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Related papers: Foundations of regular variation on topological sp…

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This is a thesis on some applications of regularly varying functions. Three problems are considered. The first problem is about the randomly weighted sums, the second is on the behavior of the product under conditional extreme value model…

Probability · Mathematics 2011-09-28 Rajat Subhra Hazra

A general framework for the study of regular variation (RV) is that of Polish star-shaped metric spaces, while recent developments in [1] have discussed RV with respect to some properly localised boundedness $\mathcal{B}$ imposing weak…

Probability · Mathematics 2022-07-01 Martin Bladt , Enkelejd Hashorva , Georgiy Shevchenko

Latent space matching, which consists of matching distributions of features in latent space, is a crucial component for tasks such as adversarial attacks and defenses, domain adaptation, and generative modelling. Metrics for probability…

Machine Learning · Computer Science 2025-03-05 Hiu-Tung Wong , Darrick Lee , Hong Yan

Based on the idea of randomizing the traditional space theory of functional analysis, random functional analysis has been developed as functional analysis over random metric spaces, random normed modules and random locally convex modules.…

Functional Analysis · Mathematics 2026-03-31 Tiexin Guo , Qiang Tu , Xiaohuan Mu , Yuanyuan Sun

This work is concerned with the determination of the diffusion coefficient from distributed data of the state. This problem is related to homogenization theory on the one hand and to regularization theory on the other hand. An approach is…

Optimization and Control · Mathematics 2018-05-07 Christian Clason , Florian Kruse , Karl Kunisch

This paper addresses the study of novel constructions of variational analysis and generalized differentiation that are appropriate for characterizing robust stability properties of constrained set-valued mappings/multifunctions between…

Optimization and Control · Mathematics 2024-01-11 Boris S. Mordukhovich , Pengcheng Wu , Xiaoqi Yang

This paper presents a systematic study of the notion of surplus invariance, which plays a natural and important role in the theory of risk measures and capital requirements. So far, this notion has been investigated in the setting of some…

Mathematical Finance · Quantitative Finance 2018-05-16 Niushan Gao , Cosimo Munari

This manuscript collects three independent works: arXiv:1902.03805, arXiv:1906.04444, with Antonio Lerario and arXiv:2103.10853, together with some additional results, observations, examples and comments, some of which were taken up in the…

Differential Geometry · Mathematics 2021-11-04 Michele Stecconi

The regularity theory for variational inequalities over polyhedral sets developed in a series of papers by Robinson, Ralph and Dontchev-Rockafellar in the 90s has long become classics of variational analysis. But in the available proofs of…

Optimization and Control · Mathematics 2015-09-01 Alexander D. Ioffe

The study of stochastic variational principles involves the problem of constructing fixed-endpoint and adapted variations of semimartingales. We provide a detailed construction of variations of semimartingales that are not only fixed at…

Mathematical Physics · Physics 2025-09-11 Archishman Saha

Continuous interpolation of real-valued data is characterized by piecewise monotone functions on a compact metric space. Topological total variation of piecewise monotone function f:X->R is a homeomorphism-invariant generalization of 1D…

Computational Geometry · Computer Science 2016-04-28 Martin Brooks

The paper concerns foundations of sensitivity and stability analysis in optimization and related areas, being primarily addressed truncated constrained systems. We consider general models, which are described by multifunctions between…

Optimization and Control · Mathematics 2025-04-30 Boris S. Mordukhovich , Pengcheng Wu , Xiaoqi Yang

Texture segmentation constitutes a standard image processing task, crucial to many applications. The present contribution focuses on the particular subset of scale-free textures and its originality resides in the combination of three key…

Computer Vision and Pattern Recognition · Computer Science 2016-06-27 Nelly Pustelnik , Herwig Wendt , Patrice Abry , Nicolas Dobigeon

We provide a formal introduction into the classic theorems of general topology and its axiomatic foundations in set theory. In this second part we introduce the fundamental concepts of topological spaces, convergence, and continuity, as…

History and Overview · Mathematics 2013-07-01 Felix Nagel

The paper is mainly devoted to systematic developments and applications of geometric aspects of second-order variational analysis that are revolved around the concept of parabolic regularity of sets. This concept has been known in…

Optimization and Control · Mathematics 2020-06-17 Ashkan Mohammadi , Boris S. Mordukhovich , M. Ebrahim Sarabi

The aim of this paper is to establish a theory of random variables on domains. Domain theory is a fundamental component of theoretical computer science, providing mathematical models of computational processes. Random variables are the…

Logic in Computer Science · Computer Science 2016-08-30 Michael W. Mislove

Optimization problems, generalized equations, and the multitude of other variational problems invariably lead to the analysis of sets and set-valued mappings as well as their approximations. We review the central concept of set-convergence…

Optimization and Control · Mathematics 2020-02-25 Johannes O. Royset

A random phenomenon may have two sources of random variation: an unstable identity and a set of external variation-generating factors. When only a single source is active, two mutually exclusive extreme scenarios may ensue that result in…

Statistics Theory · Mathematics 2015-07-28 Haim Shore

Spaces with locally varying scale of measurement, like multidimensional structures with differently scaled dimensions, are pretty common in statistics and machine learning. Nevertheless, it is still understood as an open question how to…

Machine Learning · Statistics 2024-03-05 Christoph Jansen , Georg Schollmeyer , Hannah Blocher , Julian Rodemann , Thomas Augustin

In this paper we present a variant of the well known Skorokhod Representation Theorem. In our main result, given $S$ a Polish space, to a given continous path $\alpha$ in the space of probability measures on $S$, we associate a continuous…

Probability · Mathematics 2007-05-23 Jean Cortissoz