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We consider the problem of optimally sharing a financial position among agents with potentially different reference risk measures. The problem is equivalent to computing the infimal convolution of the risk metrics and finding the so-called…

Risk Management · Quantitative Finance 2023-06-21 Matteo Burzoni , Alessandro Doldi , Enea Monzio Compagnoni

Optimization of convex functions subject to eigenvalue constraints is intriguing because of peculiar analytical properties of eigenvalues, and is of practical interest because of wide range of applications in fields such as structural…

Numerical Analysis · Mathematics 2013-10-08 Emre Mengi

We treat the problem of estimation of orientation parameters whose values are invariant to transformations from a spherical symmetry group. Previous work has shown that any such group-invariant distribution must satisfy a restricted finite…

Machine Learning · Statistics 2015-05-25 Yu-Hui Chen , Dennis Wei , Gregory Newstadt , Marc DeGraef , Jeffrey Simmons , Alfred Hero

Let $\mathbf X=(X_{jk})_{j,k=1}^n$ denote a Hermitian random matrix with entries $X_{jk}$, which are independent for $1\le j\le k\le n$. We consider the rate of convergence of the empirical spectral distribution function of the matrix…

Probability · Mathematics 2015-02-10 F. Götze , A. N. Tikhomirov

The author has previously extended the theory of regular and irregular primes to the setting of arbitrary totally real number fields. It has been conjectured that the Bernoulli numbers, or alternatively the values of the Riemann zeta…

Number Theory · Mathematics 2025-10-20 Joshua Holden

In this paper, we study some properties of a certain kind of permutation $\sigma$ over $\mathbb{F}_{2}^{n}$, where $n$ is a positive integer. The desired properties for $\sigma$ are: (1) the algebraic degree of each component function is…

Cryptography and Security · Computer Science 2019-07-12 Claude Gravel , Daniel Panario , David Thomson

We consider the problem of allocating a distribution of items to $n$ recipients where each recipient has to be allocated a fixed, prespecified fraction of all items, while ensuring that each recipient does not experience too much envy. We…

Computer Science and Game Theory · Computer Science 2022-10-03 Steven Yin , Christian Kroer

In this paper, we develop a functional differentiability approach for solving statistical optimal allocation problems. We derive Hadamard differentiability of the value functions through analyzing the properties of the sorting operator…

Econometrics · Economics 2026-02-24 Kai Feng , Han Hong , Denis Nekipelov

We call an objective function or algorithm symmetric with respect to an input if after swapping two parts of the input in any algorithm, the solution of the algorithm and the output remain the same. More formally, for a permutation $\pi$ of…

Data Structures and Algorithms · Computer Science 2021-01-14 Sepideh Aghamolaei

We consider some generalizations of the Asymmetric Traveling Salesman Path problem. Suppose we have an asymmetric metric G = (V,A) with two distinguished nodes s,t. We are also given a positive integer k. The goal is to find k paths of…

Data Structures and Algorithms · Computer Science 2011-12-15 Zachary Friggstad

Consider the Euclidean traveling salesman problem with $n$ random points on the plane. Suppose that one of the points is shifted to a new random location. This gives us a new optimal path. Consider such shifts for each of the $n$ points. Do…

Probability · Mathematics 2024-10-30 Sourav Chatterjee , Souvik Ray

We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalues are supposed to be unknown and accessible through noisy observations only. Imposing smoothness assumptions both on the signal and the…

Statistics Theory · Mathematics 2019-07-16 Martin Kroll

Let $x$ be a complex random variable such that ${\E {x}=0}$, ${\E |x|^2=1}$, ${\E |x|^{4} < \infty}$. Let $x_{ij}$, $i,j \in \{1,2,...\}$ be independet copies of $x$. Let ${\Xb=(N^{-1/2}x_{ij})}$, $1\leq i,j \leq N$ be a random matrix.…

Probability · Mathematics 2011-11-15 Nikita Alexeev , Friedrich Götze , Alexander Tikhomirov

The eigenvalue spacing of a uniformly chosen random finite unipotent matrix in its permutation action on lines is studied. We obtain bounds for the mean number of eigenvalues lying in a fixed arc of the unit circle and offer an approach…

Combinatorics · Mathematics 2007-05-23 Jason Fulman

Consider an ensemble of $N\times N$ non-Hermitian matrices in which all entries are independent identically distributed complex random variables of mean zero and absolute mean-square one. If the entry distributions also possess bounded…

Probability · Mathematics 2007-05-23 B. Rider , Jack W. Silverstein

In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity…

Optimization and Control · Mathematics 2018-11-16 César A. Uribe , Soomin Lee , Alexander Gasnikov , Angelia Nedić

We consider the ensemble of $N\times N$ real random symmetric matrices $H_N^{(R)}$ obtained from the determinant form of the Ihara zeta function associated to random graphs $\Gamma_N^{(R)}$ of the long-range percolation radius model with…

Mathematical Physics · Physics 2017-12-06 Oleksiy Khorunzhiy

We prove that if $f(n)$ is a Steinhaus or Rademacher random multiplicative function, there almost surely exist arbitrarily large values of $x$ for which $|\sum_{n \leq x} f(n)| \geq \sqrt{x} (\log\log x)^{1/4+o(1)}$. This is the first such…

Number Theory · Mathematics 2021-01-01 Adam J. Harper

We consider a random walk in i.i.d. random environment with distribution $\nu$ on Z. The problem we are interested in is to provide an estimator of the cumulative distribution function (c.d.f.) F of $\nu$ from the observation of one…

Statistics Theory · Mathematics 2016-06-14 Roland Diel , Matthieu Lerasle

Let $\Delta_{k;n}$ be the maximum number of common neighbors of a set of $k$ vertices in $G(n,p)$. In this paper, we find $a_n$ and $\sigma_n$ such that $\frac{\Delta_{k;n}-a_n}{\sigma_n}$ converges in distribution to a random variable…

Combinatorics · Mathematics 2022-08-01 Igor Rodionov , Maksim Zhukovskii