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相关论文: Non-decreasing martingale couplings

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Let $\mu$ and $\nu$ be fixed probability measures on a filtered space $(\Omega, {\cal F}, ({\cal F}_t)_{t\in {\bf R}^{+}})$. Denote by $\mu_T $ and $\nu_T $ (respectively, $\mu_{T-} $ and $\nu_{T-} $) the restrictions of the measures $\mu$…

概率论 · 数学 2011-04-07 S. S. Gabriyelyan

We present a new approach to study measures on ensembles of contours, polymers or other objects interacting by some sort of exclusion condition. For concreteness we develop it here for the case of Peierls contours. Unlike existing methods,…

概率论 · 数学 2016-08-15 Roberto Fernández , Pablo A. Ferrari , Nancy L. Garcia

For a tuple $T$ of Hilbert space operators, the 'commuting dilation constant' is the smallest number $c$ such that the operators of $T$ are a simultaneous compression of commuting normal operators of norm at most $c$. We present numerical…

泛函分析 · 数学 2026-03-17 Malte Gerhold , Marcel Scherer , Orr Shalit

We aim to constrain mass-varying neutrino models using large scale structure observations and produce forecast for the Euclid survey. We investigate two models with different scalar field potential and both positive and negative coupling…

宇宙学与河外天体物理 · 物理学 2013-12-20 Giuseppe La Vacca , David F. Mota

We study the number of linear extensions of a partial order with a given proportion of comparable pairs of elements, and estimate the maximum and minimum possible numbers. We also consider a random interval partial order on $n$ elements,…

组合数学 · 数学 2018-10-16 Colin McDiarmid , David Penman , Vasileios Iliopoulos

Wiesel and Zhang [2023] established that two probability measures $\mu,\nu$ on $\mathbb{R}^d$ with finite second moments are in convex order (i.e. $\mu \preceq_c \nu$) if and only if $W_2(\nu,\rho)^2-W_2(\mu,\rho)^2 \leq \int |y|^2\nu(dy) -…

数理金融 · 定量金融 2025-10-03 Erica Zhang

Variational models with coupling terms are becoming increasingly popular in image analysis. They involve auxiliary variables, such that their energy minimisation splits into multiple fractional steps that can be solved easier and more…

计算机视觉与模式识别 · 计算机科学 2019-12-13 Aaron Wewior , Joachim Weickert

The Heisenberg-Robertson uncertainty relation quantitatively expresses the impossibility of jointly sharp preparation of incompatible observables. However it does not capture the concept of incompatible observables because it can be trivial…

量子物理 · 物理学 2016-05-25 Kunkun Wang , Xiang Zhan , Zhihao Bian , Jian Li , Yongsheng Zhang , Peng Xue

In this article, we prove maximal inequality and ergodic theorems for state preserving actions on von Neumann algebra by an amenable, locally compact, second countable group equipped with the metric satisfying the doubling condition. The…

算子代数 · 数学 2024-07-09 Panchugopal Bikram , Diptesh Saha

This paper relates to the Fourier decay properties of images of self-similar measures $\mu$ on $\mathbb{R}^k$ under nonlinear smooth maps $f \colon \mathbb{R}^k \to \mathbb{R}$. For example, we prove that if the linear parts of the…

动力系统 · 数学 2025-03-11 Amlan Banaji , Han Yu

This survey paper deals with upper and lower bounds on the number of $k$-matchings in regular graphs on $N$ vertices. For the upper bounds we recall the upper matching conjecture which is known to hold for perfect matchings. For the lower…

组合数学 · 数学 2012-01-06 Shmuel Friedland

We revisit Kellerer's Theorem, that is, we show that for a family of real probability distributions $(\mu_t)_{t\in [0,1]}$ which increases in convex order there exists a Markov martingale $(S_t)_{t\in[0,1]}$ s.t.\ $S_t\sim \mu_t$. To…

概率论 · 数学 2017-07-27 Mathias Beiglböck , Martin Huesmann , Florian Stebegg

On the basis of a model system of pillars built of unit cubes, a two-component entropic measure for the multiscale analysis of spatio-compositional inhomogeneity is proposed. It quantifies the statistical dissimilarity per cell of the…

统计力学 · 物理学 2015-05-13 Ryszard Piasecki

We study the behavior of the trajectories of a second-order differential equation with vanishing damping, governed by the Yosida regularization of a maximally monotone operator with time-varying index, along with a new {\em Regularized…

最优化与控制 · 数学 2017-11-10 Hedy Attouch , Juan Peypouquet

Let $\mu_N$ be the empirical measure associated to a $N$-sample of a given probability distribution $\mu$ on $\mathbb{R}^d$. We are interested in the rate of convergence of $\mu_N$ to $\mu$, when measured in the Wasserstein distance of…

概率论 · 数学 2013-12-10 Nicolas Fournier , Arnaud Guillin

For a map $T \colon [0,1] \to [0,1]$ with an invariant measure $\mu$, we study, for a $\mu$-typical $x$, the set of points $y$ such that the inequality $|T^n x - y| < r_n$ is satisfied for infinitely many $n$. We give a formula for the…

动力系统 · 数学 2015-05-27 Tomas Persson , Michał Rams

Suppose the auto-correlations of real-valued, centered Gaussian process $Z(\cdot)$ are non-negative and decay as $\rho(|s-t|)$ for some $\rho(\cdot)$ regularly varying at infinity of order $-\alpha \in [-1,0)$. With $I_\rho(t)=\int_0^t…

概率论 · 数学 2016-09-12 Amir Dembo , Sumit Mukherjee

The contribution of this work is twofold. The first part deals with a Hilbert-space version of McCann's celebrated result on the existence and uniqueness of monotone measure-preserving maps: given two probability measures $\rm P$ and $\rm…

概率论 · 数学 2023-05-23 Alberto González-Sanz , Marc Hallin , Bodhisattva Sen

We study a class of nonlinear nonparametric inverse problems. Specifically, we propose a nonparametric estimator of the dynamics of a monotonically increasing trajectory defined on a finite time interval. Under suitable regularity…

统计理论 · 数学 2014-08-25 Debashis Paul , Jie Peng , Prabir Burman

We prove the noncommutative Davis decomposition for the column Hardy space $\H_p^c$ for all $0<p\leq 1$. A new feature of our Davis decomposition is a simultaneous control of $\H_1^c$ and $\H_q^c$ norms for any noncommutative martingale in…

概率论 · 数学 2018-08-01 Narcisse Randrianantoanina , Lian Wu , Quanhua Xu