Related papers: Extremal measures with prescribed moments
Calibration, the practice of choosing the parameters of a structural model to match certain empirical moments, can be viewed as minimum distance estimation. Existing standard error formulas for such estimators require a consistent estimate…
We study aspects of the Wasserstein distance in the context of self-similar measures. Computing this distance between two measures involves minimising certain moment integrals over the space of \emph{couplings}, which are measures on the…
Measurements in classical and quantum physics are described in fundamentally different ways. Nevertheless, one can formally define similar measurement procedures with respect to the disturbance they cause. Obviously, strong measurements,…
One says that a Riemannian four-manifold is \emph{weakly Einstein} if the three-index contraction of its curvature tensor against itself equals a function times the metric. Since this includes all four-manifolds that are Einstein, or…
It is shown that the axioms for coherent risk measures imply that whenever there is an asset in a portfolio that dominates the others in a given sample (which happens with finite probability even for large samples), then this portfolio…
Tensorial curvature measures are tensor-valued generalizations of the curvature measures of convex bodies. We prove a complete set of kinematic formulae for such tensorial curvature measures on convex bodies and for their (nonsmooth)…
In many problems of classical analysis extremal configurations appear to exhibit complicated fractal structure. This makes it much harder to describe extremals and to attack such problems. Many of these problems are related to the…
This article is a survey of recent results on slicing inequalities for convex bodies. The focus is on the setting of arbitrary measures in place of volume.
The question of optimally approximating an arbitrary probability measure in the Wasserstein distance by a discrete one with uniform weights is considered. Estimates are obtained for the optimal approximation distance, with an explicit rate…
We address the problem of characterising the compatible tuples of measurements that admit a unique joint measurement. We derive a uniqueness criterion based on the method of perturbations and apply it to show that extremal points of the set…
The medial axis $M_X$ of a closed set $X\subset \mathbb{R}^n$ is the set of points from the ambient space that admit more than one closest point in $X$. We study the problem of reaching the singularities, i.e. of characterising the points…
A geometric method is described to characterize the different kinds of extremals in optimal control theory. This comes from the use of a presymplectic constraint algorithm starting from the necessary conditions given by Pontryagin's Maximum…
We present a unified description of extremal metrics for the Laplace and Steklov eigenvalues on manifolds of arbitrary dimension using the notion of $n$-harmonic maps. Our approach extends the well-known results linking extremal metrics for…
Let $Q$ denote the space of signed measures on the Borel $\sigma$-algebra of a separable complete space $X$. We endow $Q$ with the norm $\|q\|=\sup|\int\phi dq|$, where the supremum is taken over all Lipschitz with constant 1 functions…
We consider the problem of discriminating between states of a specified set with maximum confidence. For a set of linearly independent states unambiguous discrimination is possible if we allow for the possibility of an inconclusive result.…
We analyze the extreme value dependence of independent, not necessarily identically distributed multivariate regularly varying random vectors. More specifically, we propose estimators of the spectral measure locally at some time point and…
In this paper we shall consider some famous means such as arithmetic, harmonic, geometric, root square mean, etc. Considering the difference of these means, we can establish. some inequalities among them. Interestingly, the difference of…
We consider the eigenvalue problem for the case where the input matrix is symmetric and its entries perturb in some given intervals. We present a characterization of some of the exact boundary points, which allows us to introduce an inner…
Our work explores fusions, the multidimensional counterparts of mean-preserving contractions and their extreme and exposed points. We reveal an elegant geometric/combinatorial structure for these objects. Of particular note is the…
We introduce a fractal dimension for a metric space defined in terms of the persistent homology of extremal subsets of that space. We exhibit hypotheses under which this dimension is comparable to the upper box dimension; in particular, the…