Related papers: Double variational principle for mean dimension of…
This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…
This paper introduces and studies factor risk measures. While risk measures only rely on the distribution of a loss random variable, in many cases risk needs to be measured relative to some major factors. In this paper, we introduce a…
It has been a long history in testing whether a mean vector with a fixed dimension has a specified value. Some well-known tests include the Hotelling $T^2$-test and the empirical likelihood ratio test proposed by Owen [Biometrika 75 (1988)…
We demonstrate that from the first order formulation of the Einstein-Cartan action it is possible to derive the basic differential identity that leads to translational invariance of the action in the tangent space. The transformations of…
The equivalence between multiportfolio time consistency of a dynamic multivariate risk measure and a supermartingale property is proven. Furthermore, the dual variables under which this set-valued supermartingale is a martingale are…
We propose a theory to explain the experimental observed deviation from the Kibble-Zurek mechanism (KZM) scaling in rapidly quenched critical phase transition dynamics. There is a critical quench rate $\tau_{Q}^{c1}$ above it the KZM…
Fractional action-like variational problems have recently gained importance in studying dynamics of nonconservative systems. In this note we address multi-dimensional fractional action-like problems of the calculus of variations.
This work concerns about multiscale multivalued McKean-Vlasov stochastic systems. First of all, we use a contractive mapping principle to establish the well-posedness for fully coupled multivalued McKean-Vlasov stochastic systems under…
We derive a model Hamiltonian whose ground state expectation value of any two-body operator coincides with that obtained with the Jastrow correlated wave function of the many-body Fermi system. Using this Hamiltonian we show that the…
This note is concerned with approximation of dynamical indicators as pressures, Lyapunov exponents and dimension-like quantities, in systems with nonuniformly hyperbolic behavior. For this we let $P^*(\Phi) := \sup_{\mu}\{h(\mu) +…
We prove an invariance principle for continuous-time random walks in a dynamically averaging environment on $\mathbb Z$. In the beginning, the conductances may fluctuate substantially, but we assume that as time proceeds, the fluctuations…
Kaufman's dimension doubling theorem states that for a planar Brownian motion $\{\mathbf{B}(t): t\in [0,1]\}$ we have $$\mathbb{P}(\dim \mathbf{B}(A)=2\dim A \textrm{ for all } A\subset [0,1])=1,$$ where $\dim$ may denote both Hausdorff…
A method for designing variational principles for the dynamics of a possibly dissipative and non-conservatively forced chain of particles is demonstrated. Some qualitative features of the formulation are discussed.
By means of the techniques of Boolean valued analysis, we provide a transfer principle between duality theory of classical convex risk measures and duality theory of conditional risk measures. Namely, a conditional risk measure can be…
Building on recent work in statistical science, the paper presents a theory for modelling natural phenomena that unifies physical and statistical paradigms based on the underlying principle that a model must be nondimensionalizable. After…
The analytic continuation from the Euclidean domain to real space of the one-particle irreducible quantum effective action is discussed in the context of generalized local equilibrium states. Discontinuous terms associated with dissipative…
Metric mean dimension is a geometric invariant of dynamical systems with infinite topological entropy. We relate this concept with the fractal structure of the phase space and the H\"older regularity of the map. Afterwards we improve our…
The main purpose of this paper is to rethink the relativity issue within the framework of the fundamental postulates of quantum mechanics. The aspect of so-called ``double special relativity'' (DSR) is a starting point in our discussion.…
We define notions of direction $L$ ergodicity, weak mixing, and mixing for a measure preserving $\mathbb Z^d$ action $T$ on a Lebesgue probability space $(X,\mu)$, where $L\subseteq\mathbb R^d$ is a linear subspace. For $\mathbb R^d$…
We investigate random walks in independent, identically distributed random sceneries under the assumption that the scenery variables satisfy Cramer's condition. We prove moderate deviation principles in dimensions two and larger, covering…