Related papers: Risk Forms: Representation, Disintegration, and Ap…

We define a measure of redundant information based on projections in the space of probability distributions. Redundant information between random variables is information that is shared between those variables. But in contrast to mutual…

We develop a non-standard analysis framework for coherent risk measures and their finite-sample analogues, coherent risk estimators, building on recent work of Aichele, Cialenco, Jelito, and Pitera. Coherent risk measures on $L^\infty$ are…

We propose a flexible dual functional factor model for modelling high-dimensional functional time series. In this model, a high-dimensional fully functional factor parametrisation is imposed on the observed functional processes, whereas a…

The utilization of model checking has been suggested as a formal verification technique for analyzing critical systems. However, the primary challenge in applying to complex systems is state space explosion problem. To address this issue,…

Weighted bipolar argumentation frameworks offer a tool for decision support and social media analysis. Arguments are evaluated by an iterative procedure that takes initial weights and attack and support relations into account. Until…

Several researchers have described two-part models with patient-specific stochastic processes for analysing longitudinal semicontinuous data. In theory, such models can offer greater flexibility than the standard two-part model with…

We present a formula for the regular part of a sectorial form that represents a general linear second-order differential expression that may include lower-order terms. The formula is given in terms of the original coefficients. It shows…

We consider bilevel linear problems, where the right-hand side of the lower level problems is stochastic. The leader has to decide in a here-and-now fashion, while the follower has complete information. In this setting, the leader's outcome…

This paper deals with the filtering problem for a class of discrete time stochastic volatility models in which the disturbances have rational probability density functions. This includes the Cauchy distributions and Student t-distributions…

While model selection is a well-studied topic in parametric and nonparametric regression or density estimation, selection of possibly high-dimensional nuisance parameters in semiparametric problems is far less developed. In this paper, we…

In this manuscript, we deal with a class of fractional non-local problems involving a singular term and vanishing potential of the form: \begin{eqnarray*} \begin{gathered} \left\{\begin{array}{llll} \mathcal{L}^{s_{1}, s_{2}}_{p(\mathrm{x},…

We give a classification of unitary representations of certain Polish, not necessarily locally compact, groups: the groups of all measurable functions with values in the circle and the groups of all continuous functions on compact, second…

Bisimulation metrics provide a robust and accurate approach to study the behavior of nondeterministic probabilistic processes. In this paper, we propose a logical characterization of bisimulation metrics based on a simple probabilistic…

Using bicomplex formalism we construct generalizations of Fordy-Kulish systems of matrix nonlinear Schroedinger equations on two-dimensional space-time in two respects. Firstly, we obtain corresponding equations in three space-time…

Working within the path-integral framework we first establish a duality between the partion functions of two $U(1)$ gauge theories with a theta term in $d=4$ space-time dimensions. Then, after a dimensional reduction to $d=3$ dimensions we…

We perform a spectral decomposition of the dynamical correlation function of the spin $1/2$ XXZ model into an infinite sum of products of form factors. Beneath the four-particle threshold in momentum space the only non-zero contributions to…

We provide a variety of results for (quasi)convex, law-invariant functionals defined on a general Orlicz space, which extend well-known results in the setting of bounded random variables. First, we show that Delbaen's representation of…

We formulate a probabilistic Markov property in discrete time under a dynamic risk framework with minimal assumptions. This is useful for recursive solutions to risk-sensitive versions of dynamic optimisation problems such as optimal…

For the scalar Wick-Cutkosky model in the particle representation we perform a similar variational calculation for the 2-point function as was done by Feynman for the polaron problem. We employ a quadratic nonlocal trial action with a…

We set up a left ring of fractions over a certain ring of boundary problems for linear ordinary differential equations. The fraction ring acts naturally on a new module of generalized functions. The latter includes an isomorphic copy of the…