English
Related papers

Related papers: Conditional supremum in Riesz spaces and applicati…

200 papers

We consider coherent sublinear expectations on a measurable space, without assuming the existence of a dominating probability measure. By considering a decomposition of the space in terms of the supports of the measures representing our…

Probability · Mathematics 2011-10-27 Samuel N. Cohen

The notion of relative universality with respect to a {\sigma}-field was introduced to establish the unbiasedness and Fisher consistency of an estimator in nonlinear sufficient dimension reduction. However, there is a gap in the proof of…

Statistics Theory · Mathematics 2025-04-16 Bing Li , Ben Jones , Andreas Artemiou

We describe the Riesz completion (in the sense of van Haandel) of some spaces of regular operators as explicitly identified subspaces of the regular operators into larger range spaces

Functional Analysis · Mathematics 2024-03-04 Anthony W. Wickstead

The notions of expansivity and positive expansivity for composition operators on Orlicz spaces are investigated. In particular, necessary and sufficient conditions are given for a composition operator to be expansive, positively expansive,…

Functional Analysis · Mathematics 2024-01-23 Z. Huang , Y. Estaremi

Many economic theory models incorporate finiteness assumptions that, while introduced for simplicity, play a real role in the analysis. We provide a principled framework for scaling results from such models by removing these finiteness…

Computer Science and Game Theory · Computer Science 2023-04-11 Yannai A. Gonczarowski , Scott Duke Kominers , Ran I. Shorrer

We generalise the Riesz representation theorems for positive linear functionals on $\mathrm{C}_{\mathrm c}(X)$ and $\mathrm{C}_{\mathrm 0}(X)$, where $X$ is a locally compact Hausdorff space, to positive linear operators from these spaces…

Functional Analysis · Mathematics 2023-05-31 Marcel de Jeu , Xingni Jiang

Spectral problem for the Dirac operator with regular but not strongly regular boundary conditions and complex-valued potential summable over a finite interval is considered. The purpose of this paper is to find conditions under which the…

Spectral Theory · Mathematics 2019-02-11 Alexander Makin

In this paper we consider a generalized conditional-type Holder- inequality and investigate some classic properties of multiplication conditional expectation type operators on Orlicz-spaces.

Functional Analysis · Mathematics 2013-05-14 Yousef Estaremi

The goal of this note is to provide a geometric setting in which generalized arithmetic means are best predictors in an appropriate metric. This characterization provides a geometric interpretation to the concept of certainty equivalent.…

Probability · Mathematics 2020-05-19 Henryk Gzyl

The paper derives saddlepoint expansions for conditional expectations in the form of $\mathsf{E}[\overline{X} | \overline{\mathbf Y} = {\mathbf a}]$ and $\mathsf{E}[\overline{X} | \overline{\mathbf Y} \geq {\mathbf a}]$ for the sample mean…

Statistics Theory · Mathematics 2015-10-08 Sojung Kim , Kyoung-kuk Kim

We derive a dyadic model operator for the Riesz vector. We show linear upper $L^p$ bounds for $1 < p < \infty$ between this model operator and the Riesz vector, when applied to functions with values in Banach spaces. By an upper bound we…

Functional Analysis · Mathematics 2023-09-07 Komla Domelevo , Stefanie Petermichl

We introduce a notion of generalized Triebel-Lizorkin spaces associated with sectorial operators in Banach function spaces. Our approach is based on holomorphic functional calculus techniques. Using the concept of $\mathcal{R}_s$-sectorial…

Functional Analysis · Mathematics 2012-07-19 Peer Christian Kunstmann , Alexander Ullmann

The purpose of this work is twofold. First, we aim to extend for $0<s<1$ the results of one of the authors about equilibrium measures in the real axis in external fields created by point-mass charges for the case of logarithmic potentials…

Classical Analysis and ODEs · Mathematics 2019-05-10 David Benko , Peter Dragnev , Ramon Orive

The use of a tensor product perspective has enriched functional analysis and other important areas of mathematics and physics. The context of operator spaces is clearly no exception. The aim of this manuscript is to kick off the development…

Operator Algebras · Mathematics 2023-02-09 Alejandro Chávez-Domínguez , Verónica Dimant , Daniel Galicer

In this paper we extend the stability results of [4]}. Our utility maximization problem is defined as an essential supremum of conditional expectations of the terminal values of wealth processes, conditioned on the filtration at the…

Portfolio Management · Quantitative Finance 2011-03-28 Erhan Bayraktar , Ross Kravitz

The motivation behind this paper is threefold. Firstly, to study, characterize and realize operator concavity along with its applications to operator monotonicity of free functions on operator domains that are not assumed to be matrix…

Functional Analysis · Mathematics 2020-09-29 Miklós Pálfia

Conditional selective inference (SI) has been studied intensively as a new statistical inference framework for data-driven hypotheses. The basic concept of conditional SI is to make the inference conditional on the selection event, which…

Machine Learning · Statistics 2022-12-15 Vo Nguyen Le Duy , Ichiro Takeuchi

A generalization of the Dvoretzky-Wald-Wolfowitz theorem to the case of conditional expectations is provided assuming that the $\sigma$-field on the state space has no conditional atoms.

Probability · Mathematics 2017-12-21 Anna Jaśkiewicz , Andrzej S. Nowak

Inspired by a recent work about distribution frames, the definition of multiplier operator is extended in the rigged Hilbert spaces setting and a study of its main properties is carried on. In particular, conditions for the density of…

Functional Analysis · Mathematics 2023-10-31 Rosario Corso , Francesco Tschinke

We present maximality results in the setting of non necessarily bounded operators. In particular, we discuss and establish results showing when the "inclusion" between operators becomes a full equality.

Functional Analysis · Mathematics 2017-11-03 Mohammed Meziane , Mohammed Hichem Mortad