Related papers: Conjecture concerning a completely monotonic funct…
In an incomplete Brownian-motion market setting, we propose a convex monotonic pricing functional for nonattainable bounded contingent claims which is compatible with prices for attainable claims. The pricing functional is defined as the…
We prove some properties of completely monotonic functions and apply them to obtain results on gamma and $q$-gamma functions.
We show that F_a(x)=\frac{\ln \Gamma (x+1)}{x\ln(ax)} is a Pick function for a\ge 1 and find its integral representation. We also consider the function f(x)=(\frac{\pi^{x/2}}{\Gamma(1+x/2)})^{1/(x\ln x)} and show that \ln f(x+1) is a…
The probabilistic satisfiability of a logical expression is a fundamental concept known as the partition function in statistical physics and field theory, an evaluation of a related graph's Tutte polynomial in mathematics, and the…
We solve two continuous extremal problems on the classes of monotone functions: in the first problem we find extremal values for a line integral of a coordinate-wise monotone function of two variables from a rearrange\-ment-invariant class…
In the preprint of 1993 the author formulated some conjectures on monotonicity of ratios for exponential series remainders. They are equivalent to conjectures on monotonicity of a ratio of Kummer hypergeometric functions and presumably not…
We consider the following question: if a function of the form $\int_0^{\infty}\varphi(t)\, e^{-xt}dt$ is completely monotonic, is it then $\varphi\ge0$? It turns out that the question is related to a moment problem. In the end we apply…
Building on the recent work of Johnson (2007) and Yu (2008), we prove that entropy is a concave function with respect to the thinning operation T_a. That is, if X and Y are independent random variables on Z_+ with ultra-log-concave…
We show that absolutely minimizing functions relative to a convex Hamiltonian $H:\mathbb{R}^n \to \mathbb{R}$ are uniquely determined by their boundary values under minimal assumptions on $H.$ Along the way, we extend the known equivalences…
The HRT conjecture states that any finite collection of time-frequency shifts of a non-zero square-integrable function on the real line is linearly independent. In this paper, we establish the linear independence of finite systems of…
A key fact in the theory of Boolean functions $f : \{0,1\}^n \to \{0,1\}$ is that they often undergo sharp thresholds. For example: if the function $f : \{0,1\}^n \to \{0,1\}$ is monotone and symmetric under a transitive action with…
The cost functions considered are $c(x,y)=h(x-y)$, where $h\in C^2(\mathbb{R}^n)$, homogeneous of degree $p\geq 2$, with a positive definite Hessian in the unit sphere. We study multivalued monotone maps with respect to that cost and…
The feasibility of extrapolation of completely monotone functions can be quantified by examining the worst case scenario, whereby a pair of completely monotone functions agree on a given interval to a given relative precision, but differ as…
In the paper, by convolution theorem of the Laplace transforms, a monotonicity rule for the ratio of two Laplace transforms, Bernstein's theorem for completely monotonic functions, and other analytic techniques, the authors verify…
A real valued function $f$ defined on a convex $K$ is anemconvex function iff it satisfies $$ f((x+y)/2) \le (f(x)+f(y))/2 + 1. $$ A thorough study of approximately convex functions is made. The principal results are a sharp universal upper…
We systematically derive general properties of continuous and holomorphic functions with values in closed operators, allowing in particular for operators with empty resolvent set. We provide criteria for a given operator-valued function to…
The aim of this paper is to develop analytic techniques to deal with certain monotonicity of combinatorial sequences. (1) A criterion for the monotonicity of the function $\sqrt[x]{f(x)}$ is given, which is a continuous analog for one…
We discuss the problem of classifying polynomials $p : \mathbb R^2_+ \rightarrow (0, \infty)$ for which $\frac{1}{p}=\{\frac{1}{p(m, n)}\}_{m, n \geq 0}$ is joint completely monotone, where $p$ is a linear polynomial in $y.$ We show that if…
Let $f$ be a smooth real function with strictly monotone first $k$ derivatives. We show that for a finite set $A$, with $|A+A|\leq K|A|$, $|2^kf(A)-(2^k-1)f(A)|\gg_k |A|^{k+1-o(1)}/K^{O_k(1)}$. We deduce several new sum-product type…
The comonotonic maxitivity property of functionals frequently appears in the characterization of fuzzy integrals based on the maximum operation. In some special cases, comonotonic maxitivity implies monotonicity of functionals. The question…