gaussian probability space
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2021 ◽  
Vol 385 ◽  
pp. 107769
Author(s):  
Yong Huang ◽  
Dongmeng Xi ◽  
Yiming Zhao


2019 ◽  
Vol 70 (4) ◽  
pp. 1397-1409
Author(s):  
Saugata Basu ◽  
Antonio Lerario ◽  
Abhiram Natarajan

Abstract Given a sequence $\{Z_d\}_{d\in \mathbb{N}}$ of smooth and compact hypersurfaces in ${\mathbb{R}}^{n-1}$, we prove that (up to extracting subsequences) there exists a regular definable hypersurface $\Gamma \subset {\mathbb{R}}\textrm{P}^n$ such that each manifold $Z_d$ is diffeomorphic to a component of the zero set on $\Gamma$ of some polynomial of degree $d$. (This is in sharp contrast with the case when $\Gamma$ is semialgebraic, where for example the homological complexity of the zero set of a polynomial $p$ on $\Gamma$ is bounded by a polynomial in $\deg (p)$.) More precisely, given the above sequence of hypersurfaces, we construct a regular, compact, semianalytic hypersurface $\Gamma \subset {\mathbb{R}}\textrm{P}^{n}$ containing a subset $D$ homeomorphic to a disk, and a family of polynomials $\{p_m\}_{m\in \mathbb{N}}$ of degree $\deg (p_m)=d_m$ such that $(D, Z(p_m)\cap D)\sim ({\mathbb{R}}^{n-1}, Z_{d_m}),$ i.e. the zero set of $p_m$ in $D$ is isotopic to $Z_{d_m}$ in ${\mathbb{R}}^{n-1}$. This says that, up to extracting subsequences, the intersection of $\Gamma$ with a hypersurface of degree $d$ can be as complicated as we want. We call these ‘pathological examples’. In particular, we show that for every $0 \leq k \leq n-2$ and every sequence of natural numbers $a=\{a_d\}_{d\in \mathbb{N}}$ there is a regular, compact semianalytic hypersurface $\Gamma \subset {\mathbb{R}}\textrm{P}^n$, a subsequence $\{a_{d_m}\}_{m\in \mathbb{N}}$ and homogeneous polynomials $\{p_{m}\}_{m\in \mathbb{N}}$ of degree $\deg (p_m)=d_m$ such that (0.1)$$\begin{equation}b_k(\Gamma\cap Z(p_m))\geq a_{d_m}.\end{equation}$$ (Here $b_k$ denotes the $k$th Betti number.) This generalizes a result of Gwoździewicz et al. [13]. On the other hand, for a given definable $\Gamma$ we show that the Fubini–Study measure, in the Gaussian probability space of polynomials of degree $d$, of the set $\Sigma _{d_m,a, \Gamma }$ of polynomials verifying (0.1) is positive, but there exists a constant $c_\Gamma$ such that $$\begin{equation*}0<{\mathbb{P}}(\Sigma_{d_m, a, \Gamma})\leq \frac{c_{\Gamma} d_m^{\frac{n-1}{2}}}{a_{d_m}}.\end{equation*}$$ This shows that the set of ‘pathological examples’ has ‘small’ measure (the faster $a$ grows, the smaller the measure and pathologies are therefore rare). In fact we show that given $\Gamma$, for most polynomials a Bézout-type bound holds for the intersection $\Gamma \cap Z(p)$: for every $0\leq k\leq n-2$ and $t>0$: $$\begin{equation*}{\mathbb{P}}\left(\{b_k(\Gamma\cap Z(p))\geq t d^{n-1} \}\right)\leq \frac{c_\Gamma}{td^{\frac{n-1}{2}}}.\end{equation*}$$



2019 ◽  
Vol 16 (06) ◽  
pp. 1950082
Author(s):  
Steven Gassner ◽  
Carlo Cafaro

We investigate the effect of different metrizations of probability spaces on the information geometric complexity of entropic motion on curved statistical manifolds. Specifically, we provide a comparative analysis based upon Riemannian geometric properties and entropic dynamical features of a Gaussian probability space where the two distinct dissimilarity measures between probability distributions are the Fisher–Rao information metric and the [Formula: see text]-order entropy metric. In the former case, we observe an asymptotic linear temporal growth of the information geometric entropy (IGE) together with a fast convergence to the final state of the system. In the latter case, instead, we note an asymptotic logarithmic temporal growth of the IGE together with a slow convergence to the final state of the system. Finally, motivated by our findings, we provide some insights on a tradeoff between complexity and speed of convergence to the final state in our information geometric approach to problems of entropic inference.



Author(s):  
EUGENE YABLONSKY

A linear bounded operator on a test space of white noise functionals can be characterized in terms of growth conditions imposed on the operator's symbol. This paper extends such characterization to operators on the Kondratiev's test space [Formula: see text] of random variables over a general non-Gaussian probability space. We follow the biorthogonal approach of Yu. Daletsky and his colleagues. In particular, the test space under consideration is generated by the system of multivariate Appell polynomials defined on the underlying infinite dimensional co-nuclear probability space. We further extend this biorthogonal approach to operators by providing a biorthogonal chaos decomposition for operators and by giving a biorthogonal construction for an operator's symbol.



2004 ◽  
Vol 339 (12) ◽  
pp. 873-877
Author(s):  
Denis Feyel ◽  
A. Suleyman Üstünel


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