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We investigate to which extent the relevant features of (static) Systemic Risk Measures can be extended to a conditional setting. After providing a general dual representation result, we analyze in greater detail Conditional Shortfall…

Mathematical Finance · Quantitative Finance 2021-05-12 Alessandro Doldi , Marco Frittelli

The unavoidable interaction of quantum systems with their environment usually results in the loss of desired quantum resources. Suitably chosen system Hamiltonians, however, can, to some extent, counteract such detrimental decay, giving…

Quantum Physics · Physics 2018-10-03 Łukasz Rudnicki , Clemens Gneiting

Likelihood-based methods of statistical inference provide a useful general methodology that is appealing, as a straightforward asymptotic theory can be applied for their implementation. It is important to assess the relationships between…

Statistics Theory · Mathematics 2015-03-20 Thomas J. DiCiccio , Todd A. Kuffner , G. Alastair Young , Russell Zaretzki

Entropy notions for $\varepsilon$-incremental practical stability and incremental stability of deterministic nonlinear systems under disturbances are introduced. The entropy notions are constructed via a set of points in state space which…

Optimization and Control · Mathematics 2022-09-13 Michelle S. Chong

This paper studies a class of random nonlinear systems with time-varying delay, in which the $r$-order moment ($r\geq1$) of the random disturbance is finite. Firstly, some general conditions are proposed to guarantee the existence and…

Optimization and Control · Mathematics 2018-06-22 Yao Liqiang , Zhang Weihai

We study delay-independent stability in nonlinear models with a distributed delay which have a positive equilibrium. Such models frequently occur in population dynamics and other applications. In particular, we construct a relevant…

Dynamical Systems · Mathematics 2009-01-12 Elena Braverman , Sergey Zhukovskiy

We establish stability criterion for a two-class retrial system with Poisson inputs, general class-dependent service times and class-dependent constant retrial rates. We also characterise an interesting phenomenon of partial stability when…

Probability · Mathematics 2021-10-20 Konstantin Avrachenkov , Evsey Morozov , Ruslana Nekrasova

We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…

Optimization and Control · Mathematics 2008-12-20 Seid Bahlali

The present paper studies a large class of temperature dependent probability distributions and shows that entropy and energy can be defined in such a way that these probability distributions are the equilibrium states of a generalized…

Statistical Mechanics · Physics 2015-06-24 Jan Naudts

In this note, we define a Gaussian probability distribution over matrices. We prove some useful properties of this distribution, namely, the fact that marginalization, conditioning, and affine transformations preserve the matrix Gaussian…

Probability · Mathematics 2018-06-22 Shane Barratt

Suppose we are given the conditional probability of one variable given some other variables.Normally the full joint distribution over the conditioning variablesis required to determine the probability of the conditioned variable.Under what…

Artificial Intelligence · Computer Science 2013-01-14 Avi Pfeffer

Mixed monotone systems form an important class of nonlinear systems that have recently received attention in the abstraction-based control design area. Slightly different definitions exist in the literature, and it remains a challenge to…

Optimization and Control · Mathematics 2018-03-14 Liren Yang , Oscar Mickelin , Necmiye Ozay

Flocculation is the process whereby particles (i.e., flocs) in suspension reversibly combine and separate. The process is widespread in soft matter and aerosol physics as well as environmental science and engineering. We consider a general…

Analysis of PDEs · Mathematics 2015-07-28 Inom Mirzaev , David M. Bortz

In this paper, we establish a necessary and sufficient stability condition for a class of two coupled first-order linear hyperbolic partial differential equations. Through a backstepping transform, the problem is reformulated as a stability…

Optimization and Control · Mathematics 2025-03-24 Ismaïla Balogoun , Jean Auriol , Islam Boussaada , Guilherme Mazanti

Control systems involving unknown parameters appear a natural framework for applications in which the model design has to take into account various uncertainties. In these circumstances the performance criterion can be given in terms of an…

Optimization and Control · Mathematics 2019-01-15 Piernicola Bettiol , Nathalie Khalil

In statistical physics any given system can be either at an equilibrium or away from it. Networks are not an exception. Most network models can be classified as either equilibrium or growing. Here we show that under certain conditions there…

Statistical Mechanics · Physics 2013-08-13 Dmitri Krioukov , Massimo Ostilli

A fractional generalization of variations is used to define a stability of non-integer order. Fractional variational derivatives are suggested to describe the properties of dynamical systems at fractional perturbations. We formulate…

Classical Physics · Physics 2011-07-26 Vasily E. Tarasov

We demonstrate the equilibration of isolated macroscopic quantum systems, prepared in non-equilibrium mixed states with significant population of many energy levels, and observed by instruments with a reasonably bound working range compared…

Statistical Mechanics · Physics 2009-11-13 Peter Reimann

The paper presents the generalized persistency of excitation conditions. They are not only valid for much broader range of applications than their classical counterparts but also elegantly prove the validity of the latter. The novelty and…

General Mathematics · Mathematics 2007-05-23 Sergey Nikitin

The definition of nonequilibrium entropy is provided for the general nonequilibrium processes by connecting thermodynamics with statistical physics, and the principle of entropy increment in the nonequilibrium processes is also proved in…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Xiaochun Mei
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