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We consider a square-integrable semimartingale and investigate the convex order relations between its discrete, continuous and predictable quadratic variation. As the main results, we show that if the semimartingale has conditionally…

Pricing of Securities · Quantitative Finance 2012-10-03 Martin Keller-Ressel , Claus Griessler

In this paper, we establish the $L^{p}(\mathbb{R}^{d})$-boundedness of the variation operator and the $\delta$-jump operator for generalized spherical means, and we also show the necessary conditions for the…

Classical Analysis and ODEs · Mathematics 2024-04-16 Wenjuan Li , Dongyong Yang , Feng Zhang

We study the eigenvalue spectrum of different lattice Dirac operators (staggered, fixed point, overlap) and discuss their dependence on the topological sectors. Although the model is 2D (the Schwinger model with massless fermions) our…

High Energy Physics - Lattice · Physics 2015-06-25 F. Farchioni , I. Hip , C. B. Lang

For stochastic $C_0$-semigroups on $L^1$-spaces there is wealth of results that show strong convergence to an equilibrium as $t \to \infty$, given that the semigroup contains a partial integral operator. This has plenty of applications to…

Functional Analysis · Mathematics 2020-05-19 Jochen Glück , Florian G. Martin

In this paper we establish uniform oscillation estimates on $L^p(X)$ with $p\in(1,\infty)$ for the polynomial ergodic averages. This result contributes to a certain problem about uniform oscillation bounds for ergodic averages formulated by…

Dynamical Systems · Mathematics 2022-09-23 Mariusz Mirek , Wojciech Słomian , Tomasz Z. Szarek

In this paper, we first introduce some new classes of weighted amalgam spaces. Then we give the weighted strong-type and weak-type estimates for fractional integral operators $I_\gamma$ on these new function spaces. Furthermore, the…

Classical Analysis and ODEs · Mathematics 2017-12-13 Hua Wang

The optimal constants in a class of exponential type inequalities for the Ornstein-Uhlenbeck operator in the Gauss space are detected. The existence of extremal functions in the relevant inequalities is also established. Our results…

Functional Analysis · Mathematics 2021-10-22 Andrea Cianchi , Vít Musil , Luboš Pick

We reassess an alternative CPT-odd electrodynamics obtained from a Palatini-like procedure. Starting from a more general situation, we analyze the physical consistency of the model for different values of the parameter introduced in the…

High Energy Physics - Theory · Physics 2023-05-08 B. Alves Marques , A. P. Baêta Scarpelli , J. C. C. Felipe , L. C. T. Brito

The seminal papers of Pickands [1,2] paved the way for a systematic study of high exceedance probabilities of both stationary and non-stationary Gaussian processes. Yet, in the vector-valued setting, due to the lack of key tools including…

Probability · Mathematics 2019-11-18 Krzysztof Dȩbicki , Enkelejd Hashorva , Longmin Wang

The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic…

Probability · Mathematics 2007-05-23 Anna Karczewska

In the present paper we start the systematic explicit construction of invariant differential operators by giving explicit description of one of the main ingredients - the cuspidal parabolic subalgebras. We explicate also the maximal…

High Energy Physics - Theory · Physics 2023-03-21 V. K. Dobrev

We propose stochastic variance reduced algorithms for solving convex-concave saddle point problems, monotone variational inequalities, and monotone inclusions. Our framework applies to extragradient, forward-backward-forward, and…

Optimization and Control · Mathematics 2022-06-14 Ahmet Alacaoglu , Yura Malitsky

We use the averaged variational principle introduced in a recent article on graph spectra [7] to obtain upper bounds for sums of eigenvalues of several partial differential operators of interest in geometric analysis, which are analogues of…

Metric Geometry · Mathematics 2015-12-24 Ahmad El Soufi , Evans Harrell , Said Ilias , Joachim Stubbe

Variational inequalities are a formalism that includes games, minimization, saddle point, and equilibrium problems as special cases. Methods for variational inequalities are therefore universal approaches for many applied tasks, including…

We present a general class of unbiased improved estimators for physical observables in lattice gauge theory computations which significantly reduces statistical errors at modest computational cost. The error reduction techniques, referred…

High Energy Physics - Lattice · Physics 2013-11-13 Thomas Blum , Taku Izubuchi , Eigo Shintani

For a quasi-split Satake diagram, we define a modified $q$-Weyl algebra, and show that there is an algebra homomorphism between it and the corresponding $\imath$quantum group. In other words, we provide a differential operator approach to…

Quantum Algebra · Mathematics 2023-09-26 Zhaobing Fan , Jicheng Geng , Shaolong Han

The q-difference analog of the classical ladder operators is derived for those orthogonal polynomials arising from a class of indeterminate moments problem.

Mathematical Physics · Physics 2015-05-13 Yang Chen , Mourad E. H. Ismail

A differential operator of weight $\lambda$ is the algebraic abstraction of the difference quotient $d_\lambda(f)(x):=\big(f(x+\lambda)-f(x)\big)/\lambda$, including both the derivation as $\lambda$ approaches to $0$ and the difference…

Rings and Algebras · Mathematics 2024-02-06 Aiping Gan , Li Guo

We extend and attempt to clarify recent results which showed possible problems for universality for the gauge group SU(2). We suggest that the presence of artifacts actually distorts the mixed-coupling plane. This implies that a separation…

High Energy Physics - Lattice · Physics 2007-05-23 Peter Stephenson

In this paper we study weighted mixed norm estimates for Riesz transforms associated to Dunkl harmonic oscillators. The idea is to show that the required inequalities are equivalent to certain vector valued inequalities for operator defined…

Functional Analysis · Mathematics 2014-07-08 Pradeep Boggarapu , S. Thangavelu