相关论文: Extreme exchangeable random order processes by pos…

The aim of this paper is to establish Hoeffding and Bernstein type concentration inequalities for weighted sums of exchangeable random variables. A special case is the i.i.d. setting, where random variables are sampled independently from…

We obtain approximation results for general positive linear operators satisfying mild conditions, when acting on discontinuous functions and absolutely continuous functions having discontinuous derivatives. The upper bounds, given in terms…

Extreme-value theory for random vectors and stochastic processes with continuous trajectories is usually formulated for random objects all of whose univariate marginal distributions are identical. In the spirit of Sklar's theorem from…

We consider positively supported Borel measures for which all moments exist. On the set of compactly supported measures in this class a partial order is defined via eventual dominance of the moment sequences. Special classes are identified…

We define new norms for symmetric tensors over ordered normed spaces; these norms are defined by considering linear combinations of tensor products or powers of positive elements only. Relations between the different norms are studied. The…

Working over infinite dimensional separable Hilbert spaces, residual results have been achieved for the space of contractive $C_{0}$-semigroups under the topology of uniform weak operator convergence on compact subsets of $\mathbb{R}_{+}$.…

Inspired by the works of Zagier, we study the probability measures $\nu(t)$ with support on the flat tori which are the compact orbits of the maximal unipotent subgroup acting holomorphically on the positive orthonormal frame bundle…

We study the problem of when, given a countable homogeneous structure $M$ and a space $S$ of expansions of $M$, every $\mathrm{Aut}(M)$-invariant probability measure on $S$ is exchangeable (i.e. invariant under all permutations of the…

We consider the notion of the matrix (tensor) distribution of a measurable function of several variables. On the one hand, it is an invariant of this function with respect to a certain group of transformations of variables; on the other…

We investigate permutation-invariant continuous variable quantum states and their covariance matrices. We provide a complete characterization of the latter with respect to permutation-invariance, exchangeability and representing convex…

The aim of this paper is to investigate extremum problems with pay-off being the total variational distance metric defined on the space of probability measures, subject to linear functional constraints on the space of probability measures,…

Necessary and sufficient conditions for a measure to be an extreme point of the set of measures (on an abstract measurable space) with prescribed generalized moments are given, as well as an application to extremal problems over such moment…

We introduce a general framework for de Finetti reduction results, applicable to various notions of partially exchangeable probability distributions. Explicit statements are derived for the cases of exchangeability, Markov exchangeability,…

We introduce a new model for sums of exchangeable binary random variables. The proposed distribution is an approximation to the exact distributional form, and relies on the theory of completely monotone functions and the Laplace transform…

Given a probability measure space $(X,\Sigma,\mu)$, it is well known that the Riesz space $L^0(\mu)$ of equivalence classes of measurable functions $f: X \to \mathbf{R}$ is universally complete and the constant function $\mathbf{1}$ is a…

We describe a Groebner basis of relations among conditional probabilities in a discrete probability space, with any set of conditioned-upon events. They may be specialized to the partially-observed random variable case, the purely…

We study convolution semigroups of invariant/finitely satisfiable Keisler measures in NIP groups. We show that the ideal (Ellis) subgroups are always trivial and describe minimal left ideals in the definably amenable case, demonstrating…

We consider continuous linear programs over a continuous finite time horizon $T$, with a constant coefficient matrix, linear right hand side functions and linear cost coefficient functions, where we search for optimal solutions in the space…

Furstenberg, Katznelson and Weiss proved in the early 1980s that every measurable subset of the plane with positive density at infinity has the property that all sufficiently large real numbers are realised as the Euclidean distance between…

This paper is devoted to the prediction problem in extreme value theory. Our main result is an explicit expression of the regular conditional distribution of a max-stable (or max-infinitely divisible) process $\{\eta(t)\}_{t\in T}$ given…