Related papers: Law-Invariant Return and Star-Shaped Risk Measures
A new version of the Hadwiger theorem on convex functions is established and an explicit representation of functional intrinsic volumes is found using new functional Cauchy-Kubota formulas. In addition, connections between functional…
We propose a generalization of the classical notion of the $V@R_{\lambda}$ that takes into account not only the probability of the losses, but the balance between such probability and the amount of the loss. This is obtained by defining a…
We consider the problem of stochastic optimal control in the presence of an unknown disturbance. We characterize the disturbance via empirical characteristic functions, and employ a chance constrained approach. By exploiting properties of…
In this note, we show that, on a wide range of rearrangement-invariant spaces, a law-invariant bounded linear functional is a scalar multiple of the expectation. We also construct a rearrangement-invariant space on which this property…
Unimodal univariate distributions can be characterized as piecewise convex-concave cumulative distribution functions. In this note we transfer this shape constraint characterization to the quantile function. We show that this…
Ma-Minda class (of starlike functions) consists of all normalized analytic functions $f$ on the unit disk for which the image of $zf'(z)/f(z)$ is contained in the some starlike region in the right-half plane. We obtain the best possible…
For a coisotropic (or first-class) submanifold C of a Poisson manifold X we consider star-products for which the vanishing ideal I of C becomes a left ideal in the deformed algebra thus defining a left module structure on the space of…
Much of statistics relies upon four key elements: a law of large numbers, a calculus to operationalize stochastic convergence, a central limit theorem, and a framework for constructing local approximations. These elements are…
In this paper our aim is to prove some monotonicity and convexity results for the modified Struve function of the second kind by using its integral representation. Moreover, as consequences of these results, we present some functional…
We use the Adaptive Mesh Refinement code Enzo to model the interstellar medium in isolated local disk galaxies. The simulation includes a treatment for star formation and stellar feedback. We get a highly supersonic turbulent disk, which is…
In this paper, by using a characterization of functions having fractional derivative, we propose a rigorous fractional Lyapunov function candidate method to analyze stability of fractional-order nonlinear systems. First, we prove an…
Stochastic methods for minimizing a convex integral functional, as initiated by Robbins and Monro in the early 1950s, rely on the evaluation of a gradient (or subgradient if the function is not smooth) and moving in the corresponding…
Functions which are covariant or invariant under the transformations of a compact linear group $G$ acting in a euclidean space $\real^n$, can be profitably studied as functions defined in the orbit space of the group. The orbit space is the…
We develop an approach to risk minimization and stochastic optimization that provides a convex surrogate for variance, allowing near-optimal and computationally efficient trading between approximation and estimation error. Our approach…
Motivated by recent work on monotone additive statistics and questions regarding optimal risk sharing for return-based risk measures, we investigate the existence, structure, and applications of Meyer risk measures. Those are monetary risk…
We introduce and study a class of starlike functions defined by \begin{equation*} \mathscr{S}^*_\wp:=\left\{f\in\mathcal{A}: \frac{zf'(z)}{f(z)}\prec 1+ze^z=:\wp(z)\right\}, \end{equation*} where $\wp$ maps the unit disk onto a cardioid…
We present a stochastic model for amplifying, diffusive media like, for instance, random lasers. Starting from a simple random-walk model, we derive a stochastic partial differential equation for the energy field with contains a…
We study the closure properties of the class of Bivariate Regular Variation, symbolically BRV , in standard and nonstandard cases, with respect to the randomly weighted sums. However, we take into consideration a weak dependence structure…
We provide Lyapunov-like characterizations of boundedness and convergence of non-trivial solutions for a class of systems with unstable invariant sets. Examples of systems to which the results may apply include interconnections of stable…
Estimates on the initial coefficients are obtained for normalized analytic functions $f$ in the open unit disk with $f$ and its inverse $g=f^{-1}$ satisfying the conditions that $zf'(z)/f(z)$ and $zg'(z)/g(z)$ are both subordinate to a…