Related papers: Calls, zonoids, peacocks and log-concavity
We define the functional LYZ ellipsoid of log-concave functions. Then we give notes appended to [6].
We investigate coordination numbers of the cubic lattices with emphases on their analytic behaviors, including the total positivity of the coordination matrices, the distribution of zeros of the coordination polynomials, the asymptotic…
We introduce the notion of a chopped and sliced cone in combinatorial geometry and prove two structure theorems for the number of integral points in the individual slices of such a cone. We observe that this notion applies to weight…
One question that we investigate in this paper is, how can we build log-concave polynomials using sparse polynomials as building blocks? More precisely, let $f = \sum\_{i = 0}^d a\_i X^i \in \mathbb{R}^+[X]$ be a polynomial satisfying the…
We introduce floating bodies for convex, not necessarily bounded subsets of $\mathbb{R}^n$. This allows us to define floating functions for convex and log concave functions and log concave measures. We establish the asymptotic behavior of…
There is a two-component log-gas system with Boltzmann factor which provides an interpolation between the eigenvalue PDF for $\beta = 1$ and $\beta = 4$ invariant random matrix ensembles. The solvability of this log-gas system relies on the…
The existence of a random attractor for the stochastic FitzHugh-Nagumo system defined on an unbounded domain is established. The pullback asymptotic compactness of the stochastic system is proved by uniform estimates on solutions for large…
We study the four plactic-like monoids that arise by taking the meets and joins of stalactic and taiga congruences. We obtain the combinatorial objects associated with the meet monoids, establishing Robinson-Schensted-like correspondences…
We formulate a discrete-time Bayesian stochastic volatility model for high-frequency stock-market data that directly accounts for microstructure noise, and outline a Markov chain Monte Carlo algorithm for parameter estimation. The methods…
Stochastic quantization is applied to derivation of equations connecting multilocal gauge-invariant correlators in different field theories. They include Abelian Higgs Model, QCD with spinless quarks at T=0 and T>0 and QED, where spin…
The existence of time-lagged cross-correlations between the returns of a pair of assets, which is known as the lead-lag relationship, is a well-known stylized fact in financial econometrics. Recently some continuous-time models have been…
The algebraic properties of the combination of probabilistic choice and nondeterministic choice have long been a research topic in program semantics. This paper explains a formalization in the Coq proof assistant of a monad equipped with…
A classification of $\operatorname{SL}(n)$ and translation covariant Minkowski valuations on log-concave functions is established. The moment vector and the recently introduced level set body of log-concave functions are characterized.…
This paper studies the classes of semigoups and monoids with context-free and deterministic context-free word problem. First, some examples are exhibited to clarify the relationship between these classes and their connection with the…
This thesis mainly focuses on two problems in capital structure and individual's life-cycle portfolio choice. In the first problem, we derive a stochastic control model to optimize banks' dividend and recapitalization policies and calibrate…
This paper studies the logical properties of a very general class of infinite ranked trees, namely those generated by higher-order recursion schemes. We consider, for both monadic second-order logic and modal mu-calculus, three main…
We derive explicit bounds for the computation of normalizing constants $Z$ for log-concave densities $\pi = \exp(-U)/Z$ with respect to the Lebesgue measure on $\mathbb{R}^d$. Our approach relies on a Gaussian annealing combined with recent…
The focus of our investigation will be integrals of form $\int_0^1 \log^a(1-x) \log^b x \log^c(1+x) /f(x) dx$, where $f$ can be either $x,1-x$ or $1+x$. We show that these integrals possess a plethora of linear relations, and give…
This note contributes to the understanding of generalized entropy power inequalities. Our main goal is to construct a counter-example regarding monotonicity and entropy comparison of weighted sums of independent identically distributed…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…