Related papers: Conditional nonlinear expectations

Let $A(x): =(A_{i, j}(x))$ be a continuous function defined on some subshift of $\Omega:= \{0,1, \cdots, m-1\}^\mathbb{N}$, taking $d\times d$ non-negative matrices as values and let $\nu$ be an ergodic $\sigma$-invariant measure on the…

Let $(\mu_{\alpha})$ be a net of Radon sub-probability measures on the real line, and $(t_{\alpha})$ be a net in $]0,+\infty[$ converging to 0. Assuming that the generalized log-moment generating function $L(\lambda)$ exists for all…

We propose a sequential topology on the space of sub-$\sigma$-algebras of a separable probability space $(\Omega,\mathcal{F},\mathbb{P})$ by linking conditional expectations on $L^{2}$ along sequences of sub-$\sigma$-algebras. The varying…

For a conditional expectation E on a (unital) C*-algebra A there exists a real number K>=1 such that the mapping (K.E-id_A) is positive if and only if there exists a real number L>=1 such that the mapping (L.E-id_A) is completely positive,…

Law-invariant functionals are central to risk management and assign identical values to random prospects sharing the same distribution under an atomless reference probability measure. This measure is typically assumed fixed. Here, we adopt…

We show that the spaces $\mathcal{E}_{\{\omega\}}(\Omega)$ of ultradifferentiable functions of Roumieu type satisfy the dual interpolation estimate for small theta, where $\omega$ is a quasianalytic weight function and $\Omega$ is an…

With every $\sigma$-ideal $I$ on a Polish space we associate the $\sigma$-ideal $I^*$ generated by the closed sets in $I$. We study the forcing notions of Borel sets modulo the respective $\sigma$-ideals $I$ and $I^*$ and find connections…

Let $G$ be a finitely generated torsion-free nilpotent group. The representation zeta function $\zeta_G(s)$ of $G$ enumerates twist isoclasses of finite-dimensional irreducible complex representations of $G$. We prove that $\zeta_G(s)$ has…

Let ${\mathcal B}(H)$ denote the Banach algebra of all bounded linear operators on a complex Hilbert space $H$ with $\dim H\geq 3$, and let $\mathcal A$ and $\mathcal B$ be subsets of ${\mathcal B}(H)$ which contain all rank one operators.…

Given any amenable group $G$ (with a left Haar measure $|\cdot|$ or $dg$), we can select out a \textit{F{\o}lner subnet} $\{F_\theta,\theta\in\Theta\}$ from any left F{\o}lner net in $G$, which is \textit{$L^\infty$-admissible}, namely, for…

Let $X$ be a topological space and $\mu$ be a nonatomic finite measure on a $\sigma$-algebra $\Sigma$ containing the Borel $\sigma$-algebra of $X$. We say $\mu$ is weakly outer regular, if for every $A \in \Sigma$ and $\epsilon>0$, there…

The canonical theory of sublinear expectations, a foundation of stochastic calculus under ambiguity, is insensitive to the non-convex geometry of primitive uncertainty models. This paper develops a new stochastic calculus for a structured…

Let G be the group of points of a quasi-split reductive algebraic group over a local field F. It follows from the local Langlands conjectures that to every non-trivial additive character of F and every representation of the Langlands dual…

Let $s\in(0,1),$ $1<p<\frac{N}{s}$ and $\Omega\subset\mathbb{R}^N$ be an open bounded set. In this work we study the existence of solutions to problems ($E_\pm$) $Lu\pm g(u)=\mu$ and $u=0$ a.e. in $\mathbb{R}^N\setminus\Omega,$ where $g\in…

We study the functional calculus associated with a hypoelliptic left-invariant differential operator $\mathcal{L}$ on a connected and simply connected nilpotent Lie group $G$ with the aid of the corresponding \emph{Rockland} operator…

Assuming the Generalized Riemann Hypothesis, we provide uniform upper bounds with explicit main terms for moduli of $\left(\cL'/\cL\right)(s)$ and $\log{\cL(s)}$ for $1/2+\delta\leq\sigma<1$, fixed $\delta\in(0,1/2)$ and for functions in…

We introduce and study a notion of duality for two classes of optimization problems commonly occurring in probability theory. That is, on an abstract measurable space $(\Omega,\mathcal{F})$, we consider pairs $(E,\mathcal{G})$ where $E$ is…

It is hereby established that the set of Lipschitz functions $f:\mathcal{U}\rightarrow \mathbb{R}$ ($\mathcal{U}$ nonempty open subset of $\ell_{d}^{1}$) with maximal Clarke subdifferential contains a linear subspace of uncountable…

Upper bounds for the probabilities $\mathbb{P}(F\geq \mathbb{E} F + r)$ and $\mathbb{P}(F\leq \mathbb{E} F - r)$ are proved, where $F$ is a certain component count associated with a random geometric graph built over a Poisson point process…

We utilize an ergodic theory framework to explore sublinear expectation theory. Specifically, we investigate the pointwise Birkhoff's ergodic theorem for invariant sublinear expectation systems. By further assuming that these sublinear…