Related papers: Some extremal problems for martingale transforms, …
The fundamental problem of the calculus of variations on time scales concerns the minimization of a delta-integral over all trajectories satisfying given boundary conditions. This includes the discrete-time, the quantum, and the…
We are interested in the cycles obtained by slicing at all heights random Boltzmann triangulations with a simple boundary. We establish a functional invariance principle for the lengths of these cycles, appropriately rescaled, as the size…
The benefits of a recently proposed method to approximate hard optimization problems are demonstrated on the graph partitioning problem. The performance of this new method, called Extremal Optimization, is compared to Simulated Annealing in…
We develop a general form of the Ritz method for trial functions that do not satisfy the essential boundary conditions. The idea is to treat the latter as variational constraints and remove them using the Lagrange multipliers. In…
We study solutions to the multi-marginal Monge-Kantorovich problem which are concentrated on several graphs over the first marginal. We first present two general conditions on the cost function which ensure, respectively, that any solution…
We show that various functionals related to the supremum of a real function defined on an arbitrary set or a measure space are Hadamard directionally differentiable. We specifically consider the supremum norm, the supremum, the infimum, and…
Paper is devoted to extremal problems in geometric function theory of complex variables associated with estimates of functionals defined on the systems of non-overlapping domains. In particular, we strengthen some known result in this…
In this paper we are concerned with generalised L 1-minimisation problems, i.e. Bolza problems involving the absolute value of the control with a control-affine dynamics. We establish sufficient conditions for the strong local optimality of…
We consider a multidimensional extremal problem formulated in terms of tropical mathematics. The problem is to minimize a nonlinear objective function, which is defined on a finite-dimensional semimodule over an idempotent semifield,…
The work [8] established memory loss in the time-dependent (non-random) case of uniformly expanding maps of the interval. Here we find conditions under which we have convergence to the normal distribution of the appropriately scaled…
In this article, we consider a modified version of minimal $L^2$ integrals on sublevel sets of plurisubharmonic functions related to modules at boundary points, and obtain a concavity property of the modified version. As an application, we…
In this paper we study the area function of polygons, where the vertices are sliding along curves. We give geometric criteria for the critical points and determine also the Hesse matrix at those points. This is the starting point for a…
We introduce the concept of geometric extremal graphical models, which are defined through the gauge function of the limit set obtained from suitably scaled random vectors in light-tailed margins. For block graphs, we prove results relating…
In the paper, a mean-square minimization problem under terminal wealth constraint with partial observations is studied. The problem is naturally connected to the mean-variance hedging problem under incomplete information. A new approach to…
This paper proposes a method to compute lower performance bounds for discrete-time infinite-horizon min-max control problems with input constraints and bounded disturbances. Such bounds can be used as a performance metric for control…
It has been proved by Bovier & Hartung [Elect. J. Probab. 19 (2014)] that the maximum of a variable-speed branching Brownian motion (BBM) in the weak correlation regime converges to a randomly shifted Gumbel distribution. The random shift…
We start with some global Maxwellian function $M$, which is a stationary solution (with the constant total density $\rho$) of the Boltzmann equation, and we denote the number of the corresponding space variables by $n$. The notion of…
We first formulate an inverse problem for a linear fractional Lam\'e system. We determine the Lam\'e parameters from exterior partial measurements of the Dirichlet-to-Neumann map. We further study an inverse obstacle problem as well as an…
The paper studies the First Order BSPDEs (Backward Stochastic Partial Differential Equations) suggested earlier for a case of multidimensional state domain with a boundary. These equations represent analogs of Hamilton-Jacobi-Bellman…
We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…