Related papers: Subadditive stake systems
We study the ergodic properties of two classes of random dynamical systems: a type of Markov chain which we call the \textit{alternating random walk} and a certain stochastic billiard system which describes the motion of a free-moving rough…
Opportunities for stochastic arbitrage in an options market arise when it is possible to construct a portfolio of options which provides a positive option premium and which, when combined with a direct investment in the underlying asset,…
These notes summarize two different connections between two discrete integrable systems, the $A_d$ $T$-system and its infinite-rank analog, the octahedron relation, and the pentagram map and its various generalizations.
A sofic approximation to a countable group is a sequence of partial actions on finite sets that asymptotically approximates the action of the group on itself by left-translations. A group is sofic if it admits a sofic approximation. Sofic…
We use the fact that some linear Hamiltonian systems can be considered as ``finite level'' quantum systems, and the description of quantum mechanics in terms of probabilities, to associate probability distributions with this particular…
In this paper we first introduce two new financial products: stock loan and capped stock loan. Then we develop a pure variational inequality method to establish explicitly the values of these stock loans. Finally, we work out ranges of fair…
We design two mechanisms that ensure that the majority preferred option wins in all equilibria. The first one is a simultaneous game where agents choose other agents to cooperate with on top of the vote for an alternative, thus overcoming…
We study auctions that are robust at any scale, i.e., they can be applied to sell both expensive and cheap items and achieve the best multiplicative approximations of the optimal revenue in the worst case. We show that the optimal mechanism…
We consider an intermediate factor situation in two categories: probability measure preserving ergodic theory and compact topological dynamics. In the first we prove a master-key theorem and examine a wide range of applications. In the…
A primitive type of two-dimensional dynamic system is introduced. It is shown that there is no decision procedure able to answer if such a dynamical system is ultimately zero.
There are different interpretations of the terms "tokens" and "token-based systems" in the literature around blockchain and digital currencies although the distinction between token-based and account-based systems is well entrenched in…
In this work, bi-para-complex analogue of Lagrangian and Hamiltonian systems was introduced on Lagrangian distributions. Yet, the geometric and physical results related to bi-para-dynamical systems were also presented.
I begin by summarizing key ideas of the paper under discussion. Then I will talk about a graphical modeling perspective, posterior contraction rates and alternative methods of aggregation. Moreover, I will also discuss possible applications…
The analysis which assumes that tick by tick data is linear may lead to wrong conclusions if the underlying process is multiplicative. We compare data analysis done with the return and stock differences and we study the limits within the…
Stochastic matrices and positive maps in matrix algebras proved to be very important tools for analysing classical and quantum systems. In particular they represent a natural set of transformations for classical and quantum states,…
Stochastic orders are very useful tool to compare the lifetimes of two coherent systems. We show that, under certain conditions, a coherent system of used components performs better (worse) than a used coherent system with respect to…
In this paper, we systematize the modeling of probabilistic systems for the purpose of analyzing them with model counting techniques. Starting from unbiased coin flips, we show how to model biased coins, correlated coins, and distributions…
By introducing a subsampling strategy, we propose a randomized block Kaczmarz-Motzkin method for solving linear systems. Such strategy not only determines the block size, but also combines and extends two famous strategies, i.e., randomness…
Almost block diagonal linear systems of equations can be exemplified by two modules. This makes it possible to construct all sequential forms of band and/or block elimination methods, six old and fourteen new. It allows easy assessment of…
Three candidate approaches for univariate sumcheck over roots of unity are presented. The first takes the form of a multilinear evaluation protocol, which can be combined with the standard multivariate sumcheck protocol. The other two are…