Related papers: Lipschitz Bernoulli utility functions
We show that if n>1 then there exists a Lebesgue null set in R^n containing a point of differentiability of each Lipschitz function mapping from R^n to R^(n-1); in combination with the work of others, this completes the investigation of…
The notion of utility maximising entropy (u-entropy) of a probability density, which was introduced and studied by Slomczynski and Zastawniak (Ann. Prob 32 (2004) 2261-2285, arXiv:math.PR/0410115 v1), is extended in two directions. First,…
We study real-valued valuations on the space of Lipschitz functions over the Euclidean unit sphere $S^{n-1}$. After introducing an appropriate notion of convergence, we show that continuous valuations are bounded on sets which are bounded…
Inspired by shape constrained estimation under general nonnegative derivative constraints, this paper considers the B-spline approximation of constrained functions and studies the asymptotic performance of the constrained B-spline…
We obtain a uniform stability of recovering entire functions of a special form from their zeros. To this form, one can reduce the characteristic determinants of strongly regular differential operators and pencils of the first and the second…
We propose a trade-off between the Lipschitz constants of the position and momentum probability distributions for arbitrary quantum states. We refer to the trade-off as a quantum reciprocity relation. The Lipschitz constant of a function…
This paper explores the interactions of absolute continuity of the (quasi)norm with the concepts that are fundamental in the theory of rearrangement-invariant (quasi-)Banach function spaces, such as the Luxemburg representation or the…
In this paper we give some results about the approximation of a Lipschitz function on a Banach space by means of $\Delta$-convex functions. In particular, we prove that the density of $\Delta$-convex functions in the set of Lipschitz…
The consideration of nonstandard models of the real numbers and the definition of a qualitative ordering on those models provides a generalization of the principle of maximization of expected utility. It enables the decider to assign…
We use the theory of rectifiable metric spaces to define a Dirichlet energy of Lipschitz functions defined on the support of integral currents. This energy is obtained by integration of the square of the norm of the tangential derivative,…
The classical theorems of Banach and Stone, Gelfand and Kolmogorov, and Kaplansky show that a compact Hausdorff space $X$ is uniquely determined by the linear isometric structure, the algebraic structure, and the lattice structure,…
On a compact connected group $G$, consider the infinitesimal generator $-L$ of a central symmetric Gaussian convolution semigroup $(\mu_t)_{t>0}$. We establish several regularity results of the solution to the Poisson equation $LU=F$, both…
The paper deals with (multidimensional and one-dimensional) Bochner-Phillips functional calculus. Bounded perturbations of Bernstein functions of (one or several commuting) semigroup generators on Banach spaces are considered, conditions…
Let $T$ be a compact, metrisable and strongly countable-dimensional topological space. Let $\mathcal{M}^T$ be the set of all metrics $d$ on $T$ compatible with its topology, and equip $\mathcal{M}^T$ with the topology of uniform…
In the present paper a new concept of representability is introduced, which can be applied to not total and also to intransitive relations (semiorders in particular). This idea tries to represent the orderings in the simplest manner,…
In problems involving the allocation of a single non-disposable commodity, we study rules defined on a general domain of preferences requiring only that each preference exhibit a unique global maximum. Our focus is on rules that satisfy a…
A Lipschitz space is defined in the Ornstein-Uhlenbeck setting, by means of a bound for the gradient of the Ornstein-Uhlenbeck Poisson integral. This space is then characterized with a Lipschitz-type continuity condition. These functions…
In this paper we consider finite dimensional dynamical systems generated by a Lipschitz function. We prove a version of the Whitney's Extension Theorem on compact manifolds to obtain a version of the well-known Lambda Lemma for Lipschitz…
This paper begins the study of infinite-dimensional modules defined on bicomplex numbers. It generalizes a number of results obtained with finite-dimensional bicomplex modules. The central concept introduced is the one of a bicomplex…
We prove Bernstein-type matrix concentration inequalities for linear combinations with matrix coefficients of binary random variables satisfying certain $\ell_\infty$-independence assumptions, complementing recent results by Kaufman, Kyng…