Related papers: On Generalizing Trace Minimization
We propose a new method for solving optimal stopping problems (such as American option pricing in finance) under minimal assumptions on the underlying stochastic process $X$. We consider classic and randomized stopping times represented by…
Generalized indefinite strings provide a canonical model for self-adjoint operators with simple spectrum (other classical models are Jacobi matrices, Krein strings and 2x2 canonical systems). We prove a number of Szeg\H{o}-type theorems for…
For a smooth curve $B$ over an algebraically closed field $k$, for every $B$-flat complete intersection $X_B$ in $B\times_{\text{Spec}\ k} \mathbb{P}^n_k$ of type $(d_1,\dots,d_c)$, if the Fano index is $\geq 2$ and if…
In this paper we formulate and solve extremal problems in the d-dimensional Euclidean space and further in hypergraphs, originating from problems in stoichiometry and elementary linear algebra. The notion of affine simplex is the bridge…
We present a new approach for finding a minimal value of an arbitrary function assuming only its continuity. The process avoids verifying Lagrange- or KKT-conditions. The method enables us to obtain a Brouwer fixed point (of a continuous…
Locally optimal designs for generalized linear models are derived at certain values of the regression parameters. In the present paper a general setup of the generalized linear model is considered. Analytic solutions for optimal designs are…
We establish in this paper the existence of weak solutions of infinite-dimensional shift invariant stochastic differential equations driven by a Brownian term. The drift function is very general, in the sense that it is supposed to be…
In this paper we proved that the sequence generated by the proximal point method, associated to a unconstrained optimization problem in the Riemannian context, has finite termination when the objective function has a weak sharp minima on…
The paper presents a generalization of the local limit theorem on the convergence of inhomogeneous Markov chains to the diffusion limit for the case where the corresponding process coefficients satisfy weak regularity conditions and…
We consider a Stokes problem posed on a 2D surface embedded in a 3D domain. The equations describe an equilibrium, area-preserving tangential flow of a viscous surface fluid and serve as a model problem in the dynamics of material…
We describe the central measures for the random walk on graded graphs. Using this description, we obtain the list of all finite traces on three infinite-dimensional algebras: on the Brauer algebra, on the partition algebra, and on the…
The generalized trace ratio problem {\rm (GTRP)} is to maximize a quadratic fractional objective function in trace formulation over the Stiefel manifold. In this paper, based on a newly developed matrix S-lemma, we show that {\rm (GTRP)},…
We introduce two sets of invariants for a line bundle at a point: infinitesimal successive minima and asymptotic partial jet separation. They are inspired by the local analogue of Ambro-Ito, and by the jet-theoretic interpretation of the…
A natural and important question in multi-marginal optimal transport is whether the \emph{Monge ansatz} is justified; does there exist a solution of Monge, or deterministic, form? We address this question for the quadratic cost when each…
We discuss the following extremal problem and its relevance to the sum of the so-called superoptimal singular values of a matrix function: Given an $m\times n$ matrix function $\Phi$ on the unit circle $\mathbb{T}$, when is there a matrix…
This note concerns the relationship between conditions on cost functions and domains and the convexity properties of potentials in optimal transportation and the continuity of the associated optimal mappings. In particular, we prove that if…
We study the following question: given a global field $F$ and finite group $G$, what is the minimal $r$ such that there exists a finite extension $K/F$ with $\mathrm{Aut}(K/F)\cong G$ that is ramified over exactly $r$ places of $F$? We…
Semidefinite programming optimises a linear objective function over a spectrahedron, and is one of the major advances of mathematical optimisation. Spectrahedra are described by linear pencils, which are linear matrix polynomials with…
The present paper continues the study of infinite dimensional calculus via regularization, started by C. Di Girolami and the second named author, introducing the notion of "weak Dirichlet process" in this context. Such a process $\X$,…
Starting with a transient irreducible diffusion process $X^0$ on a locally compact separable metric space $(D, d)$, one can construct a canonical symmetric reflected diffusion process $\bar X$ on a completion $D^*$ of $(D, d)$ through the…