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We develop a duality theory for the problem of maximising expected lifetime utility from inter-temporal wealth over an infinite horizon, under the minimal no-arbitrage assumption of No Unbounded Profit with Bounded Risk (NUPBR). We use only…

Portfolio Management · Quantitative Finance 2020-10-13 Michael Monoyios

A comparison theorem is proved for a pair of solutions that satisfy in a weak sense opposite differential inequalities with nonlinearity of the form $f (u)$ with $f$ belonging to the class $L^p_{loc}$. The solutions are assumed to have…

Analysis of PDEs · Mathematics 2017-10-11 Vladimir Kozlov , Nikolay Kuznetsov

In this note, we study the connection between Gray tensor product and suspension. We derive a characterization of weak equivalences as fully faithful and essentially surjective functors. We construct the $co$ duality, a weak involution that…

Category Theory · Mathematics 2022-03-23 Félix Loubaton

We present several theorems on strict and strong convexity, and higher order differential formulae for sandwiched quasi-relative entropy (a parametrised version of the classical fidelity). These are crucial for establishing global linear…

Functional Analysis · Mathematics 2018-10-17 Rajendra Bhatia , Tanvi Jain , Yongdo Lim

The tropical Nevanlinna theory is Nevanlinna theory for tropical functions or maps over the max-plux semiring by using the approach of complex analysis. The main purpose of this paper is to study the second main theorem with tropical…

Complex Variables · Mathematics 2026-01-29 Tingbin Cao , Jianhua Zheng

In the previous author's paper the Macdonald norm conjecture (including the famous constant term conjecture) was proved. This paper contains the proof of the remaining two (the duality and evaluation conjectures). The evaluation theorem is…

q-alg · Mathematics 2009-10-28 Ivan Cherednik

We find the dual equivalent (gauge invariant) version of the Maxwell theory in D=4 with a Proca-like mass term by using the symplectic embedding method. The dual theory obtained (Maxwell-Podolsky) includes a higher-order derivative term and…

High Energy Physics - Theory · Physics 2008-12-05 E. M. C. Abreu , A. C. R. Mendes , C. Neves , W. Oliveira , C. Wotzasek , L. M. V. Xavier

The Fenchel-Young inequality is fundamental in Convex Analysis and Optimization. It states that the difference between certain function values of two vectors and their inner product is nonnegative. Recently, Carlier introduced a very nice…

Optimization and Control · Mathematics 2025-07-31 Heinz H. Bauschke , Shambhavi Singh , Xianfu Wang

Fundamental duality is a concept which refers to two irreducible, heterogeneous principles which are in opposite and complementary of each other. The complementary principle in quantum mechanics is also praised by Bohr. This important…

General Physics · Physics 2023-01-31 B. T. T. Wong

We study a method for calculating the utility function from a candidate of a demand function that is not differentiable, but is locally Lipschitz. Using this method, we obtain two new necessary and sufficient conditions for a candidate of a…

Theoretical Economics · Economics 2024-04-02 Yuhki Hosoya

The validity of the comparison principle in variable coefficient fully nonlinear gradient free potential theory is examined and then used to prove the comparison principle for fully nonlinear partial differential equations which determine a…

Analysis of PDEs · Mathematics 2020-02-26 Marco Cirant , Kevin R. Payne

The fluctuation theorem is the fundamental equality in nonequilibrium thermodynamics that is used to derive many important thermodynamic relations, such as the second law of thermodynamics and the Jarzynski equality. Recently, the…

Statistical Mechanics · Physics 2019-09-16 Yoshihiko Hasegawa , Tan Van Vu

Theoretical equivalence and duality are two closely related notions: but their interconnection has so far not been well understood. In this paper I explicate the contribution of a recent schema for duality to discussions of theoretical…

History and Philosophy of Physics · Physics 2019-06-27 Sebastian De Haro

The tendency of semidefinite programs to compose perfectly under product has been exploited many times in complexity theory: for example, by Lovasz to determine the Shannon capacity of the pentagon; to show a direct sum theorem for…

Computational Complexity · Computer Science 2008-05-01 Troy Lee , Rajat Mittal

We develop a connection between mixture and envelope representations of objective functions that arise frequently in statistics. We refer to this connection using the term "hierarchical duality." Our results suggest an interesting and…

Methodology · Statistics 2015-02-24 Nicholas G. Polson , James G. Scott

A classical result of variational analysis, known as Attouch theorem, establishes the equivalence between epigraphical convergence of a sequence of proper convex lower semicontinuous functions and graphical convergence of the corresponding…

Optimization and Control · Mathematics 2023-11-21 Aris Daniilidis , David Salas , Sebastián Tapia-García

In this paper, we introduce a definition of Fenchel conjugate and Fenchel biconjugate on Hadamard manifolds based on the tangent bundle. Our definition overcomes the inconvenience that the conjugate depends on the choice of a certain point…

Optimization and Control · Mathematics 2022-05-13 Maurício Silva Louzeiro , Ronny Bergmann , Roland Herzog

We look at the Equivalence Theorem as a statement about the absence of polynomial infrared divergences when $m_W \rightarrow 0$. We prove their absence in a truncated toy model and conjecture that, if they exist at all, they are due to…

High Energy Physics - Phenomenology · Physics 2009-10-28 Tibor Torma

If a real-valued function is continuous on a real interval and it takes on two different values, then it will also take any value in between those two, by the Intermediate Value Theorem. It is not immediately clear what would be a natural…

General Mathematics · Mathematics 2025-04-25 Ruben A. Martinez-Avendaño

We prove the following continuous analogue of Vaught's Two-Cardinal Theorem: if for some $\kappa>\lambda\geq \aleph_0$, a continuous theory $T$ has a model with density character $\kappa$ which has a definable subset of density character…

Logic · Mathematics 2021-10-13 Victoria Noquez