Related papers: A Note on the Continuity of Expected Utility Funct…
A necessary and sufficient condition is given for a subshift presentation to have a continuous $g$-function. An invariant necessary and sufficient condition is formulated for a subshift to posses a presentation that has a continuous…
A method of proving local continuity of concave functions on convex set possessing the $\mu$-compactness property is presented. This method is based on a special approximation of these functions. The class of $\mu$-compact sets can be…
In applications it is useful to know whether a topological preordered space is normally preordered. It is proved that every $k_\omega$-space equipped with a closed preorder is a normally preordered space. Furthermore, it is proved that…
By embedding uncertainty into time, we obtain a conjoint axiomatic characterization of both Exponential Discounting and Subjective Expected Utility that accommodates arbitrary state and outcome spaces. In doing so, we provide a novel and…
The goal of this paper is to present a complete characterisation of points of order continuity in abstract Ces\`aro function spaces $CX$ for $X$ being a symmetric function space. Under some additional assumptions mentioned result takes the…
We provide an elementary proof of the dual representation of Expected Shortfall on the space of integrable random variables over a general probability space. Unlike the results in the extant literature, our proof only exploits basic…
We show that the main results of the expected utility and dual utility theories can be derived in a unified way from two fundamental mathematical ideas: the separation principle of convex analysis, and integral representations of continuous…
The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space,…
The continuity problem, i.e., the question whether effective maps between effectively given topological spaces are effectively continuous, is reconsidered. In earlier work it was shown that this is always the case, if the effective map also…
We propose a necessary and sufficient condition for a real-valued function on the real line to be a characteristic function of a probability measures. The statement is given in terms of harmonic functions and completely monotonic functions.
The aim of this paper is to give a simpler, more usable sufficient condition to the regularity of generic weakly stationary time series. Also, this condition is used to show how regular processes satisfying these sufficient conditions can…
We examine conditions on a (compact metrizable) space $X$ such that for any space $Y$ and closed subspace $Z$, the set of continuous functions from $Z$ to $X$ which extend to $Y$ is either open or closed in the set of continuous functions…
We show that an arithmetic function which satisfies some weak multiplicativity properties and in addition has a non-decreasing or $\log$-uniformly continuous normal order is close to a function of the form $n\mapsto n^c$. As an application…
The s-th forward difference sequence that tends to zero, inspired by the consecutive terms of a sequence approaching zero, is examined in this study. Functions that take sequences satisfying this condition to sequences satisfying the same…
We axiomatize and generalize Markov's approach to the continuity problem for Type 1 computable functions, i.e. the problem of finding sufficient conditions on a computable topological space to obtain a theorem of the form "computable…
In the present article, we show the existence of a coupled fixed point for an order preserving mapping in a preordered left K-complete quasi-pseudometric space using a preorder induced by an appropriate function. We also define the concept…
We identify a class of continuous compactly supported functions for which the known part of the Gabor frame set can be extended. At least for functions with support on an interval of length two, the curve determining the set touches the…
We study the minimax identity for a non-decreasing upper-semicontinuous utility function satisfying mild growth assumption. In contrast to the classical setting, we do not impose the assumption that the utility function is concave. By…
In this paper we provide a rigorous mathematical foundation for continuous approximations of a class of systems with piece-wise continuous functions. By using techniques from the theory of differential inclusions, the underlying piece-wise…
In this paper we consider the question of smoothness of slowly varying functions satisfying the modern definition that, in the last two decades, gained prevalence in the applications concerning function spaces and interpolation. We show,…