相关论文: Extreme Points of the Convex Set of Joint Probabil…

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,…

It is well known that, in the description of quantum observables, positive operator valued measures (POVMs) generalize projection valued measures (PVMs) and they also turn out be more optimal in many tasks. We show that a commutative POVM…

We propose a new method for estimating the extreme quantiles for a function of several dependent random variables. In contrast to the conventional approach based on extreme value theory, we do not impose the condition that the tail of the…

Given probability distributions ${\bf p}=(p_1,p_2,\ldots,p_m)$ and ${\bf q}=(q_1,q_2,\ldots, q_n)$ with $m,n\geq 2$, denote by ${\cal C}(\bf p,q)$ the set of all couplings of $\bf p,q$, a convex subset of $\R^{mn}$. Denote by ${\cal…

The angular measure on the unit sphere characterizes the first-order dependence structure of the components of a random vector in extreme regions and is defined in terms of standardized margins. Its statistical recovery is an important step…

Weighted cone-volume functionals are introduced for the convex polytopes in $\mathbb{R}^n$. For these functionals, geometric inequalities are proved and the equality conditions are characterized. A variety of corollaries are derived,…

We develop a probabilistic approach to study the volumetric and geometric properties of unit balls $\mathbb B_{q,1}^n$ of finite-dimensional Lorentz sequences spaces $\ell_{q,1}^n$. More precisely, we show that the empirical distribution of…

We study the algebraic boundary of a convex semi-algebraic set via duality in convex and algebraic geometry. We generalize the correspondence of facets of a polytope to the vertices of the dual polytope to general semi-algebraic convex…

Suppose $\mathcal{Z}$ is the space of all tuples of operators on a finite-dimensional Banach space endowed with the joint numerical radius norm. We obtain the structure of the extreme points of the dual unit ball of $\mathcal{Z}.$ Using…

In this paper we provide a method for constructing joint distributions for an arbitrary set of observables on finite dimensional Hilbert spaces irrespective of whether the observables commute or not. These distributions have a number of…

The generalized problem of moments is a conic linear optimization problem over the convex cone of positive Borel measures with given support. It has a large variety of applications, including global optimization of polynomials and rational…

The classical theorem of Wendel provides an exact formula for the probability that the convex hull of independent symmetrically distributed vectors in ${\mathbb R}^d$ contains the origin as long as the distributions of the vectors are…

Given two discrete random variables $X$ and $Y$, with probability distributions ${\bf p} =(p_1, \ldots , p_n)$ and ${\bf q}=(q_1, \ldots , q_m)$, respectively, denote by ${\cal C}({\bf p}, {\bf q})$ the set of all couplings of ${\bf p}$ and…

Let $\eta_t$ be a Poisson point process with intensity measure $t\mu$, $t>0$, over a Borel space $\mathbb{X}$, where $\mu$ is a fixed measure. Another point process $\xi_t$ on the real line is constructed by applying a symmetric function…

The classical approach to multivariate extreme value modelling assumes that the joint distribution belongs to a multivariate domain of attraction. This requires each marginal distribution be individually attracted to a univariate extreme…

We study extremal statistics and return intervals in stationary long-range correlated sequences for which the underlying probability density function is bounded and uniform. The extremal statistics we consider e.g., maximum relative to…

We examine the notion of strongly non-zero points and use it as a tool in the study of several types of elliptic pseudoprimes. Moreover, we give give some probabilistic results about the existence of strong elliptic pseudoprimes for a…

Building on the one-to-one relationship between generalized FGM copulas and multivariate Bernoulli distributions, we prove that the class of multivariate distributions with generalized FGM copulas is a convex polytope. Therefore, we find…

For two collections of nonnegative and suitably normalised weights $\W=(\W_j)$ and $\V=(\V_{n,k})$, a probability distribution on the set of partitions of the set $\{1,...,n\}$ is defined by assigning to a generic partition $\{A_j, j\leq…

We study random points on the real line generated by the eigenvalues in unitary invariant random matrix ensembles or by more general repulsive particle systems. As the number of points tends to infinity, we prove convergence of the…