English
Related papers

Related papers: Means in money exchange operations

200 papers

Many automated market makers can be understood through the geometry of their trading orbits, the sets of states reachable from one another through swaps. In prominent designs, this geometry is captured by a simple closed-form invariant such…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-04-21 Björn Assmann , Ulan Degenbaev

We consider so-called regular invertible Gaussian Volterra processes and derive a formula for their prediction laws. Examples of such processes include the fractional Brownian motions and the mixed fractional Brownian motions. As an…

Mathematical Finance · Quantitative Finance 2017-08-11 Tommi Sottinen , Lauri Viitasaari

In this paper, the Mean value iterative process is modified with the Mann iterative process for mean nonexpansive mapping in a hyperbolic metric space that satisfy the symmetry criteria and in uniformly convex hyperbolic spaces to validate…

Functional Analysis · Mathematics 2025-05-12 Mohd Tariq , Mayank Sharma

Two sets of objects of size $n$ are to be matched to each other based on i.i.d. costs associated to every pair of objects. Objects prefer to be matched as cheaply as possible, and a matching is said to be stable if there is no pair of…

Probability · Mathematics 2025-10-28 Daniel Ahlberg , Maria Deijfen , Tiffany Y. Y. Lo

A confidence measure is able to estimate the reliability of an hypothesis provided by a machine translation system. The problem of confidence measure can be seen as a process of testing : we want to decide whether the most probable sequence…

Computation and Language · Computer Science 2009-02-09 Sylvain Raybaud , Caroline Lavecchia , David Langlois , Kamel Smaïli

Consider an n qubit computational basis state corresponding to a bit string x, which has had an unknown local unitary applied to each qubit, and whose qubits have been reordered by an unknown permutation. We show that, given such a state…

Quantum Physics · Physics 2009-06-18 Ashley Montanaro

Corresponding to $n$ independent non-negative random variables $X_1,...,X_n$, are values $M_1,...,M_n$, where each $M_i$ is the expected value of the maximum of $n$ independent copies of $X_i$. We obtain an upper bound to the expected value…

Probability · Mathematics 2008-05-06 Kais Hamza , Peter Jagers , Aidan Sudbury , Daniel Tokarev

In this work we propose the geometric mean of bipartite concurrences as a genuine multipartite entanglement measure. This measure achieves the maximum value for absolutely maximally entangled states and has desirable properties for…

Quantum Physics · Physics 2022-04-22 Yinfei Li , Jiangwei Shang

We find the variance-optimal equivalent martingale measure when multivariate assets are modeled by a regime-switching geometric Brownian motion, and the regimes are represented by a homogeneous continuous time Markov chain. Under this new…

Probability · Mathematics 2023-09-14 Bruno Remillard , Sylvain Rubenthaler

Variable Muckenhoupt weights are considered in variable exponent Lebesgue spaces. Applications are given for polynomial approximation in these spaces. Boundedness of averaging operator is proved to gain a transference result. Almost all…

Classical Analysis and ODEs · Mathematics 2021-09-02 Ramazam Akgün

Let $X=G/K$ be a symmetric space of the non-compact type. We prove that the mean value operator over translated $K$-orbits of a fixed point is surjective on the space of smooth functions on $X$ if $X$ is either complex or of rank one. For…

Functional Analysis · Mathematics 2016-08-08 Jens Christensen , Fulton Gonzalez , Tomoyuki Kakehi

The classical AM-GM inequality has been generalized in a number of ways. Generalizations which incorporate variance appear to be the most useful in economics and finance, as well as mathematically natural. Previous work leaves unanswered…

Classical Analysis and ODEs · Mathematics 2015-08-28 Burt Rodin

Let $m_{2}<m_{1}$ be two given nonnegative integers with $n=m_{1}+m_{2}+1$. For suitably differentiable $f$, we let $P,Q\in \pi_{n}$ be the Hermite polynomial interpolants to $f$ which satisfy $P^{(j)}(a)=f^{(j)}(a),j=0,1,...,m_{1}$ and…

Classical Analysis and ODEs · Mathematics 2008-05-20 Alan Horwitz

Let $\Om$ be a Borel subset of $S^\Bbb N$ where $S$ is countable. A measure is called exchangeable on $\Om$, if it is supported on $\Om$ and is invariant under every Borel automorphism of $\Om$ which permutes at most finitely many…

Dynamical Systems · Mathematics 2015-06-26 J. Aaronson , H. Nakada , O. Sarig

The aim of this paper is to study $ m $-isometric weighted shifts with operator weights (both unilateral and bilateral). We obtain a characterization of such shifts by polynomials with operator coefficients. The procedure of construction of…

Functional Analysis · Mathematics 2025-03-04 Michał Buchała

We obtain sharp estimates for multidimensional generalisations of Vinogradov's mean value theorem for arbitrary translation-dilation invariant systems, achieving constraints on the number of variables approaching those conjectured to be the…

Number Theory · Mathematics 2021-08-03 Scott T. Parsell , Sean M. Prendiville , Trevor D. Wooley

Results involving various mean value properties are reviewed for harmonic, biharmonic and metaharmonic functions. It is also considered how the standard mean value property can be weakened to imply harmonicity and belonging to other classes…

Analysis of PDEs · Mathematics 2019-05-23 Nikolay Kuznetsov

In barter exchanges agents enter seeking to swap their items for other items on their wishlist. We consider a centralized barter exchange with a set of agents and items where each item has a positive value. The goal is to compute a…

Data Structures and Algorithms · Computer Science 2024-06-21 Juan Luque , Sharmila Duppala , John Dickerson , Aravind Srinivasan

Let $X, X_1, X_2,...$ be a sequence of non-degenerate i.i.d. random variables with mean zero. The best possible weighted approximations are investigated in $D[0, 1]$ for the partial sum processes $\{S_{[nt]}, 0\le t\le 1\}$, where…

Probability · Mathematics 2007-11-12 Miklós Csörgő , Barbara Szyszkowicz , Qiying Wang

For a family of quasi-arithmetic means satisfying certain smoothness condition we majorize the speed of convergence of the iterative sequence of self-mappings having a mean on each entry, described in the definition of Gaussian product, to…

Classical Analysis and ODEs · Mathematics 2016-05-10 Paweł Pasteczka