相关论文: The Kagan characterization theorem on Banach space…

For positive integers $k < n$ such that $k$ divides $n$, let $(n)^k_{\hom}$ be the set of homogeneous $k$-partitions of $\{1, \dots, n\}$, that is, the set of partitions of $\{1, \dots, n\}$ into $k$ classes of the same cardinality. In the…

We define an interesting class of semigroups of operators in Banach spaces, namely, the randomly generated semigroups. This class contains as a remarkable subclass a special type of quantum dynamical semigroups introduced by Kossakowski in…

Bayesian networks provide a powerful tool for reasoning about probabilistic causation, used in many areas of science. They are, however, intrinsically classical. In particular, Bayesian networks naturally yield the Bell inequalities.…

In this paper, explicit error bounds are derived in the approximation of rank $k$ projections of certain $n$-dimensional random vectors by standard $k$-dimensional Gaussian random vectors. The bounds are given in terms of $k$, $n$, and a…

The Riemannian geometry of covariance matrices has been essential to several successful applications, in computer vision, biomedical signal and image processing, and radar data processing. For these applications, an important ongoing…

We prove that distribution dependent (also called McKean--Vlasov) stochastic delay equations of the form \begin{equation*} \mathrm{d}X(t)= b(t,X_t,\mathcal{L}_{X_t})\mathrm{d}t+ \sigma(t,X_t,\mathcal{L}_{X_t})\mathrm{d}W(t) \end{equation*}…

Real-world signals typically span across multiple dimensions, that is, they naturally reside on multi-way data structures referred to as tensors. In contrast to standard ``flat-view'' multivariate matrix models which are agnostic to data…

Data assimilation in models representing spatio-temporal phenomena poses a challenge, particularly if the spatial histogram of the variable appears with multiple modes. The traditional Kalman model is based on a Gaussian initial…

We give a general setting for Cram\'er's large deviations theorem for the empirical means of a sequence of i.i.d. random vectors, which contains Cram\'er's theorem in a Banach space and Sanov's theorem. ----- Nous \'etablissons un cadre…

The class of selfdecomposable distributions in free probability theory was introduced by Barndorff-Nielsen and the third named author. It constitutes a fairly large subclass of the freely infinitely divisible distributions, but so far…

The central limit theorem provides the theoretical foundation for the universality of the normal distribution: under broad conditions, the asymptotic distribution of a sum of independent random variables approaches a Gaussian. Yet, physical…

In a memoir published in 1936 in the Annales de Institut Poincare, M. de Mises demonstrates that under certain conditions, the distribution (law of probability) of the so-called statistical functions tends towards the Gaussian, the…

In $1946$, Mark Kac proved a Central Limit type theorem for a sequence of random variables that were not independent. The random variables under consideration were obtained from the angle-doubling map. The idea behind Kac's proof was to…

Building on earlier work introducing the notion of "mod-Gaussian" convergence of sequences of random variables, which arises naturally in Random Matrix Theory and number theory, we discuss the analogue notion of "mod-Poisson" convergence.…

What can we say about the spectra of a collection of microscopic variables when only their coarse-grained sums are experimentally accessible? In this paper, using the tools and methodology from the study of quantum nonlocality, we develop a…

This is a chapter for the forthcoming New Handbook of Mathematical Psychology, to be published by Cambridge University Press. A systematic theory of random variables and joint distributions under varying conditions is presented. This is a…

Under certain conditions on k we calculate the limit distribution of the k:th largest eigenvalue, x_k, of the Gaussian Unitary Ensemble (GUE). More specifically, if n is the dimension of a random matrix from the GUE and k is such that both…

We construct a model of M-theory vacua using gauged S-duality and the Chan-Paton symmetries by introducing an infinite number of open string charges. In the Bechi-Rouet-Stora-Tyutin formalism, the local description of the gauged S-duality…

We show that the refined Donaldson-Thomas invariants of C3, suitably normalized, have a Gaussian distribution as limit law. Combinatorially these numbers are given by weighted counts of 3D partitions. Our technique is to use the…

In this paper, we derive a characterization theorem for the path-independent property of the density of the Girsanov transformation for {\it degenerated} stochastic differential equations (SDEs), extending the characterization theorem of…