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We study the worst portfolios for a class of law invariant dynamic monetary utility functions with domain in a class of stochastic processes. The concept of comonotonicity is introduced for these processes in order to prove the existence of…

最优化与控制 · 数学 2017-04-19 Daniel Hernandez-Hernandez , Oscar Hernan Madrid Padilla

We utilize operational methods to generalize the Chernoff inequality and prove a new result that relates the moment bound to strictly absolute monotonic functions. We show that the Chernoff bound is part of a continuum of probability…

概率论 · 数学 2019-11-12 Roy S. Freedman

Monotonicity and recursivity are central assumptions in intertemporal consumption problems under ambiguity. We show that monotone recursive preferences admit both a recursive and an ex-ante representation, and that the certainty equivalent…

理论经济学 · 经济学 2026-01-23 Massimo Marinacci , Giulio Principi , Lorenzo Stanca

We construct a monotone, continuous, but not absolutely continuous function whose minimal modulus of continuity is absolutely continuous. In particular, we establish that there is no equivalence between the absolute continuity of a function…

经典分析与常微分方程 · 数学 2025-01-03 Matteo Muratori , Jacopo Somaglia

We will characterise robust monetary utility functions defined on the space of real valued (bounded) continuous functions on a Polish space.

概率论 · 数学 2022-09-20 Freddy Delbaen

The main purpose of this note is to construct two functionals of the positive solutions to the conjugate heat equation associated to the metrics evolving by the conformal Ricci flow on closed manifolds. We show that they are nondecreasing…

微分几何 · 数学 2019-10-11 Fengjiang Li , Peng Lu , Jianhong Wang , Yu Zheng

Quantum timeless approaches solve the problem of time by recovering the usual unitary evolution of quantum theory relative to a clock in a stationary quantum Universe. For some Hamiltonians of the Universe, such as those including an…

量子物理 · 物理学 2026-04-14 Simone Rijavec

I show that there are no SU(2)-invariant (time-dependent) tensorial perturbations of Lorentzian Taub-NUT space. It follows that the spacetime is unstable at the linear level against generic perturbations. I speculate that this fact is…

广义相对论与量子宇宙学 · 物理学 2009-11-11 Gustav Holzegel

In this paper, we investigate the complete monotonicity of some functions involving gamma function. Using the monotonic properties of these functions, we derived some inequalities involving gamma and beta functions. Such inequalities…

经典分析与常微分方程 · 数学 2017-06-08 M. Al-Jararha

We provide uniform bounds for sums of Kloosterman sums in all arithmetic progressions. As a consequence, we find that Kloosterman sums do not correlate with periodic functions.

数论 · 数学 2024-06-04 Raphael S. Steiner

We state some sufficient or equivalent conditions to GRH of general L-functions in terms of monotonicity of certain weighted summatory functions.

数论 · 数学 2012-04-10 Masatoshi Suzuki

Let $(X,\mathcal{B}, \mu, T)$ be an ergodic dynamical system on a non-atomic finite measure space. Consider the maximal function $\dis R^*:(f, g) \in L^1\times L^1 \to R^*(f, g)(x) = \sup_{n} \frac{f(T^nx)g(T^{2n}x)}{n}.$ We show that there…

动力系统 · 数学 2008-04-14 Idris Assani , Zoltan Buczolich

In this work we establish a connection between two classical notions, unrelated so far: Harmonic functions on the one hand and absolutely monotonic functions on the other hand. We use this to prove convexity type and propagation of…

偏微分方程分析 · 数学 2015-12-09 Gabor Lippner , Dan Mangoubi

We prove that the quantum relative entropy decreases monotonically under the application of any positive trace-preserving linear map, for underlying separable Hilbert spaces. This answers in the affirmative a natural question that has been…

量子物理 · 物理学 2017-04-21 Alexander Müller-Hermes , David Reeb

In the paper, necessary and sufficient conditions are presented for a function involving a ratio of gamma functions to be logarithmically completely monotonic. This extends and generalizes the main result in [\emph{Inequalities and…

经典分析与常微分方程 · 数学 2012-08-21 Feng Qi , Bai-Ni Guo

An impossibility theorem on approximately simulating quantum non-integrable Hamiltonian systems is presented here. This result shows that there is a trade-off between the unitary property and the energy expectation conservation law in…

量子物理 · 物理学 2007-05-23 Ken Umeno

In general relativity, time functions are crucial objects whose existence and properties are intimately tied to the causal structure of a spacetime and also to the initial value formulation of the Einstein equations. In this work we…

广义相对论与量子宇宙学 · 物理学 2025-05-14 Annegret Burtscher , Leonardo García-Heveling

At a finite-time singularity of harmonic map flow in the critical dimension, we show that a Lojasiewicz inequality between the quantities appearing in Struwe's monotonicity formula implies continuity of the body map and the no-neck property…

微分几何 · 数学 2025-04-10 Alex Waldron

Since the solution of the so-called folk problems of smoothability, there has been a special interest in the properties of classical time and volume functions of spacetimes. Here we supply some information that complements the one provided…

广义相对论与量子宇宙学 · 物理学 2018-08-16 Miguel Sánchez

To verify the universal validity of the "two-sided" monotonicity condition introduced in [8], we will apply it to include more classical examples. The present paper selects the $L^{p}$ convergence case for this purpose. Furthermore, Theorem…

经典分析与常微分方程 · 数学 2007-05-23 Rui-Jun Le , Song-Ping Zhou