Results 21 to 30 of about 241 (47)
Sharp bounds on the survival function of exchangeable min-stable multivariate exponential sequences
Dependence ModelingWe derive lower and upper bounds for the survival function of an exchangeable sequence of random variables, for which the scaled minimum of each finite subgroup has a univariate exponential distribution.
Mai Jan-Frederik
doaj +1 more source
Wick order, spreadability and exchangeability for monotone commutation relations
, 2018 We exhibit a Hamel basis for the concrete $*$-algebra $\mathfrak{M}_o$ associated to monotone commutation relations realised on the monotone Fock space, mainly composed by Wick ordered words of annihilators and creators.
Crismale, Vitonofrio +2 more
core +1 more source
, 2010 Let $(W,W')$ be an exchangeable pair. Assume that \[E(W-W'|W)=g(W)+r(W),\] where $g(W)$ is a dominated term and $r(W)$ is negligible. Let $G(t)=\int_0^tg(s)\,ds$ and define $p(t)=c_1e^{-c_0G(t)}$, where $c_0$ is a properly chosen constant and $c_1=1 ...
Chatterjee, Sourav, Shao, Qi-Man
core +2 more sources
De Finetti theorem on the CAR algebra
, 2012 The symmetric states on a quasi local C*-algebra on the infinite set of indices J are those invariant under the action of the group of the permutations moving only a finite, but arbitrary, number of elements of J.
A. Connes +27 more
core +1 more source
Quantum Exchangeable Sequences of Algebras
, 2009 We extend the notion of quantum exchangeability, introduced by K\"ostler and Speicher in arXiv:0807.0677, to sequences (\rho_1,\rho_2,...c) of homomorphisms from an algebra C into a noncommutative probability space (A,\phi), and prove a free de Finetti ...
Curran, Stephen
core +1 more source
A generalization of the Lindeberg principle
, 2006 We generalize Lindeberg's proof of the central limit theorem to an invariance principle for arbitrary smooth functions of independent and weakly dependent random variables.
Chatterjee, Sourav
core +3 more sources
On asymptotics of the beta-coalescents [PDF]
, 2012 We show that the total number of collisions in the exchangeable coalescent process driven by the beta $(1,b)$ measure converges in distribution to a 1-stable law, as the initial number of particles goes to infinity. The stable limit law is also shown for
Gnedin, Alexander +3 more
core +2 more sources
Limit theorems for a class of identically distributed random variables
, 2004 A new type of stochastic dependence for a sequence of random variables is introduced and studied. Precisely, (X_n)_{n\geq 1} is said to be conditionally identically distributed (c.i.d.), with respect to a filtration (G_n)_{n\geq 0}, if it is adapted to ...
Berti, Patrizia +2 more
core +1 more source
Archimedean Copulae and Positive Dependence. [PDF]
In the first part of the paper we consider positive dependence properties of Archimedean copulae. Especially we characterize the Archimedean copulae that are multivariate totally positive of order 2 (MTP2) and conditionally increasing in sequence. In the
Alfred Müller, Marco Scarsini
core
Regenerative partition structures
, 2004 We consider Kingman's partition structures which are regenerative with respect to a general operation of random deletion of some part. Prototypes of this class are the Ewens partition structures which Kingman characterised by regeneration after deletion ...
Gnedin, Alexander, Pitman, Jim
core +1 more source