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Propositional logics in general, considered as a set of sentences, can be undecidable even if they have "nice" representations, e.g., are given by a calculus. Even decidable propositional logics can be computationally complex (e.g., already…

Logic · Mathematics 2019-08-06 Matthias Baaz , Richard Zach

Financial institutions have to allocate so-called "economic capital" in order to guarantee solvency to their clients and counter parties. Mathematically speaking, any methodology of allocating capital is a "risk measure", i.e. a function…

Condensed Matter · Physics 2011-08-09 Dirk Tasche

In prefix coding over an infinite alphabet, methods that consider specific distributions generally consider those that decline more quickly than a power law (e.g., Golomb coding). Particular power-law distributions, however, model many…

Information Theory · Computer Science 2009-03-06 Michael B. Baer

Expected Shortfall (ES) in several variants has been proposed as remedy for the defi-ciencies of Value-at-Risk (VaR) which in general is not a coherent risk measure. In fact, most definitions of ES lead to the same results when applied to…

Statistical Mechanics · Physics 2008-12-10 Carlo Acerbi , Dirk Tasche

The arrival time probability distribution is defined by analogy with the classical mechanics. The difficulty of requirement to have the values of non-commuting operators is circumvented using the concept of weak measurements. The proposed…

Quantum Physics · Physics 2009-11-10 J. Ruseckas , B. Kaulakys

We give the proof of a tight lower bound on the probability that a binomial random variable exceeds its expected value. The inequality plays an important role in a variety of contexts, including the analysis of relative deviation bounds in…

Machine Learning · Computer Science 2013-11-12 Spencer Greenberg , Mehryar Mohri

Metric regularity is among the central concepts of nonlinear and variational analysis, constrained optimization, and their numerous applications. However, metric regularity can be elusive for some important ill-posed classes of problems…

Optimization and Control · Mathematics 2025-03-30 Mario Jelitte , Boris S. Mordukhovich

In the setting of minimal local grammar-based coding, the input string is represented as a grammar with the minimal output length defined via simple symbol-by-symbol encoding. This paper discusses four contributions to this field. First, we…

Information Theory · Computer Science 2025-04-17 Łukasz Dębowski

We investigate weakly constrained codes, in which specific patterns occur with prescribed frequencies rather than being strictly forbidden as in conventional constrained coding. We propose a capacity-achieving construction of a weakly…

Information Theory · Computer Science 2026-05-22 Prachi Mishra , Sidharth Jaggi , Navin Kashyap , Michael Langberg

Computing reachability probabilities is at the heart of probabilistic model checking. All model checkers compute these probabilities in an iterative fashion using value iteration. This technique approximates a fixed point from below by…

Logic in Computer Science · Computer Science 2018-04-16 Tim Quatmann , Joost-Pieter Katoen

The weak value of a variable O is a description of an effective interaction with that variable in the limit of weak coupling. It is particularly important for a pre- and post-selected quantum system.

Quantum Physics · Physics 2007-06-12 Lev Vaidman

Quantum weak measurements with states both pre- and postselected offer a window into a hitherto neglected sector of quantum mechanics. A class of such systems involves time dependent evolution with transitions possible. In this paper we…

Quantum Physics · Physics 2016-02-12 Sara Imari Walker , Paul C. W. Davies , Prasant Samantray , Yakir Aharonov

Weak values are average quantities,therefore investigating their associated variance is crucial in understanding their place in quantum mechanics. We develop the concept of a position-postselected weak variance of momentum as cohesively as…

Quantum Physics · Physics 2015-08-10 M. R. Feyereisen

Worst-case bounds on the expected shortfall risk given only limited information on the distribution of the random variables has been studied extensively in the literature. In this paper, we develop a new worst-case bound on the expected…

Risk Management · Quantitative Finance 2017-02-12 Anulekha Dhara , Bikramjit Das , Karthik Natarajan

Time averaging of weak values using the quantum transition path time probability distribution enables us to establish a general uncertainty principle for the weak values of two not necessarily Hermitian operators. This new principle is a…

Quantum Physics · Physics 2019-01-16 Eli Pollak , Salvador Miret-Artés

We derive a general formula of the minimum achievable rate for fixed-to-variable length coding with a regular cost function by allowing the error probability up to a constant $\varepsilon$. For a fixed-to-variable length code, we call the…

Information Theory · Computer Science 2017-10-11 Hideki Yagi , Ryo Nomura

Weak values have been shown to be helpful especially when considering them as the outcomes of weak measurements. In this paper we show that in principle, the real and imaginary parts of the weak value of any operator may be elucidated from…

Quantum Physics · Physics 2018-10-17 Eliahu Cohen , Eli Pollak

The time evolution of the two-time conditional probability of the classical stochastic process is described in an analogous form of the quantum mechanical wave equations. By using it, we emulate the same strange behaviors as those of the…

Statistical Mechanics · Physics 2012-01-11 Hiroyuki Tomita

One of the obstacles in automatic program proving is to obtain suitable loop invariants. The invariant of a loop is a weakened form of its postcondition (the loop's goal, also known as its contract); the present work takes advantage of this…

Software Engineering · Computer Science 2013-08-14 Carlo A. Furia , Bertrand Meyer

We consider weakly coupled LQ optimal control problems and derive estimates on the sensitivity of the optimal value function in dependence of the coupling strength. In order to improve these sensitivity estimates a "coupling adapted" norm…

Optimization and Control · Mathematics 2014-04-22 Péter Koltai , Oliver Junge
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