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The article is devoted to approximate, global and along curves differentiability of functions over non-archimedean infinite fields with non-trivial valuations. Fields with zero and non-zero characteristics are considered. Spaces of…

Classical Analysis and ODEs · Mathematics 2010-03-16 S. V. Ludkovsky

For a series of Markov processes we prove stochastic duality relations with duality functions given by orthogonal polynomials. This means that expectations with respect to the original process (which evolves the variable of the orthogonal…

Probability · Mathematics 2017-02-01 Chiara Franceschini , Cristian Giardinà

In previous work the authors defined the k-th order simplicial distance between probability distributions which arises naturally from a measure of dispersion based on the squared volume of random simplices of dimension k. This theory is…

Statistics Theory · Mathematics 2018-09-06 Luc Pronzato , Henry Wynn , Anatoly Zhigljavsky

Convexity is an important notion in non linear optimization theory as well as in infinite dimensional functional analysis. As will be seen below, very simple and powerful tools will be derived from elementary duality arguments (which are…

Functional Analysis · Mathematics 2020-04-21 Guy Bouchitte

Two-sided bounds for the efficiency of the torsion function are obtained in terms of the square of the distance to the boundary function under the hypothesis that the Dirichlet Laplacian satisfies a strong Hardy inequality. Localisation…

Analysis of PDEs · Mathematics 2021-03-11 Michiel van den Berg , Thomas Kappeler

During the study of the topic of limit summability of functions (introduced by the author in 2001), we encountered some types of functions that are related to the mean value theorem. In this paper, we formally define mean value and…

Classical Analysis and ODEs · Mathematics 2021-10-01 M. H. Hooshmand

We introduce a mathematical theory called market connectivity that gives concrete ways to both measure the efficiency of markets and find inefficiencies in large markets. The theory leads to new methods for testing the famous efficient…

Economics · Quantitative Finance 2017-02-14 Anup Rao

This paper uses an axiomatic foundation to create a new measure for the cost of learning that allows for multiple perceptual distances in a single choice environment so that some events can be harder to differentiate between than others.…

Theoretical Economics · Economics 2019-12-30 David Walker-Jones

Considering the weighted concept of majorization, Sherman obtained generalization of majorization inequality for convex functions known as Sherman's inequality. We extend Sherman's result to the class of n-strongly convex functions using…

Classical Analysis and ODEs · Mathematics 2019-05-21 Slavica Ivelić Bradanović

Stein's method for Gaussian process approximation can be used to bound the differences between the expectations of smooth functionals $h$ of a c\`adl\`ag random process $X$ of interest and the expectations of the same functionals of a well…

Probability · Mathematics 2024-02-15 A. D. Barbour , Nathan Ross , Guangqu Zheng

Generalised Bayesian inference updates prior beliefs using a loss function, rather than a likelihood, and can therefore be used to confer robustness against possible mis-specification of the likelihood. Here we consider generalised Bayesian…

Methodology · Statistics 2022-01-12 Takuo Matsubara , Jeremias Knoblauch , François-Xavier Briol , Chris. J. Oates

Productivity is the quintessential indicator of efficiency in any production system. It seems it has become a norm in bibliometrics to define research productivity as the number of publications per researcher, distinguishing it from impact.…

Digital Libraries · Computer Science 2018-10-31 Giovanni Abramo , Ciriaco Andrea D'Angelo

The purpose of this paper is to give a survey on the notions of distance between subsets either of a metric space or of a measure space, including definitions, a classification, and a discussion of the best-known distance functions, which…

Functional Analysis · Mathematics 2018-08-09 A. Conci , C. S. Kubrusly

Generalization error bounds are essential to understanding machine learning algorithms. This paper presents novel expected generalization error upper bounds based on the average joint distribution between the output hypothesis and each…

Information Theory · Computer Science 2022-02-25 Gholamali Aminian , Yuheng Bu , Gregory Wornell , Miguel Rodrigues

A stochastic algorithm is proposed, finding the set of generalized means associated to a probability measure on a compact Riemannian manifold M and a continuous cost function on the product of M by itself. Generalized means include p-means…

Probability · Mathematics 2013-05-28 Marc Arnaudon , Laurent Miclo

In this short paper we introduce a new class of performance measures based on certainty equivalents defined via scaled utility functions. We analyse their properties, show that the corresponding portfolio optimization problem is well-posed…

Risk Management · Quantitative Finance 2023-10-04 Marcin Pitera , Miklós Rásonyi

We present a general technique for the analysis of first-order methods. The technique relies on the construction of a duality gap for an appropriate approximation of the objective function, where the function approximation improves as the…

Optimization and Control · Mathematics 2019-12-12 Jelena Diakonikolas , Lorenzo Orecchia

We study mean value properties of harmonic functions in metric measure spaces. The metric measure spaces we consider have a doubling measure and support a (1,1)- Poincar\'e inequality. The notion of harmonicity is based on the Dirichlet…

Analysis of PDEs · Mathematics 2015-10-02 Niko Marola , Michele Miranda , Nageswari Shanmugalingam

Linearization methods are customarily adopted in sampling surveys to obtain approximated variance formulae for estimators of nonlinear functions of finite population totals - such as ratios, correlation coefficients or measures of income…

Methodology · Statistics 2014-02-17 Lucio Barabesi , Giancarlo Diana , Pier Francesco Perri

In the paper, the authors review origins, motivations, and generalizations of a series of inequalities involving several exponential functions and sums, establish three new inequalities involving finite exponential functions and sums by…

Classical Analysis and ODEs · Mathematics 2020-08-26 Feng Qi , Bai-Ni Guo
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