相关论文: Rigid characterizations of probability measures th…
We suggest novel correlation coefficients which equal the maximum correlation for a class of bivariate Lancaster distributions while being only slightly smaller than maximum correlation for a variety of further bivariate distributions. In…
Probabilistic independence is a useful concept for describing the result of random sampling---a basic operation in all probabilistic languages---and for reasoning about groups of random variables. Nevertheless, existing verification methods…
We prove an $L^2$-stability estimate for the variance Brascamp-Lieb inequality [J. Funct. Anal. 22 (4), 366-389 (1976)] by bootstrapping the recent $L^1$-stability theorem of Machado and Ramos [arXiv:2511.22636] under an additional…
Based on the q-exponential distribution which has been observed in more and more physical systems, the varentropy method is used to derive the uncertainty measure of such an abnormal distribution function. The uncertainty measure obtained…
We characterize various forms of positive dependence, such as association, positive supermodular association and dependence, and positive orthant dependence, for jump-Feller processes. Such jump processes can be studied through their…
Bell-type experiments that test correlated observables typically involve measurements of spin or polarization on multi-particle systems in singlet states. These observables are all non-commuting and satisfy an uncertainty relation.…
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…
We consider a general class of empirical-type likelihoods and develop higher order asymptotics with a view to characterizing members thereof that allow the existence of possibly data-dependent probability matching priors ensuring…
A new axiomatic characterization with a minimum of conditions for entropy as a function on the set of states in quantum mechanics is presented. Traditionally unspoken assumptions are unveiled and replaced by proven consequences of the…
This article introduces a Bayesian nonparametric method for quantifying the relative evidence in a dataset in favour of the dependence or independence of two variables conditional on a third. The approach uses Polya tree priors on spaces of…
Convergence rate estimates in limit theorems for sums of independent random variables are considered.
We use Brascamp-Lieb's inequality to obtain new decoupling inequalities for general Gaussian vectors, and for stationary cyclic Gaussian processes. In the second case, we use a version by Bump and Diaconis of the strong Szego limit theorem.…
Bell inequalities rely on an assumption that the probabilities of adopting configurations of hidden variables describing a system prior to measurement are independent of the choice of measured physical property, also known as measurement…
In this paper, we show that the likelihood-ratio measure (a) is invariant with respect to dominating sigma-finite measures, (b) satisfies logical consequences which are not satisfied by standard $p$-values, (c) respects frequentist…
An inequality of Brascamp and Lieb provides a bound on the covariance of two functions with respect to log-concave measures. The bound estimates the covariance by the product of the $L^2$ norms of the gradients of the functions, where the…
This paper introduces a comprehensive framework for complex-valued probability measures and explores their novel applications in information theory and statistical analysis. We define a complex probability measure as a phase-modulated…
Information theory on a time-discrete setting in the framework of time series analysis is generalized to the time-continuous case. Considerations of the Roessler and Lorenz dynamics as well as the Ornstein-Uhlenbeck process yield for…
This paper proves that, under a monotonicity condition, the invariant probability measure of a McKean--Vlasov process can be approximated by weighted empirical measures of some processes including itself. These processes are described by…
We propose a new approach to the problem of defining the degree of entanglement between two particles in a pure state with Hilbert spaces of arbitrary finite dimensions. The central idea is that entanglement gives rise to correlations…
Testing the independence between random vectors is a fundamental problem in statistics. Distance correlation, a recently popular dependence measure, is universally consistent for testing independence against all distributions with finite…