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In this paper, the relevance of the Feller conditions in discrete time macro-finance term structure models is investigated. The Feller conditions are usually imposed on a continuous time multivariate square root process to ensure that the…

Statistical Finance · Quantitative Finance 2008-12-02 Peter Spreij , Enno Veerman , Peter Vlaar

For the distributions of finitely many binary random variables, we study the interaction of restrictions of the supports with conditional independence constraints. We prove a generalization of the Hammersley-Clifford theorem for…

Statistics Theory · Mathematics 2024-11-06 Thomas Kahle , Seth Sullivant

The First Fundamental Theorem of Welfare Economics assumes that welfare-bearing agents are autonomous and implicitly relies on a binary distinction between autonomy and instrumentality. Welfare subjects are those who have autonomy and…

Theoretical Economics · Economics 2026-04-24 Elija Perrier

We study the Ramsey property for vector spaces over finite fields with bilinear forms. We prove that symplectic spaces over finite fields do not have the Ramsey property. We also describe vector spaces with skew symmetric bilinear forms and…

Logic · Mathematics 2025-03-12 Aleksander Ivanov , Frédéric Jaffrennou

We propose a new model for aggregating preferences over a set of indivisible items based on a quantile value. In this model, each agent is endowed with a specific quantile, and the value of a given bundle is defined by the corresponding…

Computer Science and Game Theory · Computer Science 2026-05-06 Haris Aziz , Shivika Narang , Mashbat Suzuki

When evaluating policies that affect future generations, the most commonly used criterion is the discounted utilitarian rule. However, in terms of intergenerational fairness, it is difficult to justify prioritizing the current generation…

Theoretical Economics · Economics 2025-02-10 Kensei Nakamura

It is studied a connection between the separability and the countable chain condition of spaces with the $L$-property (a topological space $X$ has the $L$-property if for every topological space $Y$, separately continuous function…

General Topology · Mathematics 2015-12-29 V. V. Mykhaylyuk

A semilinear relation is a finite union of finite intersections of open and closed half-spaces over, for instance, the reals, the rationals, or the integers. Semilinear relations have been studied in connection with algebraic geometry,…

Computational Complexity · Computer Science 2015-06-02 Peter Jonsson , Johan Thapper

We characterize quotient of a non-degenerate abelian fibration by a finite \'etale equivalence relation. We show that non-uniruled degenerations of each such quotient tend to be almost non-degenerate.

Algebraic Geometry · Mathematics 2016-04-11 Ying Zong

There is a long history of studying Ramsey theory using the algebraic structure of the Stone-\v{C}ech compactification of discrete semigroup. It has been shown that various Ramsey theoretic structures are contained in different algebraic…

General Topology · Mathematics 2021-08-12 Dibyendu De , Pintu Debnath , Sayan Goswami

We introduce a mechanism which models the emergence of the universal properties of complex networks, such as scale independence, modularity and self-similarity, and unifies them under a scale-free organization beyond the link. This brings a…

We formulate a property strengthening the Disjoint Amalgamation Property and prove that every Fraisse structure in a finite relational language with relation symbols of arity at most two having this property has finite big Ramsey degrees…

Combinatorics · Mathematics 2021-09-14 Rebecca Coulson , Natasha Dobrinen , Rehana Patel

We study relations between subsets of integers that are large, where large can be interpreted in terms of size (such as a set of positive upper density or a set with bounded gaps) or in terms of additive structure (such as a Bohr set). Bohr…

Dynamical Systems · Mathematics 2012-09-27 Bernard Host , Bryna Kra

Correlations between anomalous activity patterns can yield pertinent information about complex social processes: a significant deviation from normal behavior, exhibited simultaneously by multiple pairs of actors, provides evidence for some…

Artificial Intelligence · Computer Science 2013-11-19 Aaron Schein , Juston Moore , Hanna Wallach

We describe various sets of conditional independence relationships, sufficient for qualitatively comparing non-vanishing squared partial correlations of a Gaussian random vector. These sufficient conditions are satisfied by several…

Statistics Theory · Mathematics 2018-10-16 Sanjay Chaudhuri

We provide a detailed characterization of the optimal consumption stream for the additive habit-forming utility maximization problem, in a framework of general discrete-time incomplete markets and random endowments. This characterization…

Portfolio Management · Quantitative Finance 2012-01-11 Roman Muraviev

The present work aims to exploit the interplay between the algebraic properties of rings and the graph-theoretic structures of their associated graphs. We introduce commutatively closed graphs and investigate properties of commutatively…

Rings and Algebras · Mathematics 2021-05-06 André Leroy , Mona Abdi

We investigate the possibility of distinguishing among different causal relations starting from a limited set of marginals. Our main tool is the notion of adhesivity, that is, the extension of probability or entropies defined only on…

Quantum Physics · Physics 2016-10-28 Costantino Budroni , Nikolai Miklin , Rafael Chaves

We consider special flows over the rotation on the circle by an irrational $\alpha$ under roof functions of bounded variation. The roof functions, in the Lebesgue decomposition, are assumed to have a continuous singular part coming from a…

Dynamical Systems · Mathematics 2013-07-31 Adam Kanigowski

In this article we aim to develop from first principles a theory of sum sets and partial sum sets, which are defined analogously to difference sets and partial difference sets. We obtain non-existence results and characterisations. In…

Combinatorics · Mathematics 2012-06-26 Robert S. Coulter , Todd Gutekunst