Related papers: An invariance principle for Az\'{e}ma martingales
We present a new structure called the "conservative matrix field", initially developed to elucidate and provide insight into the methodologies employed by Ap\'ery's in his proof of the irrationality of the Riemann zeta function at 3. This…
New proofs are given of the existence of the compensator (or dual predictable projection) of a locally integrable c\'adl\'ag adapted process of finite variation and of the existence of the quadratic variation process for a c\'adl\'ag local…
We propose an alternative variational principle whose critical point is the algebraic plane curve associated to a matrix model (the spectral curve, i.e. the large $N$ limit of the resolvent). More generally, we consider a variational…
It is shown that the Zakharov-Mihailov (ZM) Lagrangian structure for integrable nonlinear equations derived from a general class of Lax pairs possesses a Lagrangian multiform structure. We show that, as a consequence of this multiform…
We prove the almost sure invariance principle for stationary R^d--valued processes (with dimension-independent very precise error terms), solely under a strong assumption on the characteristic functions of these processes. This assumption…
In this research, the Bernoulli polynomials are introduced. The properties of these polynomials are employed to construct the operational matrices of integration together with the derivative and product. These properties are then utilized…
In this paper we develop new extremal principles in variational analysis that deal with finite and infinite systems of convex and nonconvex sets. The results obtained, unified under the name of tangential extremal principles, combine primal…
We extend the modular invariance property of the trace functions of vertex operator algebra on the set of irreducible modules (Zhu's theory) to the case of trace functions of intertwining operators.
We develop the Perron-Frobenius theory using a variational approach and extend it to a set of arbitrary matrices, including those that are neither irreducible nor essentially positive, and non-preserved cones. We introduce a new concept…
We apply a novel method for the equivalence group and its infinitesimal generators to the investigation of invariants of linear ordinary differential equations. First, a comparative study of this method is illustrated by an example. Next,…
A pricing principle is introduced for non-attainable $q$-exponential bounded contingent claims in an incomplete Brownian motion market setting. The buyer evaluates the contingent claim under the ``distorted Radon-Nikodym derivative'' and…
A comparison principle for stochastic integro-differential equations driven by Levy processes is proved. This result is obtained via an extension of an Ito formula from [11] for the square of the norm of the positive part of $L_2-$valued,…
Variational formulations of statics and dynamics of mechanical systems controlled by external forces are presented as examples of variational principles.
In this paper we study a family of nonlinear (conditional) expectations that can be understood as a continuous semimartingale with uncertain local characteristics. Here, the differential characteristics are prescribed by a set-valued…
Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…
We formulate and prove a variational principle (in the sense of thermodynamics) for random domino tilings, or equivalently for the dimer model on a square grid. This principle states that a typical tiling of an arbitrary finite region can…
The principle of material frame indifference is shown to be incompatible with the basic balance laws of continuum mechanics. In its role of providing constraints on possible constitutive prescriptions it must be replaced by the classical…
We postulate the applicability of the general form-invariance principle in special relativity. It is shown that this principle holds in classical mechanics. Some examples of transformations between the reference frames which satisfy this…
In many relevant cases -- e.g., in hamiltonian dynamics -- a given vector field can be characterized by means of a variational principle based on a one-form. We discuss how a vector field on a manifold can also be characterized in a similar…
A large class of variational equations for geometric objects is studied. The results imply conformal monotonicity and Liouville theorems for steady, polytropic, ideal flow, and the regularity of weak solutions to generalized Yang-Mills and…