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Free Completely Random Measures
Bayesian non parametrics Bercovici-Pata bijection free completely random measures free infinite divisibility free probability
2011/9/15
Abstract: Free probability is a noncommutative probability theory introduced by Voiculescu where the concept of independence of classical probability is replaced by the concept of freeness. An importa...
Optimal transport for multifractal random measures. Applications
Random measures multifractal processes optimal transport metric KPZ
2010/11/26
In this paper, we study optimal transportation problems for multifractal random measures. Since these measures are much less regular than optimal transportation theory requires, we introduce a new not...