Hellinger integrals, contiguity and entire separation
Implicit Markov kernels in probability theory
Having Polish spaces , and we shall discuss the existence of an -valued random vector such that its conditional distributions satisfy or for some maps , or multifunction respectively. The problem is equivalent to the existence of universally measurable Markov kernel defined implicitly by or respectively. In the paper we shall provide sufficient conditions for the existence of the desired Markov kernel. We shall discuss some special solutions of the - or -problem and illustrate...
Independent and identically distributed pseudo-random samples
Inequalities for Walsh like random variables.
Infinite pseudo-random sequences of high algorithmic complexity
Intrinsic Stochastic Processes.
Invariant measures
Kolmogorov complexity and probability measures
Classes of strings (infinite sequences resp.) with a specific flow of Kolmogorov complexity are introduced. Namely, lower bounds of Kolmogorov complexity are prescribed to strings (initial segments of infinite sequences resp.) of specified lengths. Dependence of probabilities of the classes on lower bounds of Kolmogorov complexity is the main theme of the paper. Conditions are found under which the probabilities of the classes of the strings are close to one. Similarly, conditions are derived under...
Kolmogorov complexity, pseudorandom generators and statistical models testing
An attempt to formalize heuristic concepts like strings (sequences resp.) “typical” for a probability measure is stated in the paper. Both generating and testing of such strings is considered. Kolmogorov complexity theory is used as a tool. Classes of strings “typical” for a given probability measure are introduced. It is shown that no pseudorandom generator can produce long strings from the classes. The time complexity of pseudorandom generators with oracles capable to recognize “typical” strings...
La convergence presque sûre des -moyennes de Césaro
Le concept nouveau de fonctionnelle d'opacité d'une statistique. Étude des relations entre la loi des grands nombres, l'entropie informationnelle et l'entropie statistique
Levels of concentration between exponential and Gaussian
Limit shapes of Gibbs distributions on the set of integer partitions : the expansive case
We find limit shapes for a family of multiplicative measures on the set of partitions, induced by exponential generating functions with expansive parameters, ak∼Ckp−1, k→∞, p>0, where C is a positive constant. The measures considered are associated with the generalized Maxwell–Boltzmann models in statistical mechanics, reversible coagulation–fragmentation processes and combinatorial structures, known as assemblies. We prove a central limit theorem for fluctuations of a properly scaled partition...
Łukasiewicz tribes are absolutely sequentially closed bold algebras
We show that each sequentially continuous (with respect to the pointwise convergence) normed measure on a bold algebra of fuzzy sets (Archimedean -algebra) can be uniquely extended to a sequentially continuous measure on the generated Łukasiewicz tribe and, in a natural way, the extension is maximal. We prove that for normed measures on Łukasiewicz tribes monotone (sequential) continuity implies sequential continuity, hence the assumption of sequential continuity is not restrictive. This yields...
Many-dimensional observables on Łukasiewicz tribe: constructions, conditioning and conditional independence
Probability on collections of fuzzy sets can be developed as a generalization of the classical probability on -algebras of sets. A Łukasiewicz tribe is a collection of fuzzy sets which is closed under the standard fuzzy complementation and under the pointwise application of the Łukasiewicz t-norm to countably many fuzzy sets. An observable is a fuzzy set-valued mapping defined on a -algebra of sets and satisfying some additional properties; formally, the role of an observable is in a sense analogous...
Martingale for R-Fuzzy Valued Random Variable
Mesures d'information et représentation de semi-groupes associés
Monogenicity of probability measures based on measurable sets invariant under finite groups of transformations
Moving Shift Averages for Ergodic Transformations.
Natural a-Quantiles and Conditional a-Quantlies.