Related papers: Orderings on measures induced by higher-order mono…

The consultative papers for the Basel II Accord require rating systems to provide a ranking of obligors in the sense that the rating categories indicate the creditworthiness in terms of default probabilities. As a consequence, the default…

Let $X$ be a rearrangement-invariant space over a non-atomic $\sigma$-finite measure space $(\mathscr{R},\mu)$ and let $\alpha\in(0,\infty)$. We define the functional \begin{equation*} \|f\|_{X^{\langle \alpha \rangle}} =…

We consider a randomly forced Ginzburg-Landau equation on an unbounded domain. The forcing is smooth and homogeneous in space and white noise in time. We prove existence and smoothness of solutions, existence of an invariant measure for the…

In the context of global optimization of mixed-integer nonlinear optimization formulations, we consider smoothing univariate functions $f$ that satisfy $f(0)=0$, $f$ is increasing and concave on $[0,+\infty)$, $f$ is twice differentiable on…

We study optimization problems in which a linear functional is maximized over probability measures that are dominated by a given measure according to an integral stochastic order in an arbitrary dimension. We show that the following four…

This paper explores the connection between classical isoperimetric inequalities, their directed analogues, and monotonicity testing. We study the setting of real-valued functions $f : [0,1]^d \to \mathbb{R}$ on the solid unit cube, where…

We introduce a new dependence order, termed the conditional convex order, whose minimal and maximal elements characterize independence and perfect dependence. Moreover, it characterizes conditional independence, satisfies information…

Well-partial orders, and the ordinal invariants used to measure them, are relevant in set theory, program verification, proof theory and many other areas of computer science and mathematics. In this article we focus on one of the most…

The modified Lommel function $t_{\mu,\nu}(x)$ is an important special function, but to date there has been little progress on the problem of obtaining functional inequalities for $t_{\mu,\nu}(x)$. In this paper, we advance the literature…

The paper is devoted to obtain first and second order necessary optimality conditions for continuous-time optimization problems with equality and inequality constraints. A full rank type regularity condition along with an uniform implicit…

For non-decreasing real functions $f$ and $g$, we consider the functional $ T(f,g ; I,J)=\int_{I} f(x)\di g(x) + \int_J g(x)\di f(x)$, where $I$ and $J$ are intervals with $J\subseteq I$. In particular case with $I=[a,t]$, $J=[a,s]$, $s\leq…

Given an equilibrium state $\mu$ for a continuous function $f$ on a shift of finite type $X$, the pressure of $f$ is the integral, with respect to $\mu$, of the sum of $f$ and the information function of $\mu$. We show that under certain…

A function f : {0, 1}^n -> {0, 1} is said to be k-monotone if it flips between 0 and 1 at most k times on every ascending chain. Such functions represent a natural generalization of (1-)monotone functions, and have been recently studied in…

For non-uniformly expanding maps inducing with a general return time to Gibbs Markov maps, we provide sufficient conditions for obtaining higher order asymptotics for the correlation function in the infinite measure setting. Along the way,…

We analyze matrix convex functions of a fixed order defined on a real interval by differential methods as opposed to the characterization in terms of divided differences given by Kraus. We obtain for each order conditions for matrix…

We study coarea inequalities for metric surfaces -- metric spaces that are topological surfaces, without boundary, and which have locally finite Hausdorff 2-measure $\mathcal{H}^2$. For monotone Sobolev functions $u\colon X \to \mathbb{R}…

We prove a weak-type (1, 1) inequality involving conditioned versions of square functions for martingales in noncommutative $L^p$-spaces associated with finite von Neumann algebras. As application, we determine the optimal orders for the…

Let $(X,\le)$ be a {\em non-empty strictly inductive poset}, that is, a non-empty partially ordered set such that every non-empty chain $Y$ has a least upper bound lub$(Y)\in X$, a chain being a subset of $X$ totally ordered by $\le$. We…

A Boolean function $f:\{0,1\}^n \mapsto \{0,1\}$ is said to be $\eps$-far from monotone if $f$ needs to be modified in at least $\eps$-fraction of the points to make it monotone. We design a randomized tester that is given oracle access to…

The study of first-order optimization algorithms (FOA) typically starts with assumptions on the objective functions, most commonly smoothness and strong convexity. These metrics are used to tune the hyperparameters of FOA. We introduce a…