probability…

Randomness or mutual independence is an important underlying assumption for most widely used statistical methods for circular data. Verifying this assumption is essential to ensure the validity and reliability of the resulting inferences.…

Let $X$ and $Y$ be independent variance-gamma random variables with zero location parameter; then the exact probability density function of the ratio $X/Y$ is derived. Some basic distributional properties are also derived, including…

The method of \emph{random integral representation}, that is, the method of representing a given probability measure as the probability distribution of some random integral, was quite successful in the past few decades. In this note we will…

In this article we prove a generalization of the Ejsmont characterization of the multivariate normal distribution. Based on it, we propose a new test for independence and normality. The test uses an integral of the squared modulus of the…

Measuring a strength of dependence of random variables is an important problem in statistical practice. In this paper, we propose a new function valued measure of dependence of two random variables. It allows one to study and visualize…

Constraint-based causal discovery algorithms utilize many statistical tests for conditional independence to uncover networks of causal dependencies. These approaches to causal discovery rely on an assumed correspondence between the…

We propose a method to characterize and quantify multipartite entanglement for pure states. The method hinges upon the study of the probability density function of bipartite entanglement and is tested on an ensemble of qubits in a variety…

In this investigation, the distribution of the ratio of two independently distributed xgamma (Sen et al. 2016) random variables X and Y , with different parameters, is proposed and studied. The related distributional properties such as,…

A collection of $n$ random events is said to be $(n - 1)$-wise independent if any $n - 1$ events among them are mutually independent. We characterise all probability measures with respect to which $n$ random events are $(n - 1)$-wise…

We present a framework for selecting and developing measures of dependence when the goal is the quantification of a relationship between two variables, not simply the establishment of its existence. Much of the literature on dependence…

This paper proposes a new mutual independence test for a large number of high dimensional random vectors. The test statistic is based on the characteristic function of the empirical spectral distribution of the sample covariance matrix. The…

We propose two model-free, permutation-based tests of independence between a pair of random variables. The tests can be applied to samples from any bivariate distribution: continuous, discrete or mixture of those, with light tails or heavy…