scholarly journals Fuzzy Prokhorov metric on the set of probability measures

2011 ◽  
Vol 175 (1) ◽  
pp. 96-104 ◽  
Author(s):  
Dušan Repovš ◽  
Aleksandr Savchenko ◽  
Mykhailo Zarichnyi
Keyword(s):  
Probability Measures ◽  
Prokhorov Metric

Quantization for Probability Measures in the Prokhorov Metric

2009 ◽  
Vol 53 (2) ◽  
pp. 216-241 ◽  
Author(s):  
S. Graf ◽  
H. Luschgy
Keyword(s):  
Probability Measures ◽  
Prokhorov Metric

scholarly journals Quantization for Probability Measures in the Prokhorov Metric

2008 ◽  
Vol 53 (2) ◽  
pp. 307-335
Author(s):  
Simone Graf ◽  
Simone Graf ◽  
Harald Luschgy ◽  
Harald Luschgy
Keyword(s):  
Probability Measures ◽  
Prokhorov Metric

LIFTING THE FUNCTOR ITO THE CATEGORY OF UNIFORM SPACES

2020 ◽  
Vol 4 (1) ◽  
pp. 29-39
Author(s):  
Dilrabo Eshkobilova ◽  
Keyword(s):  
Compact Support ◽  
Probability Measures ◽  
Uniform Spaces ◽  
Continuous Maps ◽  
Uniformly Continuous

Uniform properties of the functor Iof idempotent probability measures with compact support are studied. It is proved that this functor can be lifted to the category Unif of uniform spaces and uniformly continuous maps

Something for Nothing: Probability Measures, Expected Returns and a Pricing Puzzle

2015 ◽  
Author(s):  
Jamil Baz ◽  
Ludovic Feuillet ◽  
Nicolas Le Roux
Keyword(s):  
Expected Returns ◽  
Probability Measures

Generic rotation sets

2020 ◽  
pp. 1-13
Author(s):  
SEBASTIÁN PAVEZ-MOLINA
Keyword(s):  
Dynamical System ◽  
Convex Body ◽  
Probability Measures ◽  
Topological Dynamical System ◽  
Continuous Vector ◽  
Rotation Set ◽  
Vector Valued Function ◽  
Vector Valued ◽  
Uniquely Ergodic ◽  
Dense Set

Abstract Let $(X,T)$ be a topological dynamical system. Given a continuous vector-valued function $F \in C(X, \mathbb {R}^{d})$ called a potential, we define its rotation set $R(F)$ as the set of integrals of F with respect to all T-invariant probability measures, which is a convex body of $\mathbb {R}^{d}$ . In this paper we study the geometry of rotation sets. We prove that if T is a non-uniquely ergodic topological dynamical system with a dense set of periodic measures, then the map $R(\cdot )$ is open with respect to the uniform topologies. As a consequence, we obtain that the rotation set of a generic potential is strictly convex and has $C^{1}$ boundary. Furthermore, we prove that the map $R(\cdot )$ is surjective, extending a result of Kucherenko and Wolf.

scholarly journals On a Variational Definition for the Jensen-Shannon Symmetrization of Distances Based on the Information Radius

Entropy ◽  
2021 ◽  
Vol 23 (4) ◽  
pp. 464
Author(s):  
Frank Nielsen
Keyword(s):  
Diversity Index ◽  
Diversity Indices ◽  
Shannon Diversity Index ◽  
Probability Measures ◽  
Variational Optimization ◽  
Shannon Diversity ◽  
Concept Of Information ◽  
Jensen Shannon Divergence

We generalize the Jensen-Shannon divergence and the Jensen-Shannon diversity index by considering a variational definition with respect to a generic mean, thereby extending the notion of Sibson’s information radius. The variational definition applies to any arbitrary distance and yields a new way to define a Jensen-Shannon symmetrization of distances. When the variational optimization is further constrained to belong to prescribed families of probability measures, we get relative Jensen-Shannon divergences and their equivalent Jensen-Shannon symmetrizations of distances that generalize the concept of information projections. Finally, we touch upon applications of these variational Jensen-Shannon divergences and diversity indices to clustering and quantization tasks of probability measures, including statistical mixtures.

scholarly journals A Lochs-Type Approach via Entropy in Comparing the Efficiency of Different Continued Fraction Algorithms

Mathematics ◽  
2021 ◽  
Vol 9 (3) ◽  
pp. 255
Author(s):  
Dan Lascu ◽  
Gabriela Ileana Sebe
Keyword(s):  
Dynamical Systems ◽  
Continued Fractions ◽  
Continued Fraction ◽  
Unit Interval ◽  
Probability Measures ◽  
Absolutely Continuous ◽  
Continued Fraction Expansions ◽  
Absolutely Continuous Invariant

We investigate the efficiency of several types of continued fraction expansions of a number in the unit interval using a generalization of Lochs theorem from 1964. Thus, we aim to compare the efficiency by describing the rate at which the digits of one number-theoretic expansion determine those of another. We study Chan’s continued fractions, θ-expansions, N-continued fractions, and Rényi-type continued fractions. A central role in fulfilling our goal is played by the entropy of the absolutely continuous invariant probability measures of the associated dynamical systems.

scholarly journals Central limit theorem for linear processes generated by IID random variables under the sub-linear expectation

2021 ◽  
Vol 36 (2) ◽  
pp. 243-255
Author(s):  
Wei Liu ◽  
Yong Zhang
Keyword(s):  
Central Limit Theorem ◽  
Limit Theorem ◽  
Central Limit ◽  
Invariance Principle ◽  
Random Variables ◽  
Probability Measures ◽  
Linear Processes ◽  
The Central Limit Theorem

AbstractIn this paper, we investigate the central limit theorem and the invariance principle for linear processes generated by a new notion of independently and identically distributed (IID) random variables for sub-linear expectations initiated by Peng [19]. It turns out that these theorems are natural and fairly neat extensions of the classical Kolmogorov’s central limit theorem and invariance principle to the case where probability measures are no longer additive.

scholarly journals Functional Inequalities for Two-Level Concentration

2021 ◽  
Author(s):  
Franck Barthe ◽  
Michał Strzelecki
Keyword(s):  
Sobolev Inequality ◽  
Poincaré Inequality ◽  
Logarithmic Sobolev Inequality ◽  
Probability Measures ◽  
Exponential Rate ◽  
Functional Inequalities ◽  
Concentration Inequality ◽  
Poincare Inequality ◽  
Free Concentration ◽  
Concentration Property

AbstractProbability measures satisfying a Poincaré inequality are known to enjoy a dimension-free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincaré inequality automatically implies a modified logarithmic Sobolev inequality. As a consequence the Poincaré inequality ensures a stronger dimension-free concentration property, known as two-level concentration. We show that a similar phenomenon occurs for the Latała–Oleszkiewicz inequalities, which were devised to uncover dimension-free concentration with rate between exponential and Gaussian. Motivated by the search for counterexamples to related questions, we also develop analytic techniques to study functional inequalities for probability measures on the line with wild potentials.

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