Related papers: Minimal $f^q$-martingale measures for exponential …

Let $\mathbb{F}_q[t]$ denote the ring of polynomials over $\mathbb{F}_q$, the finite field of $q$ elements. We prove an estimate for fractional parts of polynomials over $\mathbb{F}_q[t]$ satisfying a certain divisibility condition…

Define the scaled empirical point process on an independent and identically distributed sequence $\{Y_i: i\le n\}$ as the random point measure with masses at $a_n^{-1} Y_i$. For suitable $a_n$ we obtain the weak limit of these point…

The fidelity-based smooth min-relative entropy is a distinguishability measure that has appeared in a variety of contexts in prior work on quantum information, including resource theories like thermodynamics and coherence. Here we provide a…

We explore local risk-minimization, a quadratic hedging method for incomplete markets, in exponential additive models. The objectives are to derive explicit mathematical expressions and to conduct numerical experiments. While local…

With use of the Second Inverse Maximum Entropy Principle we find entropy functions for systems with fractal distribution functions with order parameter $q$. We compare these entropy functions with those given by the Bose-Einstein and…

We discuss optimal constants in a recent result of Rudelson and Vershynin on marginal densities. We show that if $f$ is a probability density on $\R^n$ of the form $f(x)=\prod_{i=1}^n f_i(x_i)$, where each $f_i$ is a density on $\R$, say…

In this paper, we investigate and compare two well-developed definitions of entropy relevant for describing the dynamics of isolated quantum systems: bipartite entanglement entropy and observational entropy. In a model system of interacting…

This paper considers a L\'evy-driven queue (i.e., a L\'evy process reflected at 0), and focuses on the distribution of $M(t)$, that is, the minimal value attained in an interval of length $t$ (where it is assumed that the queue is in…

We present simple new examples of pure-jump strict local martingales. The examples are constructed as exponentials of self-exciting affine Markov processes. We characterize the strict local martingale property of these processes by an…

We study the problem of parameter estimation for discretely observed stochastic differential equations driven by small fractional noise. Under some conditions, we obtain strong consistency and rate of convergence of the least square…

We consider the empirical process G_t of a one-dimensional diffusion with finite speed measure, indexed by a collection of functions F. By the central limit theorem for diffusions, the finite-dimensional distributions of G_t converge weakly…

We study minimization of a parametric family of relative entropies, termed relative $\alpha$-entropies (denoted $\mathscr{I}_{\alpha}(P,Q)$). These arise as redundancies under mismatched compression when cumulants of compressed lengths are…

H. Landau's necessary density conditions for sampling and interpolation may be viewed as a general principle resting on a basic fact of Fourier analysis: The complex exponentials $e^{i kx}$ ($k$ in $\mathbb{Z}$) constitute an orthogonal…

In this paper, a quantitative measure of partial observability is defined for PDEs. The quantity is proved to be consistent if the PDE is approximated using well-posed approximation schemes. A first order approximation of an unobservability…

We consider shape functionals of the form $F_q(\Omega)=P(\Omega)T^q(\Omega)$ on the class of open sets of prescribed Lebesgue measure. Here $q>0$ is fixed, $P(\Omega)$ denotes the perimeter of $\Omega$ and $T(\Omega)$ is the torsional…

Let $\mathbb{Q}$ and $\mathbb{P}$ be equivalent probability measures and let $\psi$ be a $J$-dimensional vector of random variables such that $\frac{d\mathbb{Q}}{d\mathbb{P}}$ and $\psi$ are defined in terms of a weak solution $X$ to a…

The Mallows measure is a probability measure on $S_n$ where the probability of a permutation $\pi$ is proportional to $q^{l(\pi)}$ with $q > 0$ being a parameter and $l(\pi)$ the number of inversions in $\pi$. We show the convergence of the…

The infimum of an integrated current is its extreme value against the direction of its average flow. Using martingale theory, we show that the infima of integrated edge currents in time-homogeneous Markov jump processes are geometrically…

In this paper, we obtain sufficient conditions in terms of projective criteria under which the partial sums of a stationary process with values in ${\mathcal{H}}$ (a real and separable Hilbert space) admits an approximation, in…

We study the family of quadratic maps f_a(x) = 1 - ax^2 on the interval [-1,1] with a between 0 and 2. When small holes are introduced into the system, we prove the existence of an absolutely continuous conditionally invariant measure using…