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We derive an upper bound for the expected gain of informed traders in the Glosten-Milgrom model with finite horizon, fully analogous to a generalized second law of thermodynamics. This result extends that obtained by Touzo et al. a couple…

Trading and Market Microstructure · Quantitative Finance 2022-10-03 Pierre Carmier

This is the extended write-up of a series of lectures on the duality between the Sine-Gordon model and the Thirring model. Prepared for the London Theory Institute (LonTI) - Fall 2022: a PhD-level mini-course, with exercises and a guide to…

High Energy Physics - Theory · Physics 2022-11-03 Alessandro Torrielli

The postulational basis of classical thermodynamics has been expanded to incorporate equilibrium fluctuations. The main additional elements of the proposed thermodynamic theory are the concept of quasi-equilibrium states, a definition of…

Statistical Mechanics · Physics 2019-06-11 Y. Mishin

We formulate two types of extension of the large deviation theory initiated by Bahadur in a non-regular setting. One can be regarded as a bound of the point estimation, the other can be regarded as the limit of a bound of the interval…

Probability · Mathematics 2007-06-13 Masahito Hayashi

This expository essay discusses a finite dimensional approach to dilation theory. How much of dilation theory can be worked out within the realm of linear algebra? It turns out that some interesting and simple results can be obtained. These…

Functional Analysis · Mathematics 2014-12-23 Eliahu Levy , Orr Shalit

A detailed analysis of conditions on 2-body interaction potential, which ensure stability, superstability or strong superstability of statistical systems is given. There has been given the connection between conditions of superstability…

Mathematical Physics · Physics 2008-06-11 Oleksey Rebenko , Maksym Tertychnyi

We study almost sure limiting behavior of extreme and intermediate order statistics arising from strictly stationary sequences. First, we provide sufficient dependence conditions under which these order statistics converges almost surely to…

Probability · Mathematics 2017-04-28 Aneta Buraczyńska , Anna Dembińska

We construct a Grothendieck-Witt space for any stable infinity category with duality. If we apply our construction to perfect complexes over a commutative ring in which 2 is invertible we recover the classical Grothendieck-Witt space. Our…

K-Theory and Homology · Mathematics 2016-11-01 Markus Spitzweck

Building on work by Fiore-Pronk-Paoli, we construct four model structures on the category of double categories, each modeling one of the following: simplicial spaces, Segal spaces, $(\infty,1)$-categories, and $\infty$-groupoids.…

Algebraic Topology · Mathematics 2024-12-23 Léonard Guetta , Lyne Moser

In the semiclassical limit of de Sitter gravity a separation of scales takes place that divides the theory into a "cosmic" sector and a "microscopic" sector. A similar separation takes place in the double-scaled limit of SYK theory. We…

High Energy Physics - Theory · Physics 2022-09-22 Leonard Susskind

In this paper we propose a notion of stability, that we call $\epsilon -N$-stability, for systems of particles interacting via Newton's gravitational potential, and orbiting a much bigger object. For these systems the usual thermodynamical…

Mathematical Physics · Physics 2022-04-11 Gabriella Pinzari , Benedetto Scoppola , Alessio Troiani

We study in this paper the well-posedness and stability for two linear Schr\"odinger equations in $d$-dimensional open bounded domain under Dirichlet boundary conditions with an infinite memory. First, we establish the well-posedness in the…

Analysis of PDEs · Mathematics 2023-01-20 Marcelo Cavalcanti , Valeria Domingos Cavalcanti , Aissa Guesmia , Mauricio Sepúlveda

Stable Grothendieck polynomials can be viewed as a K-theory analog of Schur polynomials. We extend stable Grothendieck polynomials to a two-parameter version, which we call canonical stable Grothendieck functions. These functions have the…

Combinatorics · Mathematics 2016-09-13 Damir Yeliussizov

We present a new proof of an Ergodic theorem for Wide-Sense Stationary Random Processes added with a new canonical sampling theorem of mine for finite time duration signals in the frequency domain (periodograms) which is free from the…

General Physics · Physics 2012-07-04 Luiz C. L. Botelho

In this paper we give a new formulation of an abstract control problem in terms of a Grushin problem, so that we will reformulate all notions of controllability, observability and stability in a new form that gives readers an easy…

Optimization and Control · Mathematics 2013-06-18 Akram Ben Aissa

We discuss stability of spherically symmetric static solutions in Newtonian limit of Jordan, Brans-Dicke field equations. The behavior of the stable equilibrium solutions for the spherically symmetric configurations considered here, it…

General Relativity and Quantum Cosmology · Physics 2007-05-23 S. Kozyrev

Invariance in duality transformation, the self-dual property, has important applications in electromagnetic engineering. In the present paper, the problem of most general linear and local boundary conditions with self-dual property is…

Classical Physics · Physics 2020-03-09 Ismo V. Lindell , Ari Sihvola

In this article, we study the notion of semi-stability and the Harder-Narasimhan filtration from a game-theoretic point of view. This allows us to provide a unified proof for the existence and uniqueness of the Harder-Narasimhan filtration…

Algebraic Geometry · Mathematics 2023-06-16 Huayi Chen , Marion Jeannin

This paper sheds new light on several interrelated topics of second-order variational analysis, both in finite and infinite-dimensional settings. We establish new relationships between second-order growth conditions on functions, the basic…

Optimization and Control · Mathematics 2013-04-30 D. Drusvyatskiy , B. S. Mordukhovich , T. T. A. Nghia

Schr\"odinger equations with nonlinearities concentrated in some regions of space are good models of various physical situations and have interesting mathematical properties. We show that in the semiclassical limit it is possible to…

Condensed Matter · Physics 2015-06-25 Giovanni Jona-Lasinio , Carlo Presilla , Johannes Sjöstrand
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