scholarly journals Simply Generated Non-Crossing Partitions

2017 ◽  
Vol 26 (4) ◽  
pp. 560-592 ◽  
Author(s):  
IGOR KORTCHEMSKI ◽  
CYRIL MARZOUK
Keyword(s):  
Probability Measure ◽  
Real Line ◽  
Simple Formula ◽  
Limit Theorems ◽  
Block Structure ◽  
Free Probability ◽  
Main Tool ◽  
Plane Trees ◽  
Simply Generated Trees ◽  
Block Sizes

We introduce and study the model of simply generated non-crossing partitions, which are, roughly speaking, chosen at random according to a sequence of weights. This framework encompasses the particular case of uniform non-crossing partitions with constraints on their block sizes. Our main tool is a bijection between non-crossing partitions and plane trees, which maps such simply generated non-crossing partitions into simply generated trees so that blocks of sizekare in correspondence with vertices of out-degreek. This allows us to obtain limit theorems concerning the block structure of simply generated non-crossing partitions. We apply our results in free probability by giving a simple formula relating the maximum of the support of a compactly supported probability measure on the real line in terms of its free cumulants.

Central Limit Theorems for Interchangeable Processes

1958 ◽  
Vol 10 ◽  
pp. 222-229 ◽  
Author(s):  
J. R. Blum ◽  
H. Chernoff ◽  
M. Rosenblatt ◽  
H. Teicher
Keyword(s):  
Stochastic Process ◽  
Probability Measure ◽  
Central Limit ◽  
Joint Distribution ◽  
Limit Theorems ◽  
Random Variables ◽  
Central Limit Theorems ◽  
Probability Measures ◽  
Image Position ◽  
Positive Integers

Let {Xn} (n = 1, 2 , …) be a stochastic process. The random variables comprising it or the process itself will be said to be interchangeable if, for any choice of distinct positive integers i 1, i 2, H 3 … , ik, the joint distribution of depends merely on k and is independent of the integers i 1, i 2, … , i k. It was shown by De Finetti (3) that the probability measure for any interchangeable process is a mixture of probability measures of processes each consisting of independent and identically distributed random variables.

scholarly journals A rigidity result for crossed products of actions of Baumslag–Solitar groups

2015 ◽  
Vol 26 (14) ◽  
pp. 1550117
Author(s):  
Niels Meesschaert
Keyword(s):  
Probability Measure ◽  
Free Probability ◽  
Crossed Product ◽  
Crossed Products ◽  
Orbit Equivalence ◽  
Rigidity Result ◽  
Profinite Completions ◽  
Abelian Subgroups ◽  
Measure Equivalence ◽  
Measure Preserving Actions

Let [Formula: see text] and [Formula: see text] be two ergodic essentially free probability measure preserving actions of nonamenable Baumslag–Solitar groups whose canonical almost normal abelian subgroups act aperiodically. We prove that an isomorphism between the corresponding crossed product II1 factors forces [Formula: see text] when [Formula: see text] and [Formula: see text] when [Formula: see text]. This improves an orbit equivalence rigidity result obtained by Houdayer and Raum in [Baumslag–Solitar groups, relative profinite completions and measure equivalence rigidity, J. Topol. 8 (2015) 295–313].

Multifractal formalism for the inverse of random weak Gibbs measures

2019 ◽  
Vol 20 (04) ◽  
pp. 2050024
Author(s):  
Zhihui Yuan
Keyword(s):  
Probability Measure ◽  
Lebesgue Measure ◽  
Real Line ◽  
Gibbs Measures ◽  
Borel Probability Measure ◽  
Cantor Set ◽  
Multifractal Formalism ◽  
The Real ◽  
Random Dynamics ◽  
Borel Probability

Any Borel probability measure supported on a Cantor set included in [Formula: see text] and of zero Lebesgue measure on the real line possesses a discrete inverse measure. We study the validity of the multifractal formalism for the inverse measures of random weak Gibbs measures. The study requires, in particular, to develop in this context of random dynamics a suitable version of the results known for heterogeneous ubiquity associated with deterministic Gibbs measures.

Sojourns and extremes of a diffusion process on a fixed interval

1982 ◽  
Vol 14 (4) ◽  
pp. 811-832 ◽  
Author(s):  
Simeon M. Berman
Keyword(s):  
Diffusion Process ◽  
Lebesgue Measure ◽  
Stationary Distribution ◽  
Real Line ◽  
Diffusion Coefficients ◽  
Limit Theorems ◽  
Random Variable ◽  
Fixed Interval ◽  
The Real ◽  
And Diffusion

Let X(t), , be an Ito diffusion process on the real line. For u > 0 and t > 0, let Lt(u) be the Lebesgue measure of the set . Limit theorems are obtained for (i) the distribution of Lt(u) for u → ∞and fixed t, and (ii) the tail of the distribution of the random variable max[0, t]X(s). The conditions on the process are stated in terms of the drift and diffusion coefficients. These conditions imply the existence of a stationary distribution for the process.

Probability measures with trivial Stam groups

1982 ◽  
Vol 91 (3) ◽  
pp. 477-484
Author(s):  
Gavin Brown ◽  
William Mohan
Keyword(s):  
Probability Measure ◽  
Real Number ◽  
Real Line ◽  
Probability Measures ◽  
The Real ◽  
Interesting Observation ◽  
Image Position ◽  
Positive Integers

Let μ be a probability measure on the real line ℝ, x a real number and δ(x) the probability atom concentrated at x. Stam made the interesting observation that eitheror else(ii) δ(x)* μn, are mutually singular for all positive integers n.

scholarly journals Variations around Eagleson’s theorem on mixing limit theorems for dynamical systems

2019 ◽  
Vol 40 (12) ◽  
pp. 3368-3374 ◽  
Author(s):  
SÉBASTIEN GOUËZEL
Keyword(s):  
Dynamical Systems ◽  
Probability Measure ◽  
Limit Theorems ◽  
Absolutely Continuous ◽  
Almost Sure Limit Theorems

Eagleson’s theorem asserts that, given a probability-preserving map, if renormalized Birkhoff sums of a function converge in distribution, then they also converge with respect to any probability measure which is absolutely continuous with respect to the invariant one. We prove a version of this result for almost sure limit theorems, extending results of Korepanov. We also prove a version of this result, in mixing systems, when one imposes a conditioning both at time 0 and at time $n$.

scholarly journals Limit theorems in bi-free probability theory

2018 ◽  
Vol 172 (3-4) ◽  
pp. 1081-1119 ◽  
Author(s):  
Takahiro Hasebe ◽  
Hao-Wei Huang ◽  
Jiun-Chau Wang
Keyword(s):  
Probability Theory ◽  
Limit Theorems ◽  
Free Probability ◽  
Free Probability Theory

Uniform conditional stochastic order

1980 ◽  
Vol 17 (01) ◽  
pp. 112-123 ◽  
Author(s):  
Ward Whitt
Keyword(s):  
Probability Measure ◽  
Real Line ◽  
Standard Form ◽  
Stochastic Order ◽  
Probability Measures ◽  
Monotone Likelihood Ratio ◽  
Lifetime Distributions ◽  
Probability Mass ◽  
Mass Functions ◽  
Standard Probability

One probability measure is less than or equal to another in the sense of UCSO (uniform conditional stochastic order) if a standard form of stochastic order holds for each pair of conditional probability measures obtained by conditioning on appropriate subsets. UCSO can be applied to the comparison of lifetime distributions or the comparison of decisions under uncertainty when there may be reductions in the set of possible outcomes. When densities or probability mass functions exist on the real line, then the main version of UCSO is shown to be equivalent to the MLR (monotone likelihood ratio) property. UCSO is shown to be preserved by some standard probability operations and not by others.

scholarly journals DISCRETE INTERPOLATION BETWEEN MONOTONE PROBABILITY AND FREE PROBABILITY

2006 ◽  
Vol 09 (01) ◽  
pp. 77-106 ◽  
Author(s):  
ROMUALD LENCZEWSKI ◽  
RAFAŁ SAŁAPATA
Keyword(s):  
Explicit Formula ◽  
Free Product ◽  
Central Limit ◽  
Limit Theorems ◽  
Free Probability ◽  
Explicit Formulas ◽  
Cauchy Transforms ◽  
New Type ◽  
Monotone Probability

We construct a sequence of states called m-monotone product states which give a discrete interpolation between the monotone product of states of Muraki in monotone probability and the free product of states of Avitzour and Voiculescu in free probability. We derive the associated basic limit theorems and develop the combinatorics based on non-crossing ordered partitions with monotone order starting from depth m. We deduce an explicit formula for the Cauchy transforms of the m-monotone central limit measures and for the associated Jacobi coefficients. A new type of combinatorics of inner blocks in non-crossing partitions leads to explicit formulas for the mixed moments of m-monotone Gaussian operators, which are new even in the case of monotone independent Gaussian operators with arcsine distributions.

scholarly journals Bernoulli actions are weakly contained in any free action

2012 ◽  
Vol 33 (2) ◽  
pp. 323-333 ◽  
Author(s):  
MIKLÓS ABÉRT ◽  
BENJAMIN WEISS
Keyword(s):  
Probability Measure ◽  
Free Probability ◽  
Free Action ◽  
Countable Group ◽  
Unit Interval ◽  
Finitely Generated ◽  
Finitely Generated Group ◽  
Relative Version ◽  
The Cost ◽  
Independent And Identically Distributed

AbstractLet Γ be a countable group and let f be a free probability measure-preserving action of Γ. We show that all Bernoulli actions of Γ are weakly contained in f. It follows that for a finitely generated group Γ, the cost is maximal on Bernoulli actions for Γ and that all free factors of i.i.d. (independent and identically distributed) actions of Γ have the same cost. We also show that if f is ergodic, but not strongly ergodic, then f is weakly equivalent to f×I, where Idenotes the trivial action of Γ on the unit interval. This leads to a relative version of the Glasner–Weiss dichotomy.

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