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This paper deals with three major types of convergence of probability measures on metric spaces: weak convergence, setwise converges, and convergence in the total variation. First, it describes and compares necessary and sufficient…

Probability · Mathematics 2014-07-04 Eugene A. Feinberg , Pavlo O. Kasyanov , Michael Z. Zgurovsky

Optical interferometry provides us with a unique opportunity to improve our understanding of stellar structure and evolution. Through direct observation of rotationally distorted photospheres at sub-milliarcsecond scales, we are now able to…

Solar and Stellar Astrophysics · Physics 2012-04-13 Gerard T. van Belle

Using the Navy Precision Optical Interferometer, we measured the angular diameters of 10 stars that have previously measured solar-like oscillations. Our sample covered a range of evolutionary stages but focused on evolved subgiant and…

Solar and Stellar Astrophysics · Physics 2015-06-18 Ellyn K. Baines , J. Thomas Armstrong , Henrique R. Schmitt , James A. Benson , R. T. Zavala , Gerard T. van Belle

It is well known that Expected Shortfall (also called Average Value-at-Risk) is a convex risk measure, i. e. Expected Shortfall of a convex linear combination of arbitrary risk positions is not greater than a convex linear combination with…

Risk Management · Quantitative Finance 2019-10-03 Mikhail Tselishchev

Radial differential rotation is an important parameter for stellar dynamo theory and for understanding angular momentum transport. We investigate the potential of using a large number of similar stars simultaneously to constrain their…

Solar and Stellar Astrophysics · Physics 2016-02-03 Hannah Schunker , Jesper Schou , Warrick Ball , Martin Bo Nielsen , Laurent Gizon

In this paper we study empirical measures which can be thought as a decoupled version of the empirical measures generated by random matrices. We prove the large deviation principle with the rate function, which is finite only on product…

Probability · Mathematics 2007-05-23 Wlodek Bryc

We develop an averaging approach to robust risk measurement under payoff uncertainty. Instead of taking a worst-case value over an uncertainty neighborhood, we weight nearby payoffs more heavily under a chosen metric and average the…

Mathematical Finance · Quantitative Finance 2026-03-26 Marcelo Righi , Rodrigo Targino

This paper provides some new characterizations of the diamond partial order for rectangular matrices by using properties of inner inverses, minus order, and SVD decompositions. In addition, the recently introduced 1MP generalized inverse…

Rings and Algebras · Mathematics 2024-07-30 María Valeria Hernández , Marina B. Lattanzi , Néstor Thome

The $L_{\infty}$ star discrepancy is a very well-studied measure used to quantify the uniformity of a point set distribution. Constructing optimal point sets for this measure is seen as a very hard problem in the discrepancy community.…

Computational Geometry · Computer Science 2024-02-28 François Clément , Carola Doerr , Kathrin Klamroth , Luís Paquete

We study submodularity for law-invariant functionals, with particular attention to convex risk measures. Expected losses are modular, and certainty equivalents are submodular exactly when the loss function is convex. Law-invariant coherent…

Risk Management · Quantitative Finance 2026-04-07 Ruodu Wang , Jingcheng Yu

This paper investigates risk measures derived from the expected maximum deficit in a continuous-time framework and develops optimal reserve allocation strategies across multiple lines of business. We formalize the expected maximum deficit…

Risk Management · Quantitative Finance 2026-05-19 Claude Lefevre , Pierre Zuyderhoff

In this book chapter we survey known approaches and algorithms to compute discrepancy measures of point sets. After providing an introduction which puts the calculation of discrepancy measures in a more general context, we focus on the…

Numerical Analysis · Mathematics 2021-09-21 Carola Doerr , Michael Gnewuch , Magnus Wahlström

Exploiting the geometric nature of statistical divergences, we devise a way to define associated induced uncertainty measures for discrete and finite probability distributions. We also report new uncertainty measures and discuss their…

Quantum Physics · Physics 2021-06-29 Gautam Sharma , Sk Sazim

In this paper, we consider the upper bound of the probabilistic star discrepancy based on Hilbert space filling curve sampling. This problem originates from the multivariate integral approximation, but the main result removes the strict…

Statistics Theory · Mathematics 2023-04-20 Jun Xian , Xiaoda Xu

A moderate deviations principle for the law of a stochastic Burgers equation is proved via the weak convergence approach. In addition, some useful estimates toward a central limit theorem are established.

Probability · Mathematics 2020-01-17 Rachid Belfadli , Lahcen Boulanba , Mohamed Mellouk

In this paper we propose the notion of dynamic deviation measure, as a dynamic time-consistent extension of the (static) notion of deviation measure. To achieve time-consistency we require that a dynamic deviation measures satisfies a…

Probability · Mathematics 2016-04-28 Martijn Pistorius , Mitja Stadje

We define a regularized size-shape distortion (quality) measure for curved high-order elements on a Riemannian space. To this end, we measure the deviation of a given element, straight-sided or curved, from the stretching, alignment, and…

Computational Engineering, Finance, and Science · Computer Science 2024-03-21 Guillermo Aparicio-Estrems , Abel Gargallo-Peiró , Xevi Roca

We discuss the statistical foundations of morphological star-galaxy separation. We show that many of the star-galaxy separation metrics in common use today (e.g. by SDSS or SExtractor) are closely related both to each other, and to the…

Instrumentation and Methods for Astrophysics · Physics 2020-01-29 Colin T. Slater , Željko Ivezić , Robert H. Lupton

In recent years, it has become apparent that an isolated microprudential approach to capital adequacy requirements of individual institutions is insufficient. It can increase the homogeneity of the financial system and ultimately the cost…

Risk Management · Quantitative Finance 2023-11-27 Jana Hlavinova , Birgit Rudloff , Alexander Smirnow

Mass and radius measurements of stars are important inputs for models of stellar structure. Binary stars are of particular interest in this regard, because astrometry and spectroscopy of a binary together provide the masses of both stars as…

Instrumentation and Methods for Astrophysics · Physics 2021-09-22 Km Nitu Rai , Soumen Basak , Prasenjit Saha