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Following a hedging based approach to model free financial mathematics, we prove that it should be possible to make an arbitrarily large profit by investing in those one-dimensional paths which do not possess local times. The local time is…

Probability · Mathematics 2015-04-21 Nicolas Perkowski , David J. Prömel

In the sufficiently sparse case, we find the probability that a uniformly random bipartite graph with given degree sequence contains no edge from a specified set of edges. This enables us to enumerate loop-free digraphs and oriented graphs…

Combinatorics · Mathematics 2026-01-09 Catherine Greenhill , Mahdieh Hasheminezhad , Isaiah Iliffe , Brendan D. McKay

The proof of the theorem, which states that the Euclidean metric on the set of random points in an $n$-dimensional Euclidean space with the distribution of a special class, converges in probability in the limit $n\rightarrow\infty$ to the…

Mathematical Physics · Physics 2014-04-22 Alexander P. Zubarev

Linear combinations of exponentials $e^{i\lambda_kt}$ in the case where the distance between some points $\lambda_k$ tends to zero are studied. D. Ullrich has proved the basis property of the divided differences of exponentials in the case…

Functional Analysis · Mathematics 2007-05-23 S. A. Avdonin , S. A. Ivanov

Mixtures of $r$ independent distributions for two discrete random variables can be represented by matrices of nonnegative rank $r$. Likelihood inference for the model of such joint distributions leads to problems in real algebraic geometry…

Statistics Theory · Mathematics 2015-03-06 Kaie Kubjas , Elina Robeva , Bernd Sturmfels

We prove that certain asymptotic moments exist for some random distance expanding dynamical systems and Markov chains in random dynamical environment, and compute them in terms of the derivatives at the $0$ of an appropriate pressure…

Dynamical Systems · Mathematics 2020-05-13 Yeor Hafouta

We consider a stationary and ergodic random field $\{\omega(e) : e \in E_d\}$ that is parameterized by the edge set of the Euclidean lattice $\mathbb{Z}^d$, $d \geq 2$. The random variable $\omega(e)$, taking values in $[0, \infty)$ and…

Probability · Mathematics 2018-01-23 Jean-Dominique Deuschel , Tuan Anh Nguyen , Martin Slowik

In this paper, we introduce polynomial time algorithms that generate random $k$-noncrossing partitions and 2-regular, $k$-noncrossing partitions with uniform probability. A $k$-noncrossing partition does not contain any $k$ mutually…

Combinatorics · Mathematics 2009-11-17 Jing Qin , Christian M. Reidys

We consider a model of random walk in ${\mathbb Z}^2$ with (fixed or random) orientation of the horizontal lines (layers) and with non constant iid probability to stay on these lines. We prove the transience of the walk for any fixed…

Probability · Mathematics 2012-11-27 Alexis Devulder , Francoise Pene

Consider the random graph process where we start with an empty graph on n vertices, and at time t, are given an edge e_t chosen uniformly at random among the edges which have not appeared so far. A classical result in random graph theory…

Combinatorics · Mathematics 2012-03-30 Choongbum Lee , Benny Sudakov , Dan Vilenchik

We present an open problem about non-colliding freely moving hard disks in the Euclidean plane, together with related positive and negative partial results. The open problem is stated in a non-degenerate form: velocities are required to be…

Dynamical Systems · Mathematics 2026-05-28 Itai Benjamini , Alexander Shamov , Barak Weiss

A random flight on a plane with non-isotropic displacements at the moments of direction changes is considered. In the case of exponentially distributed flight lengths a Gaussian limit theorem is proved for the position of a particle in the…

Probability · Mathematics 2017-04-10 Mark Kelbert , Enzo Orsingher

In this paper we study infinite horizon nonzero-sum stochastic games for controlled discrete-time Markov chains on a Polish state space with risk-sensitive ergodic cost criterion. Under suitable assumptions we show that the associated…

Optimization and Control · Mathematics 2024-08-26 Bivakar Bose , Chandan Pal , Somnath Pradhan , Subhamay Saha

Given independent normally distributed points A,B,C,D in Euclidean 3-space, let Q denote the plane determined by A,B,C and D^ denote the orthogonal projection of D onto Q. The probability that the tetrahedron ABCD is acute remains…

Probability · Mathematics 2022-03-22 Steven Finch

A classical method for risk-sensitive nonlinear control is the iterative linear exponential quadratic Gaussian algorithm. We present its convergence analysis from a first-order optimization viewpoint. We identify the objective that the…

Optimization and Control · Mathematics 2019-10-21 Vincent Roulet , Maryam Fazel , Siddhartha Srinivasa , Zaid Harchaoui

We prove a new lower bound on the algorithmic information content of points lying on a line in $\mathbb{R}^n$. More precisely, we show that a typical point $z$ on any line $\ell$ satisfies \begin{equation*} K_r(z)\geq \frac{K_r(\ell)}{2} +…

Classical Analysis and ODEs · Mathematics 2025-10-14 Jacob B. Fiedler

Extending and unifying a number of well-known conjectures and open questions, we conjecture that locally elliptic (that is, every element has a bounded orbit) actions by automorphisms of finitely generated groups on finite dimensional…

Group Theory · Mathematics 2025-07-14 Thomas Haettel , Damian Osajda

We show that for entire maps of the form $z \mapsto \lambda \exp(z)$ such that the orbit of zero is bounded and such that Lebesgue almost every point is transitive, no absolutely continuous invariant probability measure can exist. This…

Dynamical Systems · Mathematics 2009-02-18 Neil Dobbs , Bartlomiej Skorulski

We study the asymptotic properties of the trajectories of a discrete-time random dynamical system in an infinite-dimensional Hilbert space. Under some natural assumptions on the model, we establish a multiplica-tive ergodic theorem with an…

Analysis of PDEs · Mathematics 2020-01-22 Davit Martirosyan , Vahagn Nersesyan

Motivated by a hat guessing problem proposed by Iwasawa \cite{Iwasawa10}, Butler and Graham \cite{Butler11} made the following conjecture on the existence of certain way of marking the {\em coordinate lines} in $[k]^n$: there exists a way…

Combinatorics · Mathematics 2011-11-28 Tengyu Ma , Xiaoming Sun , Huacheng Yu