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We address the problem of estimating the expected shortfall risk of a financial loss using a finite number of i.i.d. data. It is well known that the classical plug-in estimator suffers from poor statistical performance when faced with…

Risk Management · Quantitative Finance 2026-02-13 Daniel Bartl , Stephan Eckstein

We study structural limitations of purely algebraic reasoning in the analysis of arithmetic dynamical systems. Rather than addressing the truth of specific conjectures, we introduce a fragment - relative notion of algebraic refutability for…

General Mathematics · Mathematics 2026-02-09 Madhav Dhiman , Rohan Pandey

We give an improved lower bound for the error of any quadrature computing $\int_{-1}^1 f(x) d\alpha(x)$ of analytic functions bounded in the neighborhood of $[-1,1]$.

Numerical Analysis · Mathematics 2015-03-17 Małgorzata Moczurad , Piotr Zgliczyński , Włodzimierz Zwonek

So far, it is not well known how to deal with dissipative systems. There are many paths of investigation in the literature and none of them present a systematic and general procedure to tackle the problem. On the other hand, it is well…

High Energy Physics - Theory · Physics 2015-05-27 Everton M. C. Abreu , Cresus F. L. Godinho

The ill-posedness of the inverse problem of recovering a regression function in a nonparametric instrumental variable model leads to estimators that may suffer from a very slow, logarithmic rate of convergence. In this paper, we show that…

Applications · Statistics 2017-09-27 Denis Chetverikov , Daniel Wilhelm

Characterizing resonant scatterers is challenging because their poles and zeros usually lie away from the real-frequency axis, whereas most measurements sample only real frequencies and infer off-axis behavior from fitted models. Here we…

Optics · Physics 2026-03-16 Alex Krasnok , Denis Seletskiy

Under the separability assumption on the augmented density, a distribution function can be always constructed for a spherical population with the specified density and anisotropy profile. Then, a question arises, under what conditions the…

Mathematical Physics · Physics 2012-01-31 J. An

We present an analysis of the adiabatic approximation to understand when it applies, in view of the recent criticisms and studies for the validity of the adiabatic theorem. We point out that this approximation is just the leading order of a…

Quantum Physics · Physics 2012-01-31 Marco Frasca

Ordinary differential operators with periodic coefficients analytic in a strip act on a Hardy-Hilbert space of analytic functions with inner product defined by integration over a period on the boundary of the strip. Simple examples show…

Classical Analysis and ODEs · Mathematics 2017-08-14 Robert Carlson

A new series expansion for the the Airy function is presented here that stems from the method of steepest descents and can be related to the Hadamard expansions as presented in prevous works cited in the manuscript, and which is convergent…

Classical Analysis and ODEs · Mathematics 2024-06-06 Jose Luis Alvarez-Perez

In this paper we study spatial analyticity of solutions to the defocusing nonlinear Schr\"odinger equations $iu_t + \Delta u = |u|^{p-1}u$, given initial data which is analytic with fixed radius. It is shown that the uniform radius of…

Analysis of PDEs · Mathematics 2019-08-02 Jaeseop Ahn , Jimyeong Kim , Ihyeok Seo

We provide new limit theory for functionals of a general class of processes lying at the boundary between stationarity and nonstationarity -- what we term weakly nonstationary processes (WNPs). This includes, as leading examples, fractional…

Statistics Theory · Mathematics 2020-08-17 James A. Duffy , Ioannis Kasparis

An application of (iterated) Bauer-Muir acceleration can give an Ap\'ery-like continued fraction for $\pi$ with irrational coefficients, and much faster convergence. It can be considered a generalized continued fraction with the same matrix…

Number Theory · Mathematics 2024-06-06 Tomasz Stachowiak

In this paper, we study the ill-posdness of the Cauchy problem for semilinear wave equation with very low regularity, where the nonlinear term depends on $u$ and $\partial_t u$. We prove a ill-posedness result for the "defocusing" case, and…

Analysis of PDEs · Mathematics 2010-04-22 Daoyuan Fang , Chengbo Wang

We show that some spectral properties of the almost Mathieu operator with frequency well approximated by rationals can be as poor as at all possible in the class of all one-dimensional discrete Schroedinger operators. For the class of…

Mathematical Physics · Physics 2023-03-31 Artur Avila , Yoram Last , Mira Shamis , Qi Zhou

We introduce a three-dimensional model for jamming and glasses, and prove that the fraction of frozen particles is discontinuous at the directed-percolation critical density. In agreement with the accepted scenario for jamming- and…

Statistical Mechanics · Physics 2014-05-02 Antina Ghosh , Eial Teomy , Yair Shokef

Continuity is one of the most central notions in mathematics, physics, and computer science. An interesting associated topic is decompositions of continuity, where continuity is shown to be equivalent to the combination of two or more weak…

Logic · Mathematics 2024-12-23 Sam Sanders

Affine policies (or control) are widely used as a solution approach in dynamic optimization where computing an optimal adjustable solution is usually intractable. While the worst case performance of affine policies can be significantly bad,…

Optimization and Control · Mathematics 2019-10-15 Omar El Housni , Vineet Goyal

We believe that discontinuous linear information is never more powerful than continuous linear information for approximating continuous operators. We prove such a result in the worst case setting. In the randomized setting we consider…

Numerical Analysis · Mathematics 2013-12-13 Aicke Hinrichs , Erich Novak , Henryk Wozniakowski

A numerical bifurcation analysis of the electrically driven plane sheet pinch is presented. The electrical conductivity varies across the sheet such as to allow instability of the quiescent basic state at some critical Hartmann number. The…

chao-dyn · Physics 2009-10-31 Joerg Schumacher , Norbert Seehafer