Related papers: Algebraic Zhou valuations
This paper provides evidence that stock returns, after truncation, might be modeled by a special type of continuous mixtures or normals, so-called $q$-Gaussians. Negative binomial distributions might model the counts for extreme returns. A…
Let $\mathrm{SO}^+(p,q)$ denote the identity connected component of the real orthogonal group with signature $(p,q)$. We give a complete description of the spaces of continuous and generalized translation- and $\mathrm{SO}^+(p,q)$-invariant…
The purpose of this paper is two-fold. First, we consider the classical Mordell--Tornheim zeta values and their alternating version. It is well-known that these values can be expressed as rational linear combinations of multiple zeta values…
The analysis and control of stochastic dynamical systems rely on probabilistic models such as (continuous-space) Markov decision processes, but large or continuous state spaces make exact analysis intractable and call for principled…
We prove new kinematic formulas for tensor valuations and simplify previously known Crofton formulas by using the recently developed algebraic theory of translation invariant valuations. The heart of the paper is the computation of the…
We study two families of zeta-like multiple series -- the multiple $\rho$-values and the multiple $\eta$-values -- defined by nested sums with shifted denominators. An explicit factorial formula for $\rho$ reveals its intrinsic…
A study of the relation between a noetherian local domain with a given valuation and its associated graded ring with respect to the valuation, which in some cases is an esentially toric variety, possibly of infinite embedding dimension, but…
We discuss the nature of structure-preserving maps of varies function algebras. In particular, we identify isomorphisms between special Colombeau algebras on manifolds with invertible manifold-valued generalized functions in the case of…
We introduce a generalization of the notion of a Koszul algebra, which includes graded algebras with relations in different degrees, and we establish some of the basic properties of these algebras. This class is closed under twists, twisted…
We construct the space of valuations on a quasi-Polish space in terms of the characterization of quasi-Polish spaces as spaces of ideals of a countable transitive relation. Our construction is closely related to domain theoretical work on…
An algebraic theory, sometimes called an equational theory, is a theory defined by finitary operations and equations, such as the theories of groups and of rings. It is well known that algebraic theories are equivalent to finitary monads on…
Combining the derivative operator with Chu-Vandermonde convolution, we establish a class of summation formulas on generalized harmonic numbers.
This article is part of an ongoing investigation of the two-dimensional Jacobian conjecture. In the first paper of this series, we proved the generalized Magnus' formula. In this paper, inspired by cluster algebras, we introduce a sequence…
A large proportion of market making models derive from the seminal model of Avellaneda and Stoikov. The numerical approximation of the value function and the optimal quotes in these models remains a challenge when the number of assets is…
We propose generalized Fermat's conjecture in the framework of arithmetic dynamics, and give evidences. The multi-indexed version is added.
We consider the (direct sum over all $n$ of the) $K$-theory of the semi-nilpotent commuting variety of $\mathfrak{gl}_n$, and describe its convolution algebra structure in two ways: the first as an explicit shuffle algebra (i.e. a…
In this paper, we generalize the classical Yosida approximation by utilizing a nonstandard duality mapping to establish the existence and uniqueness of both (probabilistically) weak and strong solutions and demonstrate the continuous…
We present the algebraic foundations of the symmetric Zassenhaus algorithm and some of its variants. These algorithms have proven effective in devising higher-order methods for solving the time-dependent Schr\"{o}dinger equation in the…
We give explicit, uniform formulas for the graded characters and total ranks of the Lie algebra homology of finite-dimensional representations in all classical types. In many cases, these compute the Tor groups of finite length modules over…
Many $\mathbb{Q}$-linear relations exist between multiple zeta values, the most interesting of which are various weighted sum formulas. In this paper, we generalized these to Euler sums and some other variants of multiple zeta values by…