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Monotone L\'evy processes with additive increments are defined and studied. It is shown that these processes have a natural Markov structure and their Markov transition semigroups are characterized using the monotone L\'evy-Khintchine…

Probability · Mathematics 2021-04-21 Uwe Franz , Naofumi Muraki

We establish a general analytic framework for determining the AF-martingale dimension of diffusion processes associated with strongly local regular Dirichlet forms on metric measure spaces. While previous approaches typically relied on…

Probability · Mathematics 2025-11-14 Masanori Hino

The Davis inequality $\mathbb{E} Sf\simeq \mathbb{E} f^*$ between $L^1$ norms of square function of a martingale and its maximal function is known for martingales indexed by linearly ordered filtrations and in some particular cases for…

Probability · Mathematics 2025-09-30 Maciej Rzeszut

It is well known that for pure states the relative entropy of entanglement is equal to the reduced entropy, and the closest separable state is explicitly known as well. The same holds for Renyi relative entropy per recent results. We ask…

Quantum Physics · Physics 2021-02-10 Anna Vershynina

We give a new type of sufficient condition for the existence of measures with maximal entropy for an interval map $f$, using some non-uniform hyperbolicity to compensate for a lack of smoothness of $f$. More precisely, if the topological…

Dynamical Systems · Mathematics 2019-01-07 Jérôme Buzzi , Sylvie Ruette

Assume a L\'evy process $X$ on the time interval $[0,1]$ that is an $L_2$-martingale and let $Y$ be either its stochastic exponential or $X$ itself. We consider Riemann-approximations of certain stochastic integrals driven by $Y$ and relate…

Probability · Mathematics 2012-01-04 Christel Geiss , Stefan Geiss , Eija Laukkarinen

We study self-similar measures in $\mathbb{R}$ satisfying the weak separation condition along with weak technical assumptions which are satisfied in all known examples. For such a measure $\mu$, we show that there is a finite set of concave…

Dynamical Systems · Mathematics 2021-04-20 Alex Rutar

Let $K = \{0,1,...,q-1\}$. We use a special class of translation invariant measures on $K^\mathbb{Z}$ called algebraic measures to study the entropy rate of a hidden Markov processes. Under some irreducibility assumptions of the Markov…

Information Theory · Computer Science 2012-08-30 Katy Marchand , Jaideep Mulherkar , Bruno Nachtergaele

Based on the monogamy of entanglement, we develop the technique of quantum conditioning to build an {\it additive} entanglement measure: the conditional entanglement of mutual information. Its {\it operational} meaning is elaborated to be…

Quantum Physics · Physics 2008-10-30 Dong Yang , Michal Horodecki , Z. D. Wang

The study of conditional $q$-entropies in composite quantum systems has recently been the focus of considerable interest, particularly in connection with the problem of separability. The $q$-entropies depend on the density matrix $\rho$…

Quantum Physics · Physics 2009-11-10 J. Batle , A. R. Plastino , M. Casas , A. Plastino

We study the multiple definitions of the entropy production for discrete-time Markov processes in single systems and composite systems. These definitions have been studied in single systems, but less so in composite systems. With a clear…

Statistical Mechanics · Physics 2025-05-30 Masanao Igarashi

We study the $L^q$ dimension $D(\nu,q)\ (q>1)$ of stationary measures $\nu$ for M\"{o}bius iterated function systems on $\mathbb{R}$ satisfying the strongly Diophantine condition, and try the extension of Shmerkin's result \cite[Theorem…

Dynamical Systems · Mathematics 2025-01-24 Shunsuke Usuki

In this paper, we develop necessary and sufficient conditions for the validity of a martingale approximation for the partial sums of a stationary process in terms of the maximum of consecutive errors. Such an approximation is useful for…

Probability · Mathematics 2011-02-11 Mikhail Gordin , Magda Peligrad

We construct intrinsic on-and off-diagonal upper and lower estimates for the transition probability density of a L\'evy process in small time. By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of…

Probability · Mathematics 2013-08-09 Victoria Knopova , Alexei Kulik

Logical entropy gives a measure, in the sense of measure theory, of the distinctions of a given partition of a set, an idea that can be naturally generalized to classical probability distributions. Here, we analyze how fundamental concepts…

Quantum Physics · Physics 2022-03-14 Boaz Tamir , Ismael L. Paiva , Zohar Schwartzman-Nowik , Eliahu Cohen

For a measure preserving transformation $T$ of a probability space $(X,\mathcal F,\mu)$ we investigate almost sure and distributional convergence of random variables of the form $$x \to \frac{1}{C_n} \sum_{i_1<n,...,i_d<n}…

Dynamical Systems · Mathematics 2014-12-03 Manfred Denker , Mikhail Gordin

In the context of jump-diffusion market models we construct examples that satisfy the weaker no-arbitrage condition of NA1 (NUPBR), but not NFLVR. We show that in these examples the only candidate for the density process of an equivalent…

Mathematical Finance · Quantitative Finance 2015-11-30 Jacopo Mancin , Wolfgang J. Runggaldier

We study Fourier multipliers which result from modulating jumps of L\'evy processes. Using the theory of martingale transforms we prove that these operators are bounded in $L^p(\Rd)$ for $1<p<\infty$ and we obtain the same explicit bound…

Functional Analysis · Mathematics 2007-05-23 Rodrigo Bañuelos , Krzysztof Bogdan

A Fr\'echet mean of a random variable $Y$ with values in a metric space $(\mathcal Q, d)$ is an element of the metric space that minimizes $q \mapsto \mathbb E[d(Y,q)^2]$. This minimizer may be non-unique. We study strong laws of large…

Probability · Mathematics 2025-08-04 Christof Schötz

We develop the mathematics of a filtration shrinkage model that has recently been considered in the credit risk modeling literature. Given a finite collection of points $x_1<...<x_N$ in $\mathbb{R}$, the region indicator function $R(x)$…

Probability · Mathematics 2009-09-29 A. Deniz Sezer