相关论文: Parametrized Kantorovich-Rubinstein theorem and ap…

The Chernoff bound is a well-known tool for obtaining a high probability bound on the expectation of a Bernoulli random variable in terms of its sample average. This bound is commonly used in statistical learning theory to upper bound the…

We prove a general duality theorem for tangle-like dense objects in combinatorial structures such as graphs and matroids. This paper continues, and assumes familiarity with, the theory developed in [6]

We prove a law of large numbers in terms of complete convergence of independent random variables taking values in increments of monotone functions, with convergence uniform both in the initial and the final time. The result holds also for…

A coupling method is developed for univariate extreme value theory , providing an alternative to the use of the tail empirical/quantile processes. Emphasizing the Peak-over-Threshold approach that approximates the distribution above high…

We consider a system of weak* closed sets of finite-dimensional distributions. We show that a corresponding system of random variables can be defined on a probability space with a probability measure determined up to some set of measures,…

A representation for the Kantorovich--Rubinstein distance between probability measures on an abstract Wiener space in terms of the extended stochastic integral (or, divergence) operator is obtained.

The uncertainty relation for continuous variables due to Byalinicki-Birula and Mycielski expresses the complementarity between two $n$-uples of canonically conjugate variables $(x_1,x_2,\cdots x_n)$ and $(p_1,p_2,\cdots p_n)$ in terms of…

We extend Painlev\'e's determinateness theorem to the case of first order ordinary differential equations in the complex domain with known terms allowed be multivalued in the dependent variable as well; multivaluedness is supposed to be…

We study an extension of Montgomery's pair-correlation conjecture and its relevance in some problems on the distribution of prime numbers.

We modify the classical Bernstein's inequality for the sums of independent centered random variables (r.v.) in the terms of relative tails or moments. We built also some examples in order to show the exactness of offered results.

Two proofs of the Koml\'os-Major-Tusn\'ady embedding theorems, one for the uniform empirical process and one for the simple symmetric random walk, are given. More precisely, what are proved are the univariate coupling results needed in the…

Strassen's classical martingale coupling theorem states that two real-valued random variables are ordered in the convex (resp.\ increasing convex) stochastic order if and only if they admit a martingale (resp.\ submartingale) coupling. By…

We prove Abelian and Tauberian theorems for regularised Cauchy transforms of positive Borel measures on the real line whose distribution functions grow at most polynomially at infinity. In particular, we relate the asymptotics of the…

We show how classical and quantum dualities, as well as duality relations that appear only in a sector of certain theories ("emergent dualities"), can be unveiled, and systematically established. Our method relies on the use of morphisms of…

In this article we extend the coupling method from classical probability theory to quantum Markov chains on atomic von Neumann algebras. In particular, we establish a coupling inequality, which allow us to estimate convergence rates by…

The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present two examples complementing the results obtained therein.

We consider "randomized" statistics constructed by using a finite number of observations a random field at randomly chosen points. We generalize the invariance principle (the functional CLT), the Glivenko--Cantelli theorem, the theorem…

The Laplace transforms of positive measures on $\mathbb{R}_{+}$ converge if and only if their distribution functions converge at continuity points of the limiting measure. We extend this classical continuity theorem to the case of…

The paper is accompanying "A general Duality Theorem for the Monge-Kantorovich Transport Problem". We explain the methods used in this article in an elementary setting and present two examples complementing the results obtained therein.

We exhibit a computational type theory which combines the higher-dimensional structure of cartesian cubical type theory with the internal parametricity primitives of parametric type theory, drawing out the similarities and distinctions…