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Historical Simulation (HS) and its extensions form a popular class of methods for estimating Value-at-Risk for portfolios of financial assets based on historical data. In this note, we seek to unify several ideas and models from throughout…

风险管理 · 定量金融 2026-05-12 Björn Löfdahl Grelsson

We present the guarded lambda-calculus, an extension of the simply typed lambda-calculus with guarded recursive and coinductive types. The use of guarded recursive types ensures the productivity of well-typed programs. Guarded recursive…

计算机科学中的逻辑 · 计算机科学 2019-03-14 Ranald Clouston , Aleš Bizjak , Hans Bugge Grathwohl , Lars Birkedal

The C programming language and its cousins such as C++ stipulate the static storage of sets of structured data: Developers have to commit to one, invariant data model -- typically a structure-of-arrays (SoA) or an array-of-structs (AoS) --…

编程语言 · 计算机科学 2025-09-16 Pawel K. Radtke , Tobias Weinzierl

Computational trust mechanisms aim to produce trust ratings from both direct and indirect information about agents' behaviour. Subjective Logic (SL) has been widely adopted as the core of such systems via its fusion and discount operators.…

密码学与安全 · 计算机科学 2013-12-18 Federico Cerutti , Alice Toniolo , Nir Oren , Timothy J. Norman

Protecting data from malicious computer users continues to grow in importance. Whether preventing unauthorized access to personal photographs, ensuring compliance with federal regulations, or ensuring the integrity of corporate secrets, all…

操作系统 · 计算机科学 2007-05-23 Paul Stanton

Let $S$ be a concrete operator system represented on some Hilbert space $H$. A $C^*$-support of $S$ is the $C^*$-algebra generated (via the Choi--Effros product) by $S$ inside an injective operator system acting on $H$. By leveraging…

算子代数 · 数学 2025-06-05 Raphaël Clouâtre , Colin Krisko

A class of scalar Stieltjes like functions is realized as linear-fractional transformations of transfer functions of conservative systems based on a Schr\"odinger operator T_h in $L_2[a,+\infty)$ with a non-selfadjoint boundary condition.…

谱理论 · 数学 2011-11-10 Sergey Belyi , Eduard Tsekanovskii

SPARC processors have many applications in mission-critical industries such as aviation and space engineering. Hence, it is important to provide formal frameworks that facilitate the verification of hardware and software that run on or…

计算机科学中的逻辑 · 计算机科学 2019-06-27 Zhe Hou , David Sanan , Alwen Tiu , Yang Liu , Jin Song Dong

The order-preserving encryption (OPE) problem was initially formulated by the database community in 2004 soon after the paradigm database-as-a-service (DaaS) was coined in 2002. Over the past two decades, OPE has drawn tremendous research…

密码学与安全 · 计算机科学 2023-01-12 Dongfang Zhao

The epsilon operator is a term-forming operator which replaces quantifiers in ordinary predicate logic. The application of this undervalued formalism has been hampered by the absence of well-behaved proof systems on the one hand, and…

逻辑 · 数学 2022-01-31 Richard Zach

Let $E$ be a Banach function space on a probability measure space $(\Omega ,\Sigma,\mu).$ Let $X$ be a Banach space and $E(X)$ be the associated K\"{o}the-Bochner space. An operator on $E(X)$ is called a multiplication operator if it is…

泛函分析 · 数学 2011-04-15 Hulya Duru , Arkady Kitover , Mehmet Orhon

We refine HO/N game semantics with an additional notion of pointer (mu-pointers) and extend it to first-order classical logic with completeness results. We use a Church style extension of Parigot's lambda-mu-calculus to represent proofs of…

计算机科学中的逻辑 · 计算机科学 2015-07-01 Olivier Laurent

The Turing machine (TM) and the Church thesis have formalized the concept of computable number, this allowed to display non-computable numbers. This paper defines the concept of number "approachable" by a TM and shows that some (if not all)…

计算复杂性 · 计算机科学 2010-03-03 Nicolas Brener

We develop formal foundations for notions and mechanisms needed to support service-oriented computing. Our work builds on recent theoretical advancements in the algebraic structures that capture the way services are orchestrated and in the…

计算机科学中的逻辑 · 计算机科学 2017-01-11 Ionut Tutu , Jose Luiz Fiadeiro

The concept of operator frame can be considered as a generalization of frame. Firstly, we introduce the notion of operator frame for the set of all adjointable operators $Hom_{\mathcal{A}}^{\ast}(\mathcal{X})$ on a Hilbert…

泛函分析 · 数学 2022-12-15 Roumaissae Eljazzar , Mohamed Rossafi , Choonkil Park

We consider the computational power of silent transitions in one-way automata with storage. Specifically, we ask which storage mechanisms admit a transformation of a given automaton into one that accepts the same language and reads at least…

形式语言与自动机理论 · 计算机科学 2013-02-18 Georg Zetzsche

In this paper, we introduce a new operator, $\mathcal{S}$, which is closely related to the restriction problem for spheres in $\mathbb{F}_q^d$, the $d$-dimensional vector space over the finite field $\mathbb{F}_q$ with $q$ elements. The…

经典分析与常微分方程 · 数学 2025-02-19 Hunseok Kang , Doowon Koh

The aim of this paper is to define Toeplitz operators between K\"othe spaces, especially power series spaces. We determine the conditions for continuity and compactness of these operators. We define the concept of S-tameness of a family of…

泛函分析 · 数学 2024-10-01 Nazlı Doğan

The study of computability has its origin in Hilbert's conference of 1900, where an adjacent question, to the ones he asked, is to give a precise description of the notion of algorithm. In the search for a good definition arose three…

计算机科学中的逻辑 · 计算机科学 2021-08-23 Ciro Ivan Garcia Lopez

The role of Liouville operators in the study of dynamical systems through the use of occupation measures have been an active area of research in control theory over the past decade. This manuscript investigates Liouville operators over the…

泛函分析 · 数学 2021-03-18 Benjamin P. Russo , Joel A. Rosenfeld
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