Related papers: Representation Theory for Risk On Markowitz-Tversk…
In this paper, we construct cataclysm deformations for $\theta$-Anosov representations into a semisimple non-compact connected real Lie group $G$ with finite center, where $\theta \subset \Delta$ is a subset of the simple roots that is…
If $(T_t)$ is a semigroup of Markov operators on an $L^1$-space that admits a non-trivial lower bound, then a well-known theorem of Lasota and Yorke asserts that the semigroup is strongly convergent as $t \to \infty$. In this article we…
This paper studies a one-sector optimal growth model with i.i.d. productivity shocks that are allowed to be unbounded. The utility function is assumed to be non-negative and unbounded from above. The novel feature in our framework is that…
For a locally convex Lie group with the Trotter property, we prove that the space of k-times differentiable vectors of a unitary representation is equal to the intersection of domains of k-fold products of the Lie algebra action. The result…
Let $M$ be a compact Riemannian manifold endowed with an isometric action of a compact Lie group. The method of the Witten deformation is used to compute the virtual representation-valued equivariant index of a transversally elliptic, first…
We characterize the global maximizers of a certain non-local functional defined on the space of all positively curved metrics on an ample line bundle L over a Kahler manifold X. This functional is an adjoint version, introduced by…
We study combinations of risk measures under no restrictive assumption on the set of alternatives. We develop and discuss results regarding the preservation of properties and acceptance sets for the combinations of risk measures. One of the…
We show that the problem of existence of equilibrium in Kyle's continuous time insider trading model can be tackled by considering a forward-backward system coupled via an optimal transport type constraint at maturity. The forward component…
The aim of this paper is to study some continuous-time bivariate Markov processes arising from group representation theory. The first component (level) can be either discrete (quasi-birth-and-death processes) or continuous (switching…
We develop a trust-region method for efficiently minimizing the sum of a smooth function, a nonsmooth convex function, and the composition of a finite-valued support function with a smooth function. Optimization problems with this structure…
We study harmonic map regression, a nonparametric estimator for manifold-valued responses, that penalizes the empirical Fr\'echet risk by the Dirichlet energy. By connecting penalized regression to the theory of harmonic maps, the estimator…
The Alexandrov-Kontsevich-Schwarz-Zaboronsky (AKSZ) construction encodes all the data of a topological sigma-model in the finite-dimensional symplectic $Q$-manifold. Relaxing the nondegeneracy condition i.e. considering a presymplectic form…
In this paper twists of reduced locally compact quantum groups are studied. Twists of the dual coaction on a reduced crossed product are introduced and the twisted dual coactions are proved to satisfy a type of Takesaki-Takai duality. The…
Extending the statistical approach proposed in a parallel paper \cite% {Tessarotto2008-aa}, purpose of this work is to propose a stochastic inverse kinetic theory for small-scale hydrodynamic turbulence based on the introduction of a…
This paper clarifies the local structure of the energy representation of a local gauge group. The group to be considered is a smooth map from a manifold into a compact Lie group. It acts on a Boson Fock spaces generated by connection…
We study the Dirac spectrum on compact Riemannian spin manifolds $M$ equipped with a metric connection $\nabla$ with skew torsion $T\in\Lambda^3M$ by means of twistor theory. An optimal lower bound for the first eigenvalue of the Dirac…
It is well known that conservative mechanical systems exhibit local oscillatory behaviours due to their elastic and gravitational potentials, which completely characterise these periodic motions together with the inertial properties of the…
The unitary representation theory of locally compact contraction groups and their semi-direct products with $\mathbb{Z}$ is studied. We put forward the problem of completely characterising such groups which are type I or CCR and this…
We compute, in the large $N$ limit, the topologically twisted index of the 3d $T[SU(N)]$ theory, namely the partition function on $\Sigma_{\mathfrak{g}} \times S^1$, with a topological twist on the Riemann surface $\Sigma_{\mathfrak{g}}$.…
The main goal of this paper is an application of Bayesian inference in testing the relation between risk and return on the financial instruments. On the basis of the Intertemporal CAPM model we built a general sampling model suitable in…