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Under a generalized skew normal distribution we consider the problem of European option pricing. Existence of the martingale measure is proved. An explicit expression for a given European option price is presented in terms of the cumulative…

Pricing of Securities · Quantitative Finance 2017-08-01 Mahdi Doostparast

We discuss the application of random projections to the fundamental problem of deciding whether a given point in a Euclidean space belongs to a given set. We show that, under a number of different assumptions, the feasibility and…

Optimization and Control · Mathematics 2015-11-19 Ky Vu , Pierre-Louis Poirion , Leo Liberti

We generalize McDiarmid's inequality for functions with bounded differences on a high probability set, using an extension argument. Those functions concentrate around their conditional expectations. We further extend the results to…

Machine Learning · Computer Science 2024-05-03 Richard Combes

Like many other voting systems, Majority Judgement suffers from the weaknesses of the underlying mathematical model: Elections as problem of choice or ranking. We show how the model can be enhanced to take into account the complete process…

Computer Science and Game Theory · Computer Science 2023-07-07 Friedemann Kemm

In this note we consider several kind of partition functions of one-dimensional models with nearest - neighbor interactions $I_n, n\in \mathbf{Z}$ and spin values $\pm 1$. We derive systems of recursive equations for each kind of such…

Dynamical Systems · Mathematics 2009-04-07 U. A. Rozikov

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…

Discrete Mathematics · Computer Science 2022-06-09 Stephen Eubank , Madhurima Nath , Yihui Ren , Abhijin Adiga

We study sufficient conditions on weight functions under which norm approximations by analytic polynomials are possible. The weights we study include radial, non-radial, and angular weights.

Functional Analysis · Mathematics 2022-02-09 Ali Abkar

Divisor methods are well known to satisfy house monotonicity, which allows representative seats to be allocated sequentially. We focus on stationary divisor methods defined by a rounding cutpoint $c \in [0,1]$. For such methods with…

General Mathematics · Mathematics 2026-03-02 Michael A. Jones , Brittany Ohlinger , Jennifer Wilson

Geographical considerations such as contiguity and compactness are necessary elements of political districting in practice. Yet an analysis of the problem without such constraints yields mathematical insights that can inform real-world…

Physics and Society · Physics 2022-02-04 Gerdus Benade , Nam Ho-Nguyen , J. N. Hooker

This study considers the method to derive a ranking of alternatives by aggregating the rankings submitted by several individuals who may not evaluate all of them. The collection of subsets of alternatives that individuals (can) evaluate is…

Theoretical Economics · Economics 2024-09-18 Yasunori Okumura

The problem is considered as to whether a monotone function defined on a subset P of a Euclidean space can be strictly monotonically extended to the whole space. It is proved that this is the case if and only if the function is {\em…

Optimization and Control · Mathematics 2022-10-21 Pavel Chebotarev

A solution is proposed for the problem of composition of ordinary generating functions. A new class of functions that provides a composition of ordinary generating functions is introduced; main theorems are presented; compositae are written…

Combinatorics · Mathematics 2010-09-15 Kruchinin Vladimir Victorovich

This paper considers the arbitrary-proportional finite-set-partitioning problem which involves partitioning a finite set into multiple subsets with respect to arbitrary nonnegative proportions. This is the core art of many fundamental…

Numerical Analysis · Computer Science 2017-07-31 Tiancheng Li

We describe an algorithm to decompose rational functions from which we determine the poset of groups fixing these functions.

Number Theory · Mathematics 2008-08-21 John McKay , David Sevilla

Polynomials are common algebraic structures, which are often used to approximate functions including probability distributions. This paper proposes to directly define polynomial distributions in order to describe stochastic properties of…

Information Theory · Computer Science 2022-12-12 Yue Yu , Pavel Loskot

We study some properties convex functions fulfill. Among the conclusions we obtain from such result, we are able to prove some nontrivial inequalities among real numbers, and we give an improvement of the reverse triangle inequality in the…

Mathematica offers, by way of the package Combinatorics, many useful functions to work on graphs and ordered structures, but none of these functions was specific enough to meet the needs of our research group. Moreover, the existing…

Mathematical Software · Computer Science 2013-07-05 Pietro Codara

This paper considers convolution equations that arise from problems such as measurement error and non-parametric regression with errors in variables with independence conditions. The equations are examined in spaces of generalized functions…

Statistics Theory · Mathematics 2012-08-21 Victoria Zinde-Walsh

Extension problems for polynomial valuations on different cones of convex functions are investigated. It is shown that for the classes of functions under consideration, the extension problem reduces to a simple geometric obstruction on the…

Functional Analysis · Mathematics 2024-08-14 Jonas Knoerr , Jacopo Ulivelli

We study resource allocation in two-sided markets from a fundamental perspective and introduce a general modeling and algorithmic framework to effectively incorporate the complex and multidimensional aspects of fairness. Our main technical…

Computer Science and Game Theory · Computer Science 2025-06-03 Javier Cembrano , Andrés Moraga , Victor Verdugo