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The Multi Variate Mixture Dynamics model is a tractable, dynamical, arbitrage-free multivariate model characterized by transparency on the dependence structure, since closed form formulae for terminal correlations, average correlations and…

证券定价 · 定量金融 2018-11-01 Damiano Brigo , Camilla Pisani , Francesco Rapisarda

An $n$-by-$n$ ($n\ge 3$) weighted shift matrix $A$ is one of the form $$[{array}{cccc}0 & a_1 & & & 0 & \ddots & & & \ddots & a_{n-1} a_n & & & 0{array}],$$ where the $a_j$'s, called the weights of $A$, are complex numbers. Assume that all…

泛函分析 · 数学 2013-10-22 Hwa-Long Gau , Ming-Cheng Tsai , Han-Chun Wang

We consider the problem of interconverting a finite amount of resources within all theories whose single-shot transformation rules are based on a majorisation relation, e.g. the resource theories of entanglement and coherence (for pure…

量子物理 · 物理学 2019-03-27 Christopher T. Chubb , Marco Tomamichel , Kamil Korzekwa

Let $S$ be a Polish space and $(X_n:n\geq1)$ an exchangeable sequence of $S$-valued random variables. Let $\alpha_n(\cdot)=P(X_{n+1}\in \cdot\mid X_1,\...,X_n)$ be the predictive measure and $\alpha$ a random probability measure on $S$ such…

概率论 · 数学 2013-07-09 Patrizia Berti , Luca Pratelli , Pietro Rigo

A connection is a binary operation for positive operators satisfying the monotonicity, the transformer inequality and the joint-continuity from above. A mean is a normalized connection. In this paper, we show that there is a one-to-one…

泛函分析 · 数学 2012-11-08 Pattrawut Chansangiam , Wicharn Lewkeeratiyutkul

The concepts of mean (i.e., average) and covariance of a random variable are fundamental in statistics, and are used to solve real-world problems such as those that arise in robotics, computer vision, and medical imaging. On matrix Lie…

统计理论 · 数学 2025-08-19 Shiraz Khan , Jikai Ye , Gregory S. Chirikjian

We consider a market impact game for $n$ risk-averse agents that are competing in a market model with linear transient price impact and additional transaction costs. For both finite and infinite time horizons, the agents aim to minimize a…

交易与市场微观结构 · 定量金融 2020-10-30 Xiangge Luo , Alexander Schied

Let $(X,\mathcal{A}, \mu)$ be a probability measure space and let $T_i,$ $1\leq i\leq H,$ be commuting invertible measure preserving transformations on this measure space. We prove the following pointwise results; The averages…

动力系统 · 数学 2015-06-24 Idris Assani

Let $\bX=\{X_n\}_{n\geq 1}$ and $\bY=\{Y_n\}_{n\geq 1}$ be two independent random sequences. We obtain rates of convergence to the normal law of randomly weighted self-normalized sums $$ \psi_n(\bX,\bY)=\sum_{i=1}^nX_iY_i/V_n,\quad…

概率论 · 数学 2011-09-28 Siegfried Hoermann , Yvik Swan

To a finite type knot invariant, a weight system can be associated, which is a function on chord diagrams satisfying so-called $4$-term relations. In the opposite direction, each weight system determines a finite type knot invariant. In…

组合数学 · 数学 2023-04-05 Zhuoke Yang

We study the pointwise convergence of some weighted averages linked to averages along cubes. We show that if $(X,\mathcal{B},\mu, T_i)$ are not necessarily commuting measure preserving systems on the same finite measure space and if $f_i,$…

动力系统 · 数学 2016-09-07 Idris Assani

We study the problem of fairly allocating indivisible goods to a set of agents with additive leveled valuations. A valuation function is called leveled if and only if bundles of larger size have larger value than bundles of smaller size.…

计算机科学与博弈论 · 计算机科学 2024-10-04 Mahyar Afshinmehr , Mehrafarin Kazemi , Kurt Mehlhorn

During the study of the topic of limit summability of functions (introduced by the author in 2001), we encountered some types of functions that are related to the mean value theorem. In this paper, we formally define mean value and…

经典分析与常微分方程 · 数学 2021-10-01 M. H. Hooshmand

In this paper we introduce the quadratic weighted geometric mean for invertible elements x, y in a Hermitian unital Banach star-algebra and provide some inequalities for this mean under various assumptions for the elements involved.

泛函分析 · 数学 2016-11-10 Silvestru Sever Dragomir

We study real-valued, continuous and translation invariant valuations defined on the space of quasi-concave functions of N variables. In particular, we prove a homogeneous decomposition theorem of McMullen type, and we find a representation…

度量几何 · 数学 2017-03-21 Andrea Colesanti , Nico Lombardi , Lukas Parapatits

An $n$-mean (also called a ''topological social choice rule'') on a topological space $X$ is a continuous function $p:X^n\to X$ satisfying $p(x,\dots, x)=x$ for every $x\in X$ and $p(x_1,\dots, x_n)=p(x_{\sigma(1)},\dots x_{\sigma(n)})$ for…

几何拓扑 · 数学 2025-03-03 Natalia Jonard-Pérez , Ananda López-Poo

Given a multiplicative function f satisfying |f(n)| <= 1 for all n, the authors study the problem of obtaining explicit upper bounds on the mean-value 1/x |sum_{n <= x} f(n)|.

数论 · 数学 2009-09-25 Andrew Granville , K. Soundararajan

Combining several independent measurements of the same physical quantity is one of the most important tasks in metrology. Small samples, biased input estimates, not always adequate reported uncertainties, and unknown error distribution make…

数据分析、统计与概率 · 物理学 2026-04-22 Zinovy Malkin

For positive $q\neq1$, the $q$-exchangeability of an infinite random word is introduced as quasi-invariance under permutations of letters, with a special cocycle which accounts for inversions in the word. This framework allows us to extend…

概率论 · 数学 2010-11-11 Alexander Gnedin , Grigori Olshanski

We establish a characterization of unitary equivalence of two bilateral operator valued weighted shifts with quasi-invertible weights by an operator of diagonal form. We also present an example of unitary equivalence between shifts defined…

泛函分析 · 数学 2019-05-27 Jakub Kośmider