Related papers: Pairwise counter-monotonicity
We consider the inverse problems of for the fractional Schr\"odinger equation by using monotonicity formulas. We provide if-and-only-if monotonicity relations between positive bounded potentials and their associated nonlocal…
In this paper, we focus on efficient risk-sharing rules for the concave dominance order. For a univariate risk, it follows from a comonotone dominance principle, due to Landsberger and Meilijson [25], that efficiency is characterized by a…
The pair correlation statistic is an important concept in real uniform distribution theory. Therefore, sequences in the unit interval with (weak) Poissonian pair correlations have attracted a lot of attention in recent time. The aim of this…
Among all entanglement measures negativity arguably is the best known and most popular tool to quantify bipartite quantum correlations. It is easily computed for arbitrary states of a composite system and can therefore be applied to discuss…
It is common to assess the "memory strength" of a stationary process looking at how fast the normalized log-determinant of its covariance submatrices (i.e., entropy rate) decreases. In this work, we propose an alternative characterization…
We study Pareto efficiency in a pure-exchange economy where agents' preferences are represented by risk-averse monetary utilities. These coincide with law-invariant monetary utilities, and they can be shown to correspond to the class of…
Pairwise comparisons between alternatives are a well-known method for measuring preferences of a decision-maker. Since these often do not exhibit consistency, a number of inconsistency indices has been introduced in order to measure the…
Pairwise comparisons are widely used in decision analysis, preference modeling, and evaluation problems. In many practical situations, the observed comparison matrix is not reciprocal. This lack of reciprocity is often treated as a defect…
The maximal correlation coefficient is a well-established generalization of the Pearson correlation coefficient for measuring non-linear dependence between random variables. It is appealing from a theoretical standpoint, satisfying…
We investigate the supports of extremal martingale measures with pre-specified marginals in a two-period setting. First, we establish in full generality the equivalence between the extremality of a given measure $Q$ and the denseness in…
Measuring association, or the lack of it, between variables plays an important role in a variety of research areas, including education, which is of our primary interest in this paper. Given, for example, student marks on several study…
The coexistence of infinitely many attractors is called extreme multistability in dynamical systems. In coupled systems, this phenomenon is closely related to partial synchrony and characterized by the emergence of a conserved quantity. We…
We introduce a notion of substitutability for correspondences and establish a monotone comparative static result, unifying results such as the inverse isotonicity of M-matrices, Berry, Gandhi and Haile's identification of demand systems,…
This article introduces a weak pseudo-inverse of a monotone function, which is applied to characterize the associativity of a two-place function $T: [0,1]^2\rightarrow [0,1]$ defined by $T(x,y)=t^{[-1]}(F(t(x),t(y)))$ where…
We consider the problem of finding Pareto-optimal allocations of risk among finitely many agents. The associated individual risk measures are law invariant, but with respect to agent-dependent and potentially heterogeneous reference…
We extend well-known comparative results under expected utility to models of non-expected utility by providing novel conditions on local utility functions. We illustrate how our results parallel, and are distinct from, existing results for…
A useful property of independent samples is that their correlation remains the same after applying marginal transforms. This invariance property plays a fundamental role in statistical inference, but does not hold in general for dependent…
Evaluating joint probabilities of potential outcomes and observed variables, and their linear combinations, is a fundamental challenge in causal inference. This paper addresses the bounding and identification of these probabilities in…
We model a social network by a random graph whose nodes represent agents and links between two of them stand for a reciprocal interaction; each agent is also associated to a binary variable which represents a dichotomic opinion or…
We introduce cosurfaces with values in the group \(\PC_n(H)\) of \(H\)-valued reciprocal pairwise comparison matrices. The composition law is covariant on upper triangular coefficients and contravariant on lower triangular coefficients,…