相关论文: Some duality results for equivalence couplings and…

We introduce and study a notion of duality for two classes of optimization problems commonly occurring in probability theory. That is, on an abstract measurable space $(\Omega,\mathcal{F})$, we consider pairs $(E,\mathcal{G})$ where $E$ is…

Let $(\Omega,\mathcal{F},P)$ be a probability space and $\mathcal{N}$ the class of those $F\in\mathcal{F}$ satisfying $P(F)\in\{0,1\}$. For each $\mathcal{G}\subset\mathcal{F}$, define $\overline{\mathcal{G}}=\sigma(\mathcal{G}\cup\mathcal…

Let $G$ be $\text{SO}^\circ(n,1)$ for $n \geq 3$ and consider a lattice $\Gamma < G$. Given a standard Borel probability $\Gamma$-space $(\Omega,\mu)$, consider a measurable cocycle $\sigma:\Gamma \times \Omega \rightarrow…

Let $\alpha\in(1,\infty)$ and $\mu$ be a regular finite Borel measure on a locally compact abelian group. The paper deals with a general trigonometric approximation problem in $L^\alpha(\mu)$, which arises in prediction theory of…

Given positive measures $\nu,\mu$ on an arbitrary measurable space $(\Omega, \mathcal F)$, we construct a sequence of finite partitions $(\pi_n)_n$ of $(\Omega, \mathcal F)$ s.t. $$ \sum_{A\in \pi_n: \mu(A)>0} 1_{A} \frac{\nu(A)}{\mu(A)}…

In this paper we consider equimeasurable symmetric(rearrangement invariant) spaces $\mathbf{E}_1 = \mathbf{E}_1(\Omega_1,\mathcal{F}_1,\mu_1)$ and $\mathbf{E}_2 = \mathbf{E}_2(\Omega_2,\mathcal{F}_2,\mu_2)$ on a measure spaces $(\Omega_1,…

Let $(\Omega, \mathcal{A}, \mu)$ be a probability space. The classical Borel-Cantelli Lemma states that for any sequence of $\mu$-measurable sets $E_i$ ($i=1,2,3,\dots$), if the sum of their measures converges then the corresponding…

Let $S$ be a Polish space and $(X_n:n\geq1)$ an exchangeable sequence of $S$-valued random variables. Let $\alpha_n(\cdot)=P(X_{n+1}\in \cdot\mid X_1,\...,X_n)$ be the predictive measure and $\alpha$ a random probability measure on $S$ such…

We consider the minimization problem of $\phi$-divergences between a given probability measure $P$ and subsets $\Omega$ of the vector space $\mathcal{M}_\mathcal{F}$ of all signed finite measures which integrate a given class $\mathcal{F}$…

For a general class of Gaussian processes $W$, indexed by a sigma-algebra $\mathscr F$ of a general measure space $(M,\mathscr F, \sigma)$, we give necessary and sufficient conditions for the validity of a quadratic variation representation…

We revisit universal features of duality in linear and nonlinear relativistic scalar and Abelian 1-form theories with single or multiple fields, which exhibit ordinary or generalized global symmetries. We show that such global symmetries…

Let $\mu$ and $\nu$ be two Borel probability measures on two separable metric spaces $\X$ and $\Y$ respectively. For $h, g$ be two Hausdorff functions and $q\in \R$, we introduce and investigate the generalized pseudo-packing measure…

We consider the problem of finding the maximum of $\mathbb{E}_{\nu}[f(X)]$ where $\nu$ is allowed to vary over all the probability measures on a Polish space $S$ for which $d_c(\mu,\nu)\leq \theta$, in which $d_c$ is an optimal transport…

Let $\Omega$ be a Polish space with Borel $\sigma$-field $\mathcal{F}$ and countably generated sub $\sigma$-field $\mathcal{G}\subset\mathcal{F}$. Denote by $\mathcal{L}(\mathcal{F})$ the set of all bounded $\mathcal{F}$-upper semianalytic…

Given two measurable spaces $H$ and $D$ with countably generated $\sigma$-algebras, a perfect prior probability measure $P_H$ on $H$ and a sampling distribution $S: H \rightarrow D$, there is a corresponding inference map $I: D \rightarrow…

Let $\S$ be a commutative semigroup with identity $e$ and let $\Gamma$ be a compact subset in the pointwise convergence topology of the space $\S'$ of all non-zero multiplicative functions on $\S.$ Given a continuous function $F: \Gamma \to…

The paper answers two open questions that were raised in by Keisler and Sun. The first question asks, if we have two Loeb equivalent spaces $(\Omega, \mathcal F, \mu)$ and $(\Omega, \mathcal G, \nu)$, does there exist an internal…

We propose a sequential topology on the space of sub-$\sigma$-algebras of a separable probability space $(\Omega,\mathcal{F},\mathbb{P})$ by linking conditional expectations on $L^{2}$ along sequences of sub-$\sigma$-algebras. The varying…

The duality $L^{\infty}\simeq (L^{1})'$ frequently breaks down in the presence of model uncertainty, where a single reference measure $P$ is replaced by a non-dominated family of probability measures $\mathcal{P}$. The unavailability of…

We examine Fourier frames and, more generally, frame measures for different probability measures. We prove that if a measure has an associated frame measure, then it must have a certain uniformity in the sense that the weight is distributed…