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Under general multivariate regular variation conditions, the extreme Value-at-Risk of a portfolio can be expressed as an integral of a known kernel with respect to a generally unknown spectral measure supported on the unit simplex. The…
Binary embedding is the problem of mapping points from a high-dimensional space to a Hamming cube in lower dimension while preserving pairwise distances. An efficient way to accomplish this is to make use of fast embedding techniques…
Making use of a recursive approach, derivative dispersion relations are generalized for an arbitrary number of subtractions. The results for both cross even and odd amplitudes are theoretically consistent at sufficiently high energies and…
We discuss an elementary derivation of variational symmetries and corresponding integrals of motion for the Lagrangian systems depending on acceleration. Providing several examples, we make the manuscript accessible to a wide range of…
This paper investigates degenerate nonlocal free boundary problems arising in the context of superconductivity, extending the nonlocal counterpart to the work of Caffarelli, Salazar, and Shahgholian \cite{CS02, CSS04} in the local setting.…
The diffusive transport distance, a novel pseudo-metric between probability measures on the real line, is introduced. It generalizes Martingale optimal transport, and forms a hierarchy with the Hellinger and the Wasserstein metrics. We…
We present a novel framework for deriving integral constraints for correlators on conformal line defects. These constraints emerge from the non-linearly realized ambient-space conformal symmetry. To validate our approach, we examine several…
A transitive graph is 2-dimensional if it can be represented as the intersection of two linear orders. Such representations make answering of reachability queries trivial, and allow many problems that are NP-hard on arbitrary graphs to be…
For conformal geometries of Riemannian signature, we provide a comprehensive and explicit treatment of the core local theory for embedded submanifolds of arbitrary dimension. This is based in the conformal tractor calculus and includes a…
Transport equations for even-order structure functions are written for a passive scalar mixing fed by a mean scalar gradient, with a Schmidt number $\mathit{Sc}=1$. Direct numerical simulations (DNS), in a range of Reynolds numbers…
This paper proposes a novel non-parametric multidimensional convex regression estimator which is designed to be robust to adversarial perturbations in the empirical measure. We minimize over convex functions the maximum (over Wasserstein…
Uniqueness in the Calder\'on problem in dimension bigger than two was usually studied under the assumption that conductivity has bounded gradient. For conductivities with unbounded gradients uniqueness results have not been known until…
The proper handling of 3D orientations is a central element in many optimization problems in engineering. Unfortunately many researchers and engineers struggle with the formulation of such problems and often fall back to suboptimal…
It has been proved that the sup-norm of the Radon transform of an arbitrary probability density on an origin-symmetric convex body of volume 1 is bounded from below by a positive constant depending only on the dimension. In this note we…
We study the inverse eigenvector centrality problem on connected undirected graphs, namely, whether a given positive vector can be realized by assigning suitable edge weights. We provide a complete characterization in terms of stable sets…
Using the integral equations of the Noncrossing Approximation, the differential conductance is computed as a function of voltage for scattering from a two channel Kondo impurity in a point contact. The results compare well to experimental…
The subdiffusion model that involves a Caputo fractional derivative in time is widely used to describe anomalously slow diffusion processes. In this work we aim at recovering the locations of small conductivity inclusions in the model from…
We show that Nachman's integral equations for the Calder\'on problem, derived for conductivities in $W^{2,p}(\Omega)$, still hold for $L^\infty$ conductivities which are $1$ in a neighborhood of the boundary. We also prove convergence of…
We consider the inverse Calder\'on problem consisting of determining the conductivity inside a medium by electrical measurements on its surface. Ideally, these measurements determine the Dirichlet-to-Neumann map and, therefore, one usually…
Turbulent relative dispersion is studied theoretically with a focus on the evolution of probability distribution of the relative separation of two passive particles. A finite separation speed and a finite correlation of relative velocity,…