Related papers: Nonlinear Averaging in Economics
In this note, we study inequality and limit theory under sublinear expectations. We mainly prove Doob's inequality for submartingale and Kolmogrov's inequality. By Kolmogrov's inequality, we obtain a special version of Kolmogrov's law of…
We study the asymptotic behavior for an inhomogeneous multiscale stochastic dynamical system with non-smooth coefficients. Depending on the averaging regime and the homogenization regime, two strong convergences in the averaging principle…
This paper identifies the mathematical equivalence between economic networks of Cobb-Douglas agents and Artificial Neural Networks. It explores two implications of this equivalence under general conditions. First, a burgeoning literature…
Kolmogorovs axiomatic framework is the best-known approach to describing probabilities and, due to its use of the Lebesgue integral, leads to remarkably strong continuity properties. However, it relies on the specification of a probability…
The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…
The stochastic theory of relativistic quantum mechanics presented here is modelled on the one that has been proposed previously and that was claimed to be a promising substitute to the orthodox theory in the non-relativistic domain. So it…
This paper considers a time-varying vector error-correction model that allows for different time series behaviours (e.g., unit-root and locally stationary processes) to interact with each other to co-exist. From practical perspectives, this…
Archimedean copulas are a popular type of copulas in which a variant of the Archimedean axiom apply. We provide a topological proof of the Archimedean Axiom which is applicable for non-continuous distribution functions.
A selection of the relevant theorems of Probability Theory that comes directly from Kolmogorov's axioms, Set Theory basic results, definitions and rules of inference are listed and proven in a systematic approach, aiming the student who…
We present an extension of J. F. Colombeau's theory of nonlinear generalized functions to spaces of generalized sections of vector bundles. Our construction builds on classical functional analytic notions, which is the key to having a…
Understanding the demarcation line between classical and quantum is an important issue in modern physics. The development of such an understanding requires a clear picture of the various concurrent notions of `classicality' in quantum…
This paper lays the foundations for a nonlinear theory of differential geometry that is developed in a subsequent paper which is based on Colombeau algebras of tensor distributions on manifolds. We adopt a new approach and construct a…
A Lagrange multiplier theorem is derived for the case of an imprecise objective function and a precise constraint. The proof uses methods of analysis which deal in a direct, algebraic way with imprecisions. They include imprecise…
In this note we show that sharp Kolmogorov-type inequalities that estimate the uniform norm $\|f^{(k)}\|$ of the $k$-th derivative of a function $f\colon \mathbb{R}\to\mathbb{R}$ by the values of the uniform norm of $f$ and uniform norms of…
Neural networks are famously nonlinear. However, linearity is defined relative to a pair of vector spaces, $f:X \to Y$. Leveraging the algebraic concept of transport of structure, we propose a method to explicitly identify non-standard…
In this paper we extend the classical Korovkin theorems to the framework of comonotone additive, sublinear and monotone operators. Based on the theory of Choquet capacities, several concrete examples illustrating our results are also…
We extend the theory of ergodic optimization and maximizing measures to the non-commutative field of C*-dynamical systems. We then provide a result linking the ergodic optimizations of elements of a C*-dynamical system to the convergence of…
By formulating the axioms of quantum mechanics, von Neumann also laid the foundations of a "quantum probability theory". As such, it is regarded a generalization of the "classical probability theory" due to Kolmogorov. Outside of quantum…
Convergence of non-uniform spherical averages is obtained for measure-preserving actions of free groups. This result generalizes theorems of Grigorichuk, Nevo and Stein [in particular, a simpler proof of the Nevo-Stein theorem about uniform…
There is no general existence theorem for solutions for nonlinear difference equations, so we must prove the existence of solutions in accordance with models one by one. In our work, we found theorems for the existence of analytic solutions…