相关论文: A general proof of the Dybvig-Ingersoll-Ross-Theor…

We study the asymptotic behaviour of widely used tests for evaluating and comparing predictive accuracy when forecast errors exhibit heavy tails. In particular, when loss differentials have infinite variance, the Diebold-Mariano test…

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…

Sturm theory for second order differential equations was generalized to systems and higher order equations with positive leading coefficient by several authors. Here we propose a Sturm oscillation theorem for indefinite systems of even…

We prove a general Ramsey theorem for trees with a successor operation. This theorem is a common generalization of the Carlson-Simpson Theorem and the Milliken Tree Theorem for regularly branching trees. Our theorem has a number of…

For a class of stationary regularly varying and weakly dependent time series, we prove the so-called complete convergence result for the corresponding space-time point processes. As an application of our main theorem, we give a simple proof…

In this paper we prove the validity of Gibbons' conjecture for a coupled competing Gross-Pitaevskii system. We also provide sharp a priori bounds, regularity results and additional Liouville-type theorems.

This paper concerns the inverse source problems for the time-harmonic elastic and electromagnetic wave equations. The goal is to determine the external force and the electric current density from boundary measurements of the radiated wave…

To guarantee the stability of the cosmological constant sector against radiative corrections coming from quantum matter fields, one of the most natural ingredients to invoke is the symmetry under scale transformations of the gravitational…

A recognized trend of research investigates generalizations of the Hadamard's inversion theorem to functions that may fail to be differentiable. In this vein, the present paper explores some consequences of a recent result about the…

A classical fact in ergodic theory is that ergodicity is equivalent to almost everywhere divergence of ergodic sums of all nonnegative integrable functions which are not identically zero. We show two methods, one in the measure preserving…

Let x be a quadratic irrational and let P be the set of prime numbers. We show the existence of an infinite subset S of P such that the statistics of the period of the continued fraction expansions along the sequence {px: p\in S} approach…

Fundamental to the theory of continued fractions is the fact that every infinite continued fraction with positive integer coefficients converges; however, it is unknown precisely which continued fractions with integer coefficients (not…

We are interested in the long-time asymptotic behavior of growth-fragmentation equations with a nonlinear growth term. We present examples for which we can prove either the convergence to a steady state or conversely the existence of…

This is the second paper in a series on intrinsic Donaldson-Thomas theory, a framework for studying the enumerative geometry of general algebraic stacks. In this paper, we present the construction of Donaldson-Thomas invariants for general…

In this paper, we approach the problem of finding the zeros of the sum of a maximally monotone operator and a monotone and Lipschitz continuous one in a real Hilbert space via an implicit forward-backward-forward dynamical system with…

Continued fractions have been generalized over the field of $p$-adic numbers, where it is still not known an analogue of the famous Lagrange's Theorem. In general, the periodicity of $p$-adic continued fractions is well studied and…

In this paper, for a discontinuous skew-product transformation with the integrable observation function, we obtain uniform ergodic theorem and semi-uniform ergodic theorem. The main assumptions are that discontinuity sets of transformation…

Von Neumann's original proof of the ergodic theorem is revisited. A uniform convergence rate is established under the assumption that one can control the density of the spectrum of the underlying self-adjoint operator when restricted to…

The Robbins-Siegmund theorem is one of the most important results in stochastic optimization, where it is widely used to prove the convergence of stochastic algorithms. We provide a quantitative version of the theorem, establishing a bound…

We suggest an approach to obtaining general two-sided bounds on the rate of convergence in terms of special "weighted" norms related to total variation. Some important classes of continuous-time Markov chains are considered:…