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We investigate the relative information content of six measures of dependence between two random variables $X$ and $Y$ for large or extreme events for several models of interest for financial time series. The six measures of dependence are…

Statistical Mechanics · Physics 2008-12-10 Y. Malevergne , D. Sornette

This paper continues studies of non-intersection properties of finite collections of sets initiated 40 years ago by the extremal principle. We study elementary non-intersection properties of collections of sets, making the core of the…

Optimization and Control · Mathematics 2022-06-17 Hoa T. Bui , Alexander Y. Kruger

Model transformations operate on models conforming to precisely defined metamodels. Consequently, it often seems relatively easy to chain them: the output of a transformation may be given as input to a second one if metamodels match.…

Artificial Intelligence · Computer Science 2010-03-04 Raphael Chenouard , Frédéric Jouault

Necessary conditions for existence of normal extremals in optimal control of systems subject to nonholonomic constraints are derived as solutions of a constrained second order variational problems. In this work, a geometric interpretation…

Optimization and Control · Mathematics 2017-02-08 Leonardo Colombo

Structural independence is the (conditional) independence that arises from the structure rather than the precise numerical values of a distribution. We develop this concept and relate it to $d$-separation and structural causal models.…

Probability · Mathematics 2025-06-24 Matthias Georg Mayer

In the study of quantum nonlocality, one obstacle is that the analytical criterion for identifying the boundaries between quantum and postquantum correlations has not yet been given, even in the simplest Bell scenario. We propose a…

Quantum Physics · Physics 2018-05-23 Satoshi Ishizaka

We study the extremes for a class of a symmetric stable random fields with long range dependence. We prove functional extremal theorems both in the space of sup measures and in the space of cadlag functions of several variables. The limits…

Probability · Mathematics 2018-10-17 Zaoli Chen , Gennady Samorodnitsky

We investigate the task of controlling ensembles of initial and terminal state vectors of parameter-dependent linear systems by applying parameter-independent open loop controls. Necessary, as well as sufficient, conditions for ensemble…

Optimization and Control · Mathematics 2015-07-23 Michael Schönlein , Uwe Helmke

Let $T$ be a (first order complete) dependent theory, ${\mathfrak{C}}$ a $\bar\kappa$-saturated model of $T$ and $G$ a definable subgroup which is abelian. Among subgroups of bounded index which are the union of $<\bar\kappa$ type definable…

Logic · Mathematics 2021-09-15 Saharon Shelah

We show that classical chaining bounds on the suprema of random processes in terms of entropy numbers can be systematically improved when the underlying set is convex: the entropy numbers need not be computed for the entire set, but only…

Probability · Mathematics 2023-09-18 Ramon van Handel

A collection of sets is {\em intersecting} if every two members have nonempty intersection. We describe the structure of intersecting families of $r$-sets of an $n$-set whose size is quite a bit smaller than the maximum ${n-1 \choose r-1}$…

Combinatorics · Mathematics 2016-02-08 Alexandr Kostochka , Dhruv Mubayi

Let $\mathcal{F}\subseteq{[n]\choose k}$ be a $t$-intersecting family. Define the $t$-covering number $\tau_t(\mathcal{F})$ of $\mathcal{F}$ as the minimum size of a subset $S$ of $[n]$ with $|S\cap F|\geqslant t$ for each…

Combinatorics · Mathematics 2026-03-12 Tian Yao , Dehai Liu , Kaishun Wang

For a left-compressed intersecting family \A contained in [n]^(r) and a set X contained in [n], let \A(X) = {A in \A : A intersect X is non-empty}. Borg asked: for which X is |\A(X)| maximised by taking \A to be all r-sets containing the…

Combinatorics · Mathematics 2018-09-05 Ben Barber

In this paper the necessary conditions of optimality in the form of maximum principle are derived for a very general class of variational problems. This class includes problems with any optimization criteria and constraints that can be…

Optimization and Control · Mathematics 2009-11-30 Anatoly Tsirlin

There is much more known about the family of superstable theories when compared to stable theories. This calls for a search of an analogous "super-dependent" characterization in the context of dependent theories. This problem has been…

Logic · Mathematics 2013-03-15 Moran Cohen , Saharon Shelah

In statistical physics, the challenging combinatorial enumeration of the configurations of a system subject to hard constraints (microcanonical ensemble) is mapped to a mathematically easier calculation where the constraints are softened…

Statistical Mechanics · Physics 2017-11-01 Tiziano Squartini , Diego Garlaschelli

Given a finite set satisfying condition $\mathcal{A}$, the subset selection problem asks, how large of a subset satisfying condition $\mathcal{B}$ can we find? We make progress on three instances of subset selection problems in planar point…

Combinatorics · Mathematics 2024-12-20 József Balogh , Felix Christian Clemen , Adrian Dumitrescu , Dingyuan Liu

The problem of measuring conditional dependence between two random phenomena arises when a third one (a confounder) has a potential influence on the amount of information between them. A typical issue in this challenging problem is the…

Machine Learning · Statistics 2025-03-12 Ferran de Cabrera , Marc Vilà-Insa , Jaume Riba

A balanced pattern of order $2d$ is an element $P \in \{+,-\}^{2d}$, where both signs appear $d$ times. Two sets $A,B \subset [n]$ form $P$-pattern, which we denote by $\operatorname{pat}(A,B) = P$, if $A\triangle B = \{j_1,\ldots…

Combinatorics · Mathematics 2015-10-20 Ilan Karpas , Eoin Long

Dependent pattern matching is a key feature in dependently typed programming. However, there is a theory-practice disconnect: while many proof assistants implement pattern matching as primitive, theoretical presentations give semantics to…

Programming Languages · Computer Science 2025-01-31 Joseph Eremondi , Ohad Kammar
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