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This paper gives an overview of the theory of dynamic convex risk measures for random variables in discrete time setting. We summarize robust representation results of conditional convex risk measures, and we characterize various time…

Risk Management · Quantitative Finance 2010-02-22 Beatrice Acciaio , Irina Penner

The classical and quantum dynamics of simple time-reparametrization- invariant models containing two degrees of freedom are studied in detail. Elimination of one ``clock'' variable through the Hamiltonian constraint leads to a description…

General Relativity and Quantum Cosmology · Physics 2009-10-28 Ian D. Lawrie , Richard J. Epp

The aim of this paper is to study a wide class of non-convex sweeping processes with moving constraint whose translation and deformation are represented by regulated functions, i.e., functions of not necessarily bounded variation admitting…

Dynamical Systems · Mathematics 2021-01-08 Pavel Krejci , Giselle Antunes Monteiro , Vincenzo Recupero

In the context of generalized measurement theory, the Gleason-Busch theorem assures the unique form of the associated probability function. Recently, in Flatt et al. Phys. Rev. A 96, 062125 (2017), the case of subsequent measurements has…

Quantum Physics · Physics 2024-01-30 Martino Trassinelli

The adjoint method introduced in [Eva] and [Tra] is used, to construct analogs to the Aubry-Mather measures for non convex Hamiltonians. More precisely, a general construction of probability measures, that in the convex setting agree with…

Analysis of PDEs · Mathematics 2012-01-04 Filippo Cagnetti , Diogo Gomes , Hung Tran

Through second order in perturbative general relativity, a small compact object in an external vacuum spacetime obeys a generalized equivalence principle: although it is accelerated with respect to the external background geometry, it is in…

General Relativity and Quantum Cosmology · Physics 2015-09-08 Adam Pound

Given a parameter dependent fixed point equation $x = F(x,u)$, we derive an abstract compactness principle for the fixed point map $u \mapsto x^*(u)$ under the assumptions that (i) the fixed point equation can be solved by the contraction…

Functional Analysis · Mathematics 2022-08-05 Gunther Dirr

The power moments of a positive measure on the real line or the circle are characterized by the non-negativity of an infinite matrix, Hankel, respectively Toeplitz, attached to the data. Except some fortunate configurations, in higher…

Functional Analysis · Mathematics 2020-07-28 David Kimsey , Mihai Putinar

We prove that every nonnegative continuous real-valued function on a given compact metric space is the uniform limit of some increasing sequence of nonnegative simple functions being linear combinations of indicators of open sets; here the…

General Mathematics · Mathematics 2020-10-21 Yu-Lin Chou

We study the asymptotic laws for the spatial distribution and the number of connected components of zero sets of smooth Gaussian random functions of several real variables. The primary examples are various Gaussian ensembles of real-valued…

Probability · Mathematics 2016-12-21 Fedor Nazarov , Mikhail Sodin

In this paper we study random walks on dynamical random environments in $1 + 1$ dimensions. Assuming that the environment is invariant under space-time shifts and fulfills a mild mixing hypothesis, we establish a law of large numbers and a…

Probability · Mathematics 2018-05-25 Oriane Blondel , Marcelo R. Hilario , Augusto Teixeira

We construct a theory of particles moving in curved both momentum space and spacetime, being a generalization of Relative Locality. We find that in order to construct such theory, with desired symmetries, including the general coordinate…

General Relativity and Quantum Cosmology · Physics 2014-03-05 Francesco Cianfrani , Jerzy Kowalski-Glikman , Giacomo Rosati

We consider a generalized method of moments framework in which a part of the data vector is missing for some units in a completely unrestricted, potentially endogenous way. In this setup, the parameters of interest are usually only…

Econometrics · Economics 2026-01-07 Grigory Franguridi , Hyungsik Roger Moon

The asymptotic freeness of independent unitarily invariant $N\times N$ random matrices holds in expectation up to $O(N^{-2})$. An already known consequence is the infinitesimal freeness in expectation. We put in evidence another consequence…

Probability · Mathematics 2022-05-05 Guillaume Cébron , Antoine Dahlqvist , Franck Gabriel

Uniform measures are the functionals on the space of bounded uniformly continuous functions that are continuous on every bounded uniformly equicontinuous set. This paper describes the role of uniform measures in the study of convolution on…

Functional Analysis · Mathematics 2010-05-17 Jan Pachl

The wrapping transformation $W$ is a homomorphism from the semigroup of probability measures on the real line, with the convolution operation, to the semigroup of probability measures on the circle, with the multiplicative convolution…

Probability · Mathematics 2016-08-05 Michael Anshelevich , Octavio Arizmendi

In this article we show that a large class of infinite measure preserving dynamical systems that do not admit physical measures nevertheless exhibit strong statistical properties. In particular, we give sufficient conditions for existence…

Dynamical Systems · Mathematics 2026-04-30 Douglas Coates , Ian Melbourne , Amin Talebi

After a short review of the quantum mechanics canonically associated with a classical real valued random variable with all moments, we begin to study the quantum mechanics canonically associated to the \textbf{standard semi--circle random…

Operator Algebras · Mathematics 2023-02-15 Luigi Accardi , Tarek Hamdi , Yun Gang Lu

In sequential design strategies, common in geostatistics and Bayesian optimization, the selection of a new observation point $X_{n+1}$ of a random function $\mathbf f$ is informed by past data, captured by the filtration $\mathcal…

Probability · Mathematics 2026-02-12 Felix Benning

Consider a measure $\mu_\lambda = \sum_x \xi_x \delta_x$ where the sum is over points $x$ of a Poisson point process of intensity $\lambda$ on a bounded region in $d$-space, and $\xi_x$ is a functional determined by the Poisson points near…

Probability · Mathematics 2013-02-05 Mathew D. Penrose , Andrew R. Wade
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