Related papers: Rated Extremal Principles for Finite and Infinite …
We study non-stationary stochastic processes arising from sequential dynamical systems built on maps with a neutral fixed points and prove the existence of Extreme Value Laws for such processes. We use an approach developed in \cite{FFV16},…
A new method of deriving comparative statics information using generalized compensated derivatives is presented which yields constraint-free semidefiniteness results for any differentiable, constrained optimization problem. More generally,…
The extremal index is a quantity introduced in extreme value theory to measure the presence of clusters of exceedances. In the dynamical systems framework, it provides important information about the dynamics of the underlying systems. In…
Extremal principles are fundamental in our interpretation of phenomena in nature. One of the best known examples is the second law of thermodynamics, governing most physical and chemical systems and stating the continuous increase of…
Conditionally specified models are often used to describe complex multivariate data. Such models assume implicit structures on the extremes. So far, no methodology exists for calculating extremal characteristics of conditional models since…
The object of this paper is twofold. From one side we study the dichotomy, in terms of the Extremal Index of the possible Extreme Value Laws, when the rare events are centred around periodic or non periodic points. Then we build a general…
In this paper we obtain new estimates of the Hadamard fractional derivatives of a function at its extreme points. The extremum principle is then applied to show that the initial-boundary-value problem for linear and nonlinear…
The paper is devoted to a systematic study and characterizations of notions of local maximal monotonicity and their strong counterparts for set-valued operators that appear in variational analysis, optimization, and their applications. We…
We establish strong invariance principles for sums of stationary and ergodic processes with nearly optimal bounds. Applications to linear and some nonlinear processes are discussed. Strong laws of large numbers and laws of the iterated…
Stochastic equations indexed by negative integers and taking values in compact groups are studied. Extremal solutions of the equations are characterized in terms of infinite products of independent random variables. This result is applied…
Best possible bounds are established for families without s pairwise disjoint members and the more general problem for several families. The results are shown to apply several classical results.
For finite-dimensional linear semigroups which leave a proper cone invariant it is shown that irreducibility with respect to the cone implies the existence of an extremal norm. In case the cone is simplicial a similar statement applies to…
In this paper we investigate maximum principles for functionals defined on solutions to special partial differential equations of elliptic type, extending results by Payne and Philippin. We apply such maximum principles to investigate one…
We construct a finite element like scheme for fully non-linear integro-partial differential equations arising in optimal control of jump-processes. Special cases of these equations include optimal portfolio and option pricing equations in…
Extremal optimization is a new general-purpose method for approximating solutions to hard optimization problems. We study the method in detail by way of the NP-hard graph partitioning problem. We discuss the scaling behavior of extremal…
In this article the solution of the special problem of the conditional extremum for the conjugate trigonometric polynomials is given. A possibility to apply this result to the problems of optimal stabilization of quasidynamic chaos in…
We consider grammar-restricted exact learning of formulas and terms in finite variable logics. We propose a novel and versatile automata-theoretic technique for solving such problems. We first show results for learning formulas that…
We prove that in many cases the existence of an extremal metric for some Laplace eigenvalue in a conformal class allows to find extremal metrics in conformal classes close by. As a consequence and as part of the arguments we obtain…
Extremal principles can generally be divided into two rather distinct classes. There are, on the one hand side, formulations based on the Lagrangian or Hamiltonian mechanics, respectively, dealing with time dependent problems, but…
Necessary conditions for existence of normal extremals in optimal control of systems subject to nonholonomic constraints are derived as solutions of a constrained second order variational problems. In this work, a geometric interpretation…