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We describe an Aldous--Hoover-type characterization of random relational structures that are exchangeable relative to a fixed structure which may have various equivalence relations. Our main theorem gives the common generalization of the…

逻辑 · 数学 2016-05-17 Harry Crane , Henry Towsner

According to the Wiener-Hopf factorization, the characteristic function $\varphi$ of any probability distribution $\mu$ on $\mathbb{R}$ can be decomposed in a unique way as…

概率论 · 数学 2017-11-29 Loïc Chaumont , Ron Doney

We derive a generalization of the Perron-Frobenius theorem to time-varying row-stochastic matrices as follows: using Kolmogorov's concept of absolute probability sequences, which are time-varying analogs of principal eigenvectors, we…

最优化与控制 · 数学 2024-12-06 Rohit Parasnis , Massimo Franceschetti , Behrouz Touri

Conformal prediction is a widely used method to quantify the uncertainty of a classifier under the assumption of exchangeability (e.g., IID data). We generalize conformal prediction to the Hidden Markov Model (HMM) framework where the…

Arrow's Theorem concerns a fundamental problem in social choice theory: given the individual preferences of members of a group, how can they be aggregated to form rational group preferences? Arrow showed that in an election between three or…

概率论 · 数学 2021-09-27 Frederic Koehler , Elchanan Mossel

We develop further the graph limit theory for dense weighted graph sequences. In particular, we consider probability graphons, which have recently appeared in graph limit theory as continuum representations of weighted graphs, and we…

概率论 · 数学 2024-08-15 Giulio Zucal

Markov categories are a recent category-theoretic approach to the foundations of probability and statistics. Here we develop this approach further by treating infinite products and the Kolmogorov extension theorem. This is relevant for all…

范畴论 · 数学 2024-08-07 Tobias Fritz , Eigil Fjeldgren Rischel

The Aldous diffusion is a conjectured Markov process on the space of real trees that is the continuum analogue of discrete Markov chains on binary trees. We construct this conjectured process via a consistent system of stationary evolutions…

概率论 · 数学 2018-09-21 Noah Forman , Soumik Pal , Douglas Rizzolo , Matthias Winkel

In [Ald00], Aldous investigates a symmetric Markov chain on cladograms and gives bounds on its mixing and relaxation times. The latter bound was sharpened in [Sch02]. In the present paper we encode cladograms as binary, algebraic measure…

概率论 · 数学 2020-09-25 Wolfgang Löhr , Leonid Mytnik , Anita Winter

The notion of probability plays an important role in almost all areas of science and technology. In modern mathematics, however, probability theory means nothing other than measure theory, and the operational characterization of the notion…

概率论 · 数学 2019-09-09 Kohtaro Tadaki

The well-known Heyde theorem characterizes the Gaussian distributions on the real line by the symmetry of the conditional distribution of one linear form of independent random variables given another. We generalize this theorem to groups of…

概率论 · 数学 2024-05-31 Gennadiy Feldman

A measure on a locally compact group is called spread out if one of its convolution powers is not singular with respect to Haar measure. Using Markov chain theory, we conduct a detailed analysis of random walks on homogeneous spaces with…

动力系统 · 数学 2023-06-22 Roland Prohaska

For a uniform random labelled tree, we find the limiting distribution of tree parameters which are stable (in some sense) with respect to local perturbations of the tree structure. The proof is based on the martingale central limit theorem…

组合数学 · 数学 2022-06-16 Mikhail Isaev , Angus Southwell , Maksim Zhukovskii

Conditional on the extended Riemann hypothesis, we show that with high probability, the characteristic polynomial of a random symmetric $\{\pm 1\}$-matrix is irreducible. This addresses a question raised by Eberhard in recent work. The main…

概率论 · 数学 2021-06-09 Asaf Ferber , Vishesh Jain , Ashwin Sah , Mehtaab Sawhney

We introduce a theory of probability in $\lambda$-rings designed to efficiently describe random variables valued in multisets of complex numbers, varieties over a field, or other similar enriched settings. A key role is played by the…

数论 · 数学 2025-06-10 Sean Howe

We use Markov categories to generalize the basic theory of Markov chains and hidden Markov models to an abstract setting. This comprises characterizations of hidden Markov models in terms of conditional independences and algorithms for…

统计理论 · 数学 2025-08-26 Tobias Fritz , Andreas Klingler , Drew McNeely , Areeb Shah-Mohammed , Yuwen Wang

The notion of probability plays an important role in almost all areas of science and technology. In modern mathematics, however, probability theory means nothing other than measure theory, and the operational characterization of the notion…

概率论 · 数学 2021-12-17 Kohtaro Tadaki

The Aldous--Broder algorithm provides a way of sampling a uniformly random spanning tree for finite connected graphs using simple random walk. Namely, start a simple random walk on a connected graph and stop at the cover time. The tree…

概率论 · 数学 2021-03-29 Yiping Hu , Russell Lyons , Pengfei Tang

Aldous' spectral gap conjecture asserts that on any graph the random walk process and the random transposition (or interchange) process have the same spectral gap. We prove the conjecture using a recursive strategy. The approach is a…

概率论 · 数学 2015-05-13 Pietro Caputo , Thomas M. Liggett , Thomas Richthammer

We give necessary and sufficient conditions to characterize the convergence in distribution of a sequence of arbitrary random variables to a probability distribution which is the invariant measure of a diffusion process. This class of…

概率论 · 数学 2015-11-13 Seiichiro Kusuoka , Ciprian Tudor