相关论文: On integrability of quadratic harnesses

In the paper we present results to develop an irreducible theory of complex systems in terms of self-organization processes of prime integer relations. Based on the integers and controlled by arithmetic only the self-organization processes…

We consider adaptive finite element methods for second-order elliptic PDEs, where the arising discrete systems are not solved exactly. For contractive iterative solvers, we formulate an adaptive algorithm which monitors and steers the…

We introduce the concept of forward rank-dependent performance processes, extending the original notion to forward criteria that incorporate probability distortions. A fundamental challenge is how to reconcile the time-consistent nature of…

This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of…

We investigate the stability of equilibrium-induced optimal values with respect to (w.r.t.) reward functions $f$ and transition kernels $Q$ for time-inconsistent stopping problems under nonexponential discounting in discrete time. First,…

In this work, we state a general conjecture on the solvability of optimization problems via algorithms with linear convergence guarantees. We make a first step towards examining its correctness by fully characterizing the problems that are…

The problem of suboptimality under bounded disturbances for the adaptive systems based on speed-graadient approach is discussed. A formulation of the estimated optimality of nonlinear nonlinearly parametrized adaptive control systems is…

Quadratic invariance is a condition which has been shown to allow for optimal decentralized control problems to be cast as convex optimization problems. The condition relates the constraints that the decentralization imposes on the…

We provide a constructive algorithm to find the best separable approximation to an arbitrary density matrix of a composite quantum system of finite dimensions. The method leads to a condition of separability and to a measure of…

We introduce a novel kind of robustness in linear programming. A solution x* is called robust optimal if for all realizations of objective functions coefficients and constraint matrix entries from given interval domains there are…

This paper is concerned with all tests for continuous-variable entanglement that arise from linear combinations of second moments or variances of canonical coordinates, as they are commonly used in experiments to detect entanglement. All…

As one of the most profound features of quantum mechanics, entanglement is a vital resource for quantum information processing. Inspired by the recent work on PT-moments and separablity [Phys. Rev. Lett. {\bf 127}, 060504 (2021)], we…

Optimization under uncertainty and risk is indispensable in many practical situations. Our paper addresses stability of optimization problems using composite risk functionals which are subjected to measure perturbations. Our main focus is…

We develop a perturbation theory of quantum (and classical) master equations with slowly varying parameters, applicable to systems which are externally controlled on a time scale much longer than their characteristic relaxation time. We…

We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this…

The consistent construction of scattering amplitudes for processes with off-shell initial partons and involving electro-weak interactions is addressed.

We obtain an almost sure bound for oscillation rates of empirical distribution functions for stationary causal processes. For short-range dependent processes, the oscillation rate is shown to be optimal in the sense that it is as sharp as…

We consider the equilibrium equations for a linearized Cosserat material and provide two perspectives concerning well-posedness. First, the system can be viewed as the Hodge Laplace problem on a differential complex. On the other hand, we…

The superintegrability of a rational harmonic oscillator (non-central harmonic oscillator with rational ratio of frequencies) with non-linear "centrifugal" terms is studied. In the first part, the system is directly studied in the Euclidean…

In this paper, we prove maximal inequalities and study the functional central limit theorem for the partial sums of linear processes generated by dependent innovations. Due to the general weights, these processes can exhibit long-range…