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This note develops an arbitrage theory for a discrete-time market model without the assumption of the existence of a num\'eraire asset. Fundamental theorems of asset pricing are stated and proven in this context. The distinction between the…

Mathematical Finance · Quantitative Finance 2015-07-07 Michael R. Tehranchi

This research started with an algebra for reasoning about rely/guarantee concurrency for a shared memory model. The approach taken led to a more abstract algebra of atomic steps, in which atomic steps synchronise (rather than interleave)…

Logic in Computer Science · Computer Science 2017-10-11 Ian J. Hayes , Larissa A. Meinicke , Kirsten Winter , Robert J. Colvin

The model of community isolation was extended to the case when individuals are randomly placed at nodes of hierarchical modular networks. It was shown that the average number of blocked nodes (individuals) increases in time as a power…

Physics and Society · Physics 2023-07-19 Paweł Kondratiuk , Janusz A. Hołyst

Mutual exclusion (ME) is a commonly used technique to handle conflicts in concurrent systems. With recent advancements in non-volatile memory technology, there is an increased focus on the problem of recoverable mutual exclusion (RME), a…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-03-03 Sahil Dhoked , Neeraj Mittal

This paper provides an adaptation of branching bisimilarity to reactive systems with time-outs that does not enable eliding of time-out transitions. Multiple equivalent definitions are procured, along with a modal characterisation and a…

Logic in Computer Science · Computer Science 2024-12-31 Gaspard Reghem , Rob van Glabbeek

We present a model-free data-driven inference method that enables inferences on system outcomes to be derived directly from empirical data without the need for intervening modeling of any type, be it modeling of a material law or modeling…

Functional Analysis · Mathematics 2021-06-08 Sergio Conti , Franca Hoffmann , Michael Ortiz

This paper introduces an imperative process algebra based on ACP (Algebra of Communicating Processes). Like other imperative process algebras, this process algebra deals with processes of the kind that arises from the execution of…

Logic in Computer Science · Computer Science 2022-07-08 C. A. Middelburg

We propose a misanthrope process, defined on a ring, which realizes the totally asymmetric simple exclusion process with open boundaries. In the misanthrope process, particles have no exclusion interactions in contrast to those in the…

Statistical Mechanics · Physics 2015-06-19 Masahiro Kanai

Failure times of a machinery cannot always be assumed independent and identically distributed, e.g. if after reparations the machinery is not restored to a same-as-new condition. Framed within the renewal processes approach, a…

Applications · Statistics 2019-05-14 Arrigo Coen , Luis Gutiérrez , Ramsés H. Mena

Machine learning algorithms use error function minimization to fit a large set of parameters in a preexisting model. However, error minimization eventually leads to a memorization of the training dataset, losing the ability to generalize to…

Machine Learning · Computer Science 2018-03-16 Fernando Martin-Maroto , Gonzalo G. de Polavieja

We are given a set of jobs, each one specified by its release date, its deadline and its processing volume (work), and a single (or a set of) speed-scalable processor(s). We adopt the standard model in speed-scaling in which if a processor…

Data Structures and Algorithms · Computer Science 2012-11-26 Evripidis Bampis , Giorgio Lucarelli , Ioannis Nemparis

Recent neural network models for algorithmic tasks have led to significant improvements in extrapolation to sequences much longer than training, but it remains an outstanding problem that the performance still degrades for very long or…

Machine Learning · Computer Science 2020-03-24 Andreas Robinson

We introduce an extension of the M/M/1 queueing process with a spatial structure and excluded- volume effect. The rule of particle hopping is the same as for the totally asymmetric simple exclusion process (TASEP). A stationary-state…

Statistical Mechanics · Physics 2014-09-18 Chikashi Arita

We study which standard operators of probabilistic process calculi allow for compositional reasoning with respect to bisimulation metric semantics. We argue that uniform continuity (generalizing the earlier proposed property of…

Logic in Computer Science · Computer Science 2019-03-14 Daniel Gebler , Kim G. Larsen , Simone Tini

We propose and analyze a process that extracts useful work from a single active particle maintained at constant temperature in a harmonic potential by measuring the relative sign of the self-propulsion and the confining force and then…

Statistical Mechanics · Physics 2026-03-09 Grzegorz Szamel

Given n jobs with release dates, deadlines and processing times we consider the problem of scheduling them on m parallel machines so as to minimize the total energy consumed. Machines can enter a sleep state and they consume no energy in…

Data Structures and Algorithms · Computer Science 2019-10-01 Antonios Antoniadis , Naveen Garg , Gunjan Kumar , Nikhil Kumar

Extending the lambda-calculus with a construct for sharing, such as let expressions, enables a special representation of terms: iterated applications are decomposed by introducing sharing points in between any two of them, reducing to the…

Logic in Computer Science · Computer Science 2019-07-16 Beniamino Accattoli , Andrea Condoluci , Giulio Guerrieri , Claudio Sacerdoti Coen

Across machine learning (ML) sub-disciplines, researchers make explicit mathematical assumptions in order to facilitate proof-writing. We note that, specifically in the area of fairness-accuracy trade-off optimization scholarship, similar…

Computers and Society · Computer Science 2021-09-09 A. Feder Cooper , Ellen Abrams

Mutual exclusion is one of the most commonly used techniques to handle contention in concurrent systems. Traditionally, mutual exclusion algorithms have been designed under the assumption that a process does not fail while…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-19 Sahil Dhoked , Neeraj Mittal

Handling missing values at test time is challenging for machine learning models, especially when aiming for both high accuracy and interpretability. Established approaches often add bias through imputation or excessive model complexity via…

Machine Learning · Computer Science 2025-05-07 Lena Stempfle , Anton Matsson , Newton Mwai , Fredrik D. Johansson