Related papers: Means in money exchange operations

The Multi Variate Mixture Dynamics model is a tractable, dynamical, arbitrage-free multivariate model characterized by transparency on the dependence structure, since closed form formulae for terminal correlations, average correlations and…

An $n$-by-$n$ ($n\ge 3$) weighted shift matrix $A$ is one of the form $$[{array}{cccc}0 & a_1 & & & 0 & \ddots & & & \ddots & a_{n-1} a_n & & & 0{array}],$$ where the $a_j$'s, called the weights of $A$, are complex numbers. Assume that all…

We consider the problem of interconverting a finite amount of resources within all theories whose single-shot transformation rules are based on a majorisation relation, e.g. the resource theories of entanglement and coherence (for pure…

Let $S$ be a Polish space and $(X_n:n\geq1)$ an exchangeable sequence of $S$-valued random variables. Let $\alpha_n(\cdot)=P(X_{n+1}\in \cdot\mid X_1,\...,X_n)$ be the predictive measure and $\alpha$ a random probability measure on $S$ such…

A connection is a binary operation for positive operators satisfying the monotonicity, the transformer inequality and the joint-continuity from above. A mean is a normalized connection. In this paper, we show that there is a one-to-one…

The concepts of mean (i.e., average) and covariance of a random variable are fundamental in statistics, and are used to solve real-world problems such as those that arise in robotics, computer vision, and medical imaging. On matrix Lie…

We consider a market impact game for $n$ risk-averse agents that are competing in a market model with linear transient price impact and additional transaction costs. For both finite and infinite time horizons, the agents aim to minimize a…

Let $(X,\mathcal{A}, \mu)$ be a probability measure space and let $T_i,$ $1\leq i\leq H,$ be commuting invertible measure preserving transformations on this measure space. We prove the following pointwise results; The averages…

Let $\bX=\{X_n\}_{n\geq 1}$ and $\bY=\{Y_n\}_{n\geq 1}$ be two independent random sequences. We obtain rates of convergence to the normal law of randomly weighted self-normalized sums $$ \psi_n(\bX,\bY)=\sum_{i=1}^nX_iY_i/V_n,\quad…

To a finite type knot invariant, a weight system can be associated, which is a function on chord diagrams satisfying so-called $4$-term relations. In the opposite direction, each weight system determines a finite type knot invariant. In…

We study the pointwise convergence of some weighted averages linked to averages along cubes. We show that if $(X,\mathcal{B},\mu, T_i)$ are not necessarily commuting measure preserving systems on the same finite measure space and if $f_i,$…

We study the problem of fairly allocating indivisible goods to a set of agents with additive leveled valuations. A valuation function is called leveled if and only if bundles of larger size have larger value than bundles of smaller size.…

During the study of the topic of limit summability of functions (introduced by the author in 2001), we encountered some types of functions that are related to the mean value theorem. In this paper, we formally define mean value and…

In this paper we introduce the quadratic weighted geometric mean for invertible elements x, y in a Hermitian unital Banach star-algebra and provide some inequalities for this mean under various assumptions for the elements involved.

We study real-valued, continuous and translation invariant valuations defined on the space of quasi-concave functions of N variables. In particular, we prove a homogeneous decomposition theorem of McMullen type, and we find a representation…

An $n$-mean (also called a ''topological social choice rule'') on a topological space $X$ is a continuous function $p:X^n\to X$ satisfying $p(x,\dots, x)=x$ for every $x\in X$ and $p(x_1,\dots, x_n)=p(x_{\sigma(1)},\dots x_{\sigma(n)})$ for…

Given a multiplicative function f satisfying |f(n)| <= 1 for all n, the authors study the problem of obtaining explicit upper bounds on the mean-value 1/x |sum_{n <= x} f(n)|.

Combining several independent measurements of the same physical quantity is one of the most important tasks in metrology. Small samples, biased input estimates, not always adequate reported uncertainties, and unknown error distribution make…

For positive $q\neq1$, the $q$-exchangeability of an infinite random word is introduced as quasi-invariance under permutations of letters, with a special cocycle which accounts for inversions in the word. This framework allows us to extend…

We establish a characterization of unitary equivalence of two bilateral operator valued weighted shifts with quasi-invertible weights by an operator of diagonal form. We also present an example of unitary equivalence between shifts defined…