Detecting independence of random vectors: generalized distance covariance and Gaussian covariance

Distance covariance is a quantity to measure the dependence of two random vectors. We show that the original concept introduced and developed by Sz\'{e}kely, Rizzo and Bakirov can be embedded into a more general framework based on symmetric L\'{e}vy measures and the corresponding real-valued continuous negative definite functions. The L\'{e}vy measures replace the weight functions used in the original definition of distance covariance. All essential properties of distance covariance are preserved in this new framework. From a practical point of view this allows less restrictive moment conditions on the underlying random variables and one can use other distance functions than Euclidean distance, e.g. Minkowski distance. Most importantly, it serves as the basic building block for distance multivariance, a quantity to measure and estimate dependence of multiple random vectors, which is introduced in a follow-up paper [Distance Multivariance: New dependence measures for random vectors (submitted). Revised version of arXiv: 1711.07775v1] to the present article.Comment: Published at https://doi.org/10.15559/18-VMSTA116 in the Modern Stochastics: Theory and Applications (https://www.i-journals.org/vtxpp/VMSTA) by VTeX (http://www.vtex.lt/

Extreme value laws for fractal intensity functions in dynamical systems: Minkowski analysis

Typically, in the dynamical theory of extremal events, the function that gauges the intensity of a phenomenon is assumed to be convex and maximal, or singular, at a single, or at most a finite collection of points in phase--space. In this paper we generalize this situation to fractal landscapes, i.e. intensity functions characterized by an uncountable set of singularities, located on a Cantor set. This reveals the dynamical r\^ole of classical quantities like the Minkowski dimension and content, whose definition we extend to account for singular continuous invariant measures. We also introduce the concept of extremely rare event, quantified by non--standard Minkowski constants and we study its consequences to extreme value statistics. Limit laws are derived from formal calculations and are verified by numerical experiments.Comment: 20 pages, 13 figure

Spacelike distance from discrete causal order

Any discrete approach to quantum gravity must provide some prescription as to how to deduce continuum properties from the discrete substructure. In the causal set approach it is straightforward to deduce timelike distances, but surprisingly difficult to extract spacelike distances, because of the unique combination of discreteness with local Lorentz invariance in that approach. We propose a number of methods to overcome this difficulty, one of which reproduces the spatial distance between two points in a finite region of Minkowski space. We provide numerical evidence that this definition can be used to define a `spatial nearest neighbor' relation on a causal set, and conjecture that this can be exploited to define the length of `continuous curves' in causal sets which are approximated by curved spacetime. This provides evidence in support of the ``Hauptvermutung'' of causal sets.Comment: 32 pages, 16 figures, revtex4; journal versio

An effective theory of initial conditions in inflation

We examine the renormalization of an effective theory description of a general initial state set in an isotropically expanding space-time, which is done to understand how to include the effects of new physics in the calculation of the cosmic microwave background power spectrum. The divergences that arise in a perturbative treatment of the theory are of two forms: those associated with the properties of a field propagating through the bulk of space-time, which are unaffected by the choice of the initial state, and those that result from summing over the short-distance structure of the initial state. We show that the former have the same renormalization and produce the same subsequent scale dependence as for the standard vacuum state, while the latter correspond to divergences that are localized at precisely the initial time hypersurface on which the state is defined. This class of divergences is therefore renormalized by adding initial-boundary counterterms, which render all of the perturbative corrections small and finite. Initial states that approach the standard vacuum at short distances require, at worst, relevant or marginal boundary counterterms. States that differ from the vacuum at distances below that at which any new, potentially trans-Planckian, physics becomes important are renormalized with irrelevant boundary counterterms.Comment: 21 pages, 3 eps figures, uses RevTe