Related papers: Star-Shaped deviations
Convection and turbulence in stellar atmospheres have a significant effect on the emergent flux from A-type stars. The recent theoretical advancements in convection modelling have proved a challenge to the observers to obtain measurements…
Scalar dynamic risk measures for univariate positions in continuous time are commonly represented as backward stochastic differential equations. In the multivariate setting, dynamic risk measures have been defined and studied as families of…
Recently, expectile-based measures of skewness akin to well-known quantile-based skewness measures have been introduced, and it has been shown that these measures possess quite promising properties (Eberl and Klar, 2021, 2020). However, it…
In this paper we introduce a generalization of classical risk measures in which the risk is represented by a step function taking two values, corresponding to two endogenously determined market regimes. This extends the traditional…
Determining the physical properties of microlensing events depends on having accurate angular sizes of the source star. Using long-baseline optical interferometry we are able to measure the angular sizes of nearby stars with uncertainties…
We study combinations of risk measures under no restrictive assumption on the set of alternatives. We develop and discuss results regarding the preservation of properties and acceptance sets for the combinations of risk measures. One of the…
As it is long known, the presence of a convective region creates a discontinuity in the chemical profile of a star, which in turn translates into a sharp variation of the adiabatic sound speed. This variation produces an oscillatory…
A stability version of the reverse isoperimetric inequality, and the corresponding inequality for isotropic measures are established.
Necessary and sufficient conditions for weak and vague convergence of measures are important for a diverse host of applications. This paper aims to give a comprehensive description of the relationship between the two modes of convergence…
The performance of pre-trained masked diffusion models is often constrained by their sampling procedure, which makes decisions irreversible and struggles in low-step generation regimes. We introduce a novel sampling algorithm that works…
The models of star formation function and of dissipation of turbulent energy of interstellar medium are proposed. In star formation model the feedback of supernovae is taken into account. It is shown that hierarchical scenario of galaxy…
A star anagram is a rearrangement of the letters of one word to produce another word where no letter retains its original neighbors. These maximally shuffled anagrams are rare, comprising only about 5.7% of anagrams in English. They can…
The $L_{\infty}$ star discrepancy is a measure for the regularity of a finite set of points taken from $[0,1)^d$. Low discrepancy point sets are highly relevant for Quasi-Monte Carlo methods in numerical integration and several other…
This study introduces a new "Non-Dimensional" star identification algorithm to reliably identify the stars observed by a wide field-of-view star tracker when the focal length and optical axis offset values are known with poor accuracy. This…
This paper derives the best- and worst-case GlueVaR distortion risk measure within a unified framework, based on partial information of the underlying distributions and shape information such as symmetry. In addition, we characterize the…
In this paper, by proposing two new kinds of distributional uncertainty sets, we explore robustness of distortion risk measures against distributional uncertainty. To be precise, we first consider a distributional uncertainty set which is…
In solar-like stars, acoustic modes provide the main way of probing their internal structure and dynamics. Although these modes are expected to be ubiquitous in stars with convective envelopes, Kepler observations reveal that a significant…
We introduce and study the class of branching-stable point measures, which can be seen as an analog of stable random variables when the branching mechanism for point measures replaces the usual addition. In contrast with the classical…
By means of the techniques of Boolean valued analysis, we provide a transfer principle between duality theory of classical convex risk measures and duality theory of conditional risk measures. Namely, a conditional risk measure can be…
We quantify the minimax rate for a nonparametric regression model over a star-shaped function class $\mathcal{F}$ with bounded diameter. We obtain a minimax rate of ${\varepsilon^{\ast}}^2\wedge\mathrm{diam}(\mathcal{F})^2$ where…