Related papers: The Natural Banach Space for Version Independent R…
Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighter, it requires knowing a bound on the variance of the random…
We introduce a new type of norm for ordered vector spaces majorized by a proper (convex) cone that generalizes the notions of order unit norm and base norm. Then we give sufficient conditions to ensure its completeness. In the case of…
This paper studies topological duals of Banach function spaces (BFS). We assume a finite measure but our arguments extend to general locally convex function spaces whose topology is generated by seminorms that satisfy the usual BFS axioms.…
In this work we study certain invariant measures that can be associated to the time averaged observation of a broad class of dissipative semigroups via the notion of a generalized Banach limit. Consider an arbitrary complete separable…
We define the $k$:th moment of a Banach space valued random variable as the expectation of its $k$:th tensor power; thus the moment (if it exists) is an element of a tensor power of the original Banach space. We study both the projective…
If $\mu_1,\mu_2,\dots$ are positive measures on a measurable space $(X,\Sigma)$ and $v_1,v_2, \dots$ are elements of a Banach space ${\mathbb E}$ such that $\sum_{n=1}^\infty \|v_n\| \mu_n(X) < \infty$, then $\omega (S)= \sum_{n=1}^\infty…
All most all the function spaces over real or complex domains and spaces of sequences, that arise in practice as examples of normed complete linear spaces (Banach spaces), are reflexive. These Banach spaces are dual to their respective…
We show that every metric space with bounded geometry uniformly embeds into an explicit reflexive Banach space (a direct sum of l^p spaces). In the case of discrete groups we show the analogue of a-T-menability. That is, we construct a…
We give a complete characterization of both comonotone and not comonotone coherent risk measures in the discrete finite probability space, where each outcome is equally likely. To the best of our knowledge, this is the first work that…
In the current work, we propose a generalization of angles and orthogonality from $L^2$ to generic Banach spaces, starting from a $L^p$ version of the Pythagorean theorem, $p\in [1,\infty)$. The starting point is conservation of energy…
Informally, a risk measure is said to be elicitable if there exists a suitable scoring function such that minimizing its expected value recovers the risk measure. In this paper, we analyze the elicitability properties of the class of return…
We introduce a new norm, called $N^{p}$-norm $(1\leq{p}<\infty)$ on a space $N^{p}(V,W)$ where $V$ and $W$ are abstract operator spaces. By proving some fundamental properties of the space $N^{p}(V,W)$, we also obtain that if $W$ is…
The subject of this paper is regularity-preserving aggregation of regular norms on finite-dimensional linear spaces. Regular norms were introduced in [5] and are closely related to ``type 2'' spaces [9, Chapter 9] playing important role in…
We tackle the problem of estimating risk measures of the infinite-horizon discounted cost within a Markov cost process. The risk measures we study include variance, Value-at-Risk (VaR), and Conditional Value-at-Risk (CVaR). First, we show…
When considering d possibly dependent random variables, one is often interested in extreme risk regions, with very small probability p. We consider risk regions of the form ${\mathbf{z}\in\mathbb{R}^d:f(\mathbf{z})\leq\beta}$, where f is…
A physical measure on the attractor of a system describes the statistical behavior of typical orbits. An example occurs in unimodal dynamics. Namely, all infinitely renormalizable unimodal maps have a physical measure. For Lorenz dynamics,…
This paper concerns parameterized convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional Banach (resp. finite-dimensional) spaces and that are indexed by an arbitrary fixed set T…
Consider a Berkovich space over a good Banach ring and the relative projective line over it. (It is a space whose fibers are projective lines over different complete valued fields.) For each polarized endomorphism of this line, we prove…
When a spatial process is recorded over time and the observation at a given time instant is viewed as a point in a function space, the result is a time series taking values in a Banach space. To study the spatio-temporal extremal dynamics…
The existence of a Banach limit as a translation invariant positive continuous linear functional on the space of bounded scalar sequences which is equal to 1 at the constant sequence (1,1,...,1,...) is proved in a first course on functional…