Related papers: Extremal measures with prescribed moments
Imagine that measurements are made at times $t_0$ and $t_1$ of the trajectory of a physical system whose governing laws are given approximately by a class ${\cal A}$ of so-called {\em prior vector fields}. Because the physical laws are not…
We determine the extreme points of the convex set of covariant phase observables. Such extremals describe the best phase parameter measurements of laser light - the best in the sense that they are free from classical randomness due to…
Generalized quantum instruments correspond to measurements where the input and output are either states or more generally quantum circuits. These measurements describe any quantum protocol including games, communications, and algorithms.…
The extremal index $\theta$, a number in the interval $[0,1]$, is known to be a measure of primal importance for analyzing the extremes of a stationary time series. New rank-based estimators for $\theta$ are proposed which rely on the…
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…
Necessary and sufficient conditions for a measure to be an extreme point of the set of measures (on an abstract measurable space) with prescribed generalized moments are given, as well as an application to extremal problems over such moment…
The curvature measures of a set $X$ with singularities are measures concentrated on the normal bundle of $X$, which describe the local geometry of the set $X$. For given finitely many convex bodies or, more generally, sets with positive…
We give a moment map interpretation of some relatively balanced metrics. As an application, we extend a result of S. K. Donaldson on constant scalar curvature K\"ahler metrics to the case of extremal metrics. Namely, we show that a given…
Estimation of extreme value copulas is often required in situations where available data are sparse. Parametric methods may then be the preferred approach. A possible way of defining parametric families that are simple and, at the same…
If moments of singular measures are passed as inputs to the entropy maximization procedure, the optimization algorithm might not terminate. The framework developed in our previous paper demonstrated how input moments of measures, on a broad…
This paper investigates the impact of distributional uncertainty on key risk measures under the partial knowledge of underlying distributions characterized by their first two moments and shape information (specifically symmetry and/or…
We consider finite element approximations of ill-posed elliptic problems with conditional stability. The notion of {\emph{optimal error estimates}} is defined including both convergence with respect to mesh parameter and perturbations in…
Some extremalities for quadrature operators are proved for convex functions of higher order. Such results are known in the numerical analysis, however they are often proved under suitable differentiability assumptions. In our considerations…
Let $(X,d)$ be a compact metric space. We consider the behavior of probability measures $\mu$ with the property that $$ \int_{X} d(x, y) d\mu(y) \qquad \mbox{is independent of}~x \in X.$$ It appears that such measures, when they exist,…
Dynamic spectral risk measures define a claim's valuation bounds as supremum and infimum of expectations of the claim's payoff over a dominated set of measures. The measures at which such extrema are attained are called extreme measures. We…
In this short note, we prove that conformal classes which are small perturbations of a product conformal class on a product with a standard sphere admit a metric extremal for some Laplace eigenvalue. As part of the arguments we obtain…
The distortion of six different intrinsic metrics and quasi-metrics under conformal and quasiregular mappings is studied in a few simple domains $G\subsetneq\mathbb{R}^n$. The already known inequalities between the hyperbolic metric and…
We obtain for the Kempner series (i.e. harmonic series where certain digits are excluded from all denominators, for example the digit 9 in base 10) new representations as geometrically convergent series. The coefficients for these…
We give a characterization for the extreme points of the convex set of correlation matrices with a countable index set. A Hermitian matrix is called a correlation matrix if it is positive semidefinite with unit diagonal entries. Using the…
The aim of this paper is to investigate extremum problems with pay-off being the total variational distance metric defined on the space of probability measures, subject to linear functional constraints on the space of probability measures,…