Related papers: Do law-invariant linear functionals collapse to th…
We discuss when law-invariant convex functionals "collapse to the mean". More precisely, we show that, in a large class of spaces of random variables and under mild semicontinuity assumptions, the expectation functional is, up to an affine…
We establish general "collapse to the mean" principles that provide conditions under which a law-invariant functional reduces to an expectation. In the convex setting, we retrieve and sharpen known results from the literature. However, our…
We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We…
Law-invariant functionals are central to risk management and assign identical values to random prospects sharing the same distribution under an atomless reference probability measure. This measure is typically assumed fixed. Here, we adopt…
Rearrangement-invariance in function spaces can be viewed as a kind of generalization of 1-symmetry for Schauder bases. We define subrearrangement-invariance in function spaces as an analogous generalization of 1-subsymmetry. It is then…
Sublinear functionals of random variables are known as sublinear expectations; they are convex homogeneous functionals on infinite-dimensional linear spaces. We extend this concept for set-valued functionals defined on measurable set-valued…
We obtain sufficient conditions for belonging of almost all paths of a random process to some fixed rearrangement invariant (r.i.) Banach functional space, and to satisfying the Central Limit Theorem (CLT) in this space. We describe also…
Some inequalities for functions of bounded variation that provide reverses for the inequality between the integral mean and the p-norm are established. Applications related to the celebrated Landau inequality between the norms of the…
We show that a general miraculous cancellation formula, the divisibility of certain characteristic numbers and some other topologiclal results are con- sequences of the modular invariance of elliptic operators on loop spaces. Previously we…
We shall prove a rearrangement inequality in probability measure spaces in order to obtain sharp Leibniz-type rules of mean oscillations in Lp-spaces and rearrangement invariant Banach function spaces.
The classical law of the iterated logarithm (LIL for short)as fundamental limit theorems in probability theory play an important role in the development of probability theory and its applications. Strassen (1964) extended LIL to large…
Sampling theory in spaces other than the space of band-limited functions has recently received considerable attention. This is in part because the band-limitedness assumption is not very realistic in many applications. In addition,…
This paper explores some important aspects of the theory of rearrangement-invariant quasi-Banach function spaces. We focus on two main topics. Firstly, we prove an analogue of the Luxemburg representation theorem for rearrangement-invariant…
In this paper, we introduced some notions on the n-Normed Spaces. Those are bounded k-linear (or multilinear) functionals and k-continuous (or multicontinuous) functions with k \in \mathbb{N}. We defined k-linear functionals under several…
We prove a multivariate Lagrange-Good formula for functionals of uncountably many variables and investigate its relation with inversion formulas using trees. We clarify the cancellations that take place between the two aforementioned…
We present a lower error bound for approximating linear multivariate operators defined over Hilbert spaces in terms of the error bounds for appropriately constructed linear functionals as long as algorithms use function values. Furthermore,…
We investigate a linear operator associated with a functional equation that arises from studying some class of invariant measures under multidimensional transformations. By examining its iterates, we derive an explicit solution formula for…
We explain the exact meaning of a statement we made in a previous paper on invariants, namely that a complex-valued function of the data of the functional equation of an $L$-function is an invariant if and only if it is stable under the…
It is shown that if the Fourier transform is a bounded map on a rearrangement-invariant space of functions on $\mathbb R^n$, modified by a weight, then the weight is bounded above and below and the space is equivalent to $L^2$. Also, if it…
We investigate functionals defined on manifolds through parameterizations. If they are to be meaningful, from a geometrical viewpoint, they ought to be invariant under reparameterizations. Standard, local, integral functionals with this…