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For a subshift $(X, \sigma_X)$ and a subadditive sequence $\mathcal{F}=\{\log f_n\}_{n=1}^{\infty}$ on $X$, we study equivalent conditions for the existence of $h\in C(X)$ such that $\lim_{n\rightarrow\infty}(1/{n})\int \log f_n d \mu=\int…

动力系统 · 数学 2021-10-05 Yuki Yayama

We consider the stochastic differential equations of the form \begin{equation*} \begin{cases} dX^ x(t) = \sigma(X(t-)) dL(t) \\ X^ x(0)=x,\quad x\in\mathbb{R}^ d, \end{cases} \end{equation*} where $\sigma:\mathbb{R}^ d\to \mathbb{R}^ d$ is…

概率论 · 数学 2015-08-20 Pani W. Fernando , Erika Hausenblas , Paul Razafimandimby

The prepotentials for the quiver supersymmetric gauge theories are defined as quasiclassical tau-functions, depending on two different sets of variables: the parameters of the UV gauge theory or the bare compexified couplings, and the…

高能物理 - 理论 · 物理学 2013-12-24 A. Marshakov

In this paper we present a nonparametric method for extending functional regression methodology to the situation where more than one functional covariate is used to predict a functional response. Borrowing the idea from Kadri et al.…

机器学习 · 统计学 2013-01-16 Hachem Kadri , Philippe Preux , Emmanuel Duflos , Stéphane Canu

We design a particle interpretation of Feynman-Kac measures on path spaces based on a backward Markovian representation combined with a traditional mean field particle interpretation of the flow of their final time marginals. In contrast to…

统计理论 · 数学 2009-08-19 Pierre Del Moral , Arnaud Doucet , Sumeetpal S. Singh

Given a c\`adl\`ag process $X$ on a filtered measurable space, we construct a version of its semimartingale characteristics which is measurable with respect to the underlying probability law. More precisely, let $\mathfrak{P}_{sem}$ be the…

概率论 · 数学 2014-07-08 Ariel Neufeld , Marcel Nutz

In the conditional setting we provide a complete duality between quasiconvex risk measures defined on $L^{0}$ modules of the $L^{p}$ type and the appropriate class of dual functions. This is based on a general result which extends the usual…

风险管理 · 定量金融 2012-09-06 Marco Frittelli , Marco Maggis

In this paper, we study the supports of measures in multiplicative free semigroups on the positive real line and on the unit circle. We provide formulas for the density of the absolutely continuous parts of measures in these semigroups. The…

复变函数 · 数学 2013-02-20 Hao-Wei Huang , Ping Zhong

Let $U$ be an open set of $\mathbb{R}^n$, $m$ a positive Radon measure on $U$ such that ${\rm supp}[m]=U$, and $(P_t)_{t>0}$ a strongly continuous contraction sub-Markovian semigroup on $L^2(U;m)$. We investigate the structure of…

概率论 · 数学 2013-04-15 Wei Sun , Jing Zhang

Approximation in measure is employed to solve an asymptotic Dirichlet problem on arbitrary open sets and to show that many functions, including the Riemann zeta-function, are universal in measure. Connections with the Riemann Hypothesis are…

复变函数 · 数学 2021-08-11 Javier Falcó , Paul M. Gauthier

In this work we introduce a semi-parametric Bayesian change-point model, defining its time dynamic as a latent Markov process based on the Dirichlet process. We treat the number of change point as a random variable and we estimate it during…

统计计算 · 统计学 2018-08-28 Gianluca Mastrantonio

We establish a new global endpoint Sobolev inequality for measures that extends the classical theorem of Meyers-Ziemer by placing a maximal function on the right-hand side. This result has several significant consequences. It extends…

经典分析与常微分方程 · 数学 2026-03-06 Simon Bortz , Kabe Moen , Andrea Olivo , Carlos Pérez , Ezequiel Rela

We introduce the ARCH-m(X) model, a semiparametric extension of the ARCH-X framework in which the effect of a multivariate exogenous covariate vector X on the conditional variance is modeled through an unknown nonparametric function m(),…

统计方法学 · 统计学 2026-04-30 Adriano Zanin Zambom , Qing Wang

This study extends the Bayesian nonparametric instrumental variable regression model to determine the structural effects of covariates on the conditional quantile of the response variable. The error distribution is nonparametrically…

统计方法学 · 统计学 2016-08-30 Genya Kobayashi , Kota Ogasawara

We present a Non-relativistic Quantum mechanical model, which exhibits the realization of Riemann Conjecture. The technique depends on exposing the $S$-wave Jost function at zero energy and in identifying it with the Riemann $\xi(s)$…

综合数学 · 数学 2009-04-30 R. Acharya

We present an approach for variational regularization of inverse and imaging problems for recovering functions with values in a set of vectors. We introduce regularization functionals, which are derivative-free double integrals of such…

最优化与控制 · 数学 2018-12-24 René Ciak , Melanie Melching , Otmar Scherzer

A shift-invariant system is a collection of functions $\{g_{m,n}\}$ of the form $g_{m,n}(k) = g_m(k-an)$. Such systems play an important role in time-frequency analysis and digital signal processing. A principal problem is to find a dual…

数值分析 · 数学 2025-10-20 Thomas Strohmer

If $\phi$ is a submeasure satisfying an appropriate lower estimate we give a quantitative result on the total mass of a measure $\mu$ satisfying $0\le\mu\le\phi.$ We give a dual result for supermeasures and then use these results to…

泛函分析 · 数学 2008-02-03 Nigel J. Kalton , Stephen J. Montgomery-Smith

Previously, we developed the technique of balayage of measures or charges and ($\delta$-)subharmonic functions of finite order onto an closed system of rays $S$ with a vertex at zero on the complex plane $\mathbb C$. In this article, we use…

复变函数 · 数学 2020-05-13 B. N. Khabibullin , A. E. Salimova

The measure-multiplicity-invariant for masas in $\rm{II}_{1}$ factors was introduced in \cite{MR2261688} to distinguish masas that have the same Puk\'{a}nszky invariant. In this paper we study the measure class in the…

算子代数 · 数学 2008-12-09 Kunal Mukherjee