相关论文: Means in money exchange operations
Spherical means are well-known useful tool in the theory of partial differential equations with applications to solving hyperbolic and ultrahyperbolic equations and problems of integral geometry, tomography and Radon transforms. We…
Let $M_{n,r}=(\sum_{i=1}^{n}q_ix_i^r)^{\frac {1}{r}}, r\neq 0$ and $M_{n,0}=\displaystyle \lim_{r \rightarrow 0}M_{n,r}$ be the weighted power means of $n$ non-negative numbers $x_i, 1 \leq i \leq n$ with $q_i > 0$ satisfying…
Algorithm of multicurrency trading at the market of Forex is realized on the basis of nonlinear stochastic wavelets. The distinctive feature of the algorithm is the possibility of weakly- and strongly connected horizontal self-assemblies,…
Given the univariate marginals of a real-valued, continuous-time martingale, (respectively, a family of measures parameterised by $t \in [0,T]$ which is increasing in convex order, or a double continuum of call prices) we construct a family…
In the finite dimensional case, mean-type mappings, their invariant means, relations between the uniqueness of invariant means and convergence of orbits of the mapping, are considered. In particular it is shown, that the uniqueness of an…
Importance weighting is widely applicable in machine learning in general and in techniques dealing with data covariate shift problems in particular. A novel, direct approach to determine such importance weighting is presented. It relies on…
Let $\mu_p(A,B,t)=(tA^p+(1-t)B^p)^{1/p}$ denote the weighted power mean between positive operators $A$ and $B$. We show that the function $t\to \|A-\mu_p(A,B,t)\|_2$ is monotonically decreasing whenever $1/2 \leq p \leq 1$. Hence showing…
Based on the monogamy of entanglement, we develop the technique of quantum conditioning to build an {\it additive} entanglement measure: the conditional entanglement of mutual information. Its {\it operational} meaning is elaborated to be…
In this work we analyze the concept of swap-invariance, which is a weaker variant of exchangeability. A random vector $\xi$ in $\mathbb{R}^n$ is called swap-invariant if $\,{\mathbf E}\,\big| \!\sum_j u_j \xi_j \big|\,$ is invariant under…
For a $m\times n$ matrix $B=(b_{ij})_{m\times n}$ with nonnegative entries $b_{ij}$ and any $k\times l-$submatrix $B_{ij}$ of $B$, let $a_{B_{ij}}$ and $g_{B_{ij}}$ denote the arithmetic mean and geometric mean of elements of $B_{ij}$…
We show that the cubic nonconventional ergodic averages of any order with a bounded multiplicative function weight converge almost surely to zero provided that the multiplicative function satisfies a strong Daboussi-Delange condition. We…
Recent results concerning solutions of the modified Helmholtz equation are reviewed; namely, various mean value properties and their corollaries, converse and inverse of these properties, and relations between these solutions and harmonic…
In this technical note, we present the formulae of the derivatives of the Mean Value Coordinates based transformations, using an enclosing triangle mesh, acting as a cage for the deformation of an interior object.
The Walras approach to equilibrium focuses on the existence of market prices at which the total demands for goods are matched by the total supplies. Trading activities that might identify such prices by bringing agents together as potential…
On the setting of positive definite operators we study the near-order properties of power means such as the quasi-arithmetic mean (H\"{o}lder mean) and R\'{e}nyi power mean. We see the monotonicity of spectral geometric mean and Wasserstein…
We propose a method of testing the shift between mean vectors of two multivariate Gaussian random variables in a high-dimensional setting incorporating the possible dependency and allowing $p > n$. This method is a combination of two…
On the set $\mathcal M$ of mean functions the symmetric mean of $M$ with respect to mean $M_0$ can be defined in several ways. The first one is related to the group structure on $\mathcal M$ and the second one is defined trough Gauss'…
Understanding the structure of financial markets deals with suitably determining the functional relation between financial variables. In this respect, important variables are the trading activity, defined here as the number of trades $N$,…
The pricing and hedging of a general class of options (including American, Bermudan and European options) on multiple assets are studied in the context of currency markets where trading is subject to proportional transaction costs, and…
We develop some of the basic theory for the obstacle problem on Riemannian Manifolds, and we use it to establish a mean value theorem. Our mean value theorem works for a very wide class of Riemannian manifolds and has no weights at all…