Related papers: On expected and von Neumann-Morgenstern utility fu…
In this paper we provide sufficient conditions that ensure the monotonicity, respectively the global injectivity of an operator. Further, some new analytical conditions that assure the injectivity/univalence of a complex function of one…
This paper gives a definition of g-harmonic functions and shows the relation between the g-harmonic functions and g-martingales. It's direct to construct such relation under smooth case, but for continuous case we need the theory of…
During the study of the topic of limit summability of functions (introduced by the author in 2001), we encountered some types of functions that are related to the mean value theorem. In this paper, we formally define mean value and…
We obtain an elementary characterization of expected utility based on a representation of choice in terms of psychological gambles, which requires no assumption other than coherence between ex-ante and ex-post preferences. Weaker version of…
Some Tur\'an type inequalities for Struve functions of the first kind are deduced by using various methods developed in the case of Bessel functions of the first and second kind. New formulas, like Mittag-Leffler expansion, infinite product…
Orthogonally invariant functions of symmetric matrices often inherit properties from their diagonal restrictions: von Neumann's theorem on matrix norms is an early example. We discuss the example of "identifiability", a common property of…
A variety of "pseudo-Voigt" functions, i.e. a linear combination of the Lorentz and Gauss function (occasionally augmented with a correction term), have been proposed as a closed-form approximation for the convolution of the Lorentz and…
New quantum fluctuation relations are presented. In contrast with the the standard approach, where the initial state of the driven system is described by the (micro)canonical density matrix, here we assume that it is described by a…
Richard Cox [1] set the axiomatic foundations of probable inference and the algebra of propositions. He showed that consistency within these axioms requires certain rules for updating belief. In this paper we use the analogy between…
We prove inclusion relations between generalized Waterman's and generalized Wiener's classes for functions of two variable.
The relative performance of competing point forecasts is usually measured in terms of loss or scoring functions. It is widely accepted that these scoring function should be strictly consistent in the sense that the expected score is…
We consider the egalitarian welfare aspects of random assignment mechanisms when agents have unrestricted cardinal utilities over the objects. We give bounds on how well different random assignment mechanisms approximate the optimal…
When it comes to structural estimation of risk preferences from data on choices, random utility models have long been one of the standard research tools in economics. A recent literature has challenged these models, pointing out some…
The relation between continuous functions and random vectors is revealed in the paper that the main meaning is described as, for any given continuous function, there must be a sequence of probability spaces and a sequence of random vectors…
In the paper, the authors review origins, motivations, and generalizations of a series of inequalities involving several exponential functions and sums, establish three new inequalities involving finite exponential functions and sums by…
By making use of the familiar Mathieu series and its generalizations, the authors derive a number of new integral representations and present a systematic study of probability density functions and probability distributions associated with…
Recent work on the quantization of Maxwell theory has used a non-covariant class of gauge-averaging functionals which include explicitly the effects of the extrinsic-curvature tensor of the boundary, or covariant gauges which, unlike the…
In these notes, we present a general result concerning the Lipschitz regularity of a certain type of set-valued maps often found in constrained optimization and control problems. The class of multifunctions examined in this paper is…
We investigate the behavior of Castelnuovo-Mumford regularity with respect to some classical functors : Tor, the Frobenius functor in positive characteristic, taking a power or a product (on ideals). These generalizes and refines previous…
We study analogs of value functions arising in classical mechanics in the space of probability measures endowed with the Wasserstein metric $W_p$, for $1<p<\infty$. Our main result is that each of these generalized value functions is a type…