Related papers: A simple characterization of tightness for convex …

We establish a sufficient condition for the tightness of a sequence of stochastic processes. Our condition makes it possible to study processes with accumulations of fixed times of discontinuity. Our motivation comes from the study of…

We prove that the fixed point iteration of arbitrary positive concave mappings with nonempty fixed point set converges geometrically for any starting point. We also show that positivity is crucial for this result to hold, and the concept of…

Let $X$ be a random variable that takes its values in $\frac{1}{q}\mathbb{Z}$, for some integer $q\ge2$, and consider $X$ rounded to an integer, either downwards or upwards or to the nearest integer. We give general formulas for the…

In this note we study the maximal perimeter of a convex set in $\mathbb{R}^n$ with respect to various classes of measures. Firstly, we show that for a probability measure $\mu$ on $ \mathbb{R}^n$, satisfying very mild assumptions, there…

For a finite set $A \subseteq \mathbb{R}^n$, consider a function $u \in \mathrm{BV}_{\mathrm{loc}}^2(\mathbb{R}^n)$ such that $\nabla u \in A$ almost everywhere. If $A$ is convex independent, then it follows that $u$ is piecewise affine…

We show that in positive characteristic the homogeneous probability measure supported on a periodic orbit of the diagonal group in the space of 2-lattices, when varied along rays of Hecke trees, may behave in sharp contrast to the zero…

Coherent sets of desirable gamble sets is used as a model for representing an agents opinions and choice preferences under uncertainty. In this paper we provide some results about the axioms required for coherence and the natural extension…

We consider convex hulls of random walks whose steps belong to the domain of attraction of a stable law in $\mathbb{R}^d$. We prove convergence of the convex hull in the space of all convex and compact subsets of $\mathbb{R}^d$, equipped…

This paper studies the informativity problem for reachability and null-controllability of constrained systems. To be precise, we will focus on an unknown linear systems with convex conic constraints from which we measure data consisting of…

Let K be a convex body in $R^d$. A random polytope is the convex hull $[x_1,...,x_n]$ of finitely many points chosen at random in K. $\Bbb E(K,n)$ is the expectation of the volume of a random polytope of n randomly chosen points. I.…

We consider non-Hermitian random matrices $X \in \mathbb{C}^{n \times n}$ with general decaying correlations between their entries. For large $n$, the empirical spectral distribution is well approximated by a deterministic density,…

This paper considers a distributionally robust chance constraint model with a general ambiguity set. We show that a sample based approximation of this model converges under suitable sufficient conditions. We also show that upper and lower…

Let $H$ be a Hilbert space. For a closed convex body $A$ denote by $r(A)$ the supremum of radiuses of balls, contained in $A$. We prove, that $\sum_{n=1}^\infty r(A_n) \ge r(A)$ for every covering of a convex closed body $A \subset H$ by a…

We study approximations of smooth convex bodies by random ball-polytopes. We examine the following probability model: let $K\subset{\bf R}^d$ be a convex body such that $K$ slides freely in a ball of radius $R>0$ and has $C^2$ smooth…

We bound the variance and other moments of a random vector based on the range of its realizations, thus generalizing inequalities of Popoviciu (1935) and Bhatia and Davis (2000) concerning measures on the line to several dimensions. This is…

A set is star-shaped if there is a point in the set that can see every other point in the set in the sense that the line-segment connecting the points lies within the set. We show that testing whether a non-empty compact smooth region is…

We derive computationally tractable formulations of the robust counterparts of convex quadratic and conic quadratic constraints that are concave in matrix-valued uncertain parameters. We do this for a broad range of uncertainty sets. In…

A procedure and theoretical results are presented for the problem of determining a minimal robust positively invariant (RPI) set for a linear discrete-time system subject to unknown, bounded disturbances. The procedure computes, via the…

This paper proposes strategies for designing a system whose computational model is subject to aleatory and epistemic uncertainty. Aleatory variables, which are caused by randomness in physical parameters, are draws from a possibly unknown…

We consider the problem of minimizing a sum of non-convex functions over a compact domain, subject to linear inequality and equality constraints. Approximate solutions can be found by solving a convexified version of the problem, in which…