相关论文: Nonlinear Averaging in Economics
We refine the classical Lindeberg-Feller central limit theorem by obtaining asymptotic bounds on the Kolmogorov distance, the Wasserstein distance, and the parametrized Prokhorov distances in terms of a Lindeberg index. We thus obtain more…
Nonlinear expectation, including sublinear expectation as its special case, is a new and original framework of probability theory and has potential applications in some scientific fields, especially in finance risk measure and management.…
Kolmogorov's setting for probability theory is given an original generalization to account for probabilities arising from Quantum Mechanics. The sample space has a central role in this presentation and random variables, i.e., observables,…
In this paper we obtain the central limit theorem for triangular arrays of non-homogeneous Markov chains under a condition imposed to the maximal coefficient of correlation. The proofs are based on martingale techniques and a sharp lower…
In the mixture of experts model, a common assumption is the linearity between a response variable and covariates. While this assumption has theoretical and computational benefits, it may lead to suboptimal estimates by overlooking potential…
Based on a law of the iterated logarithm for independent random variables sequences, an iterated logarithm theorem for NA sequences with non-identical distributions is obtained. The proof is based on a Kolmogrov-type exponential inequality.
In this paper we extend Korovkin's theorem to the context of sequences of weakly nonlinear and monotone operators defined on certain Banach function spaces. Several examples illustrating the theory are included.
The method of the nonequilibrium statistical operator accounts for the history of a system, influence of its past history to its present state. It is suggested to take into account the finite duration of the present time moment, which…
We present a general principle for estimating a regression function nonparametrically, allowing for a wide variety of data filtering, for example, repeated left truncation and right censoring. Both the mean and the median regression cases…
Network economics is the study of a rich class of equilibrium problems that occur in the real world, from traffic management to supply chains and two-sided online marketplaces. In this paper we explore causal inference in network economics,…
We prove a non conventional pointwise convergence theorem for a nilsystem, and give an explicit formula for the limit.
In the recent paper [2], it was proved that the closure of the planar diffeomorphisms in the Sobolev norm consists of the functions which are non-crossing (NC), i.e., the functions which can be uniformly approximated by continuous…
Copulas are widely used in financial economics as well as in other areas of applied mathematics. Yet, there is much arbitrariness in their choice. The author proposes "a natural copula" concept, which minimizes Wasserstein distance between…
This paper establishes an abstract Korovkin-type approximation theorem in general spaces, extending the framework of approximation theory to accommodate broader contexts. A critical result supporting this theorem is the proof that any…
A class of (1+2)-dimensional diffusion-convection equations (nonlinear Kolmogorov equations) with time-dependent coefficients is studied with Lie symmetry point of view. The complete group classification is achieved using a gauging of…
By means of the Bessel operator a polynomial sequence is constructed to which several properties are given. Among them, its explicit expression, the connection with the Euler numbers, its integral representation via the Kontorovich-Lebedev…
Solomonoff's uncomputable universal prediction scheme $\xi$ allows to predict the next symbol $x_k$ of a sequence $x_1...x_{k-1}$ for any Turing computable, but otherwise unknown, probabilistic environment $\mu$. This scheme will be…
In this paper we present results on asymptotic characteristics of multivariate function classes in the uniform norm. Our main interest is the approximation of functions with mixed smoothness parameter not larger than $1/2$. Our focus will…
The interpretation of coefficients from multivariate linear regression relies on the assumption that the conditional expectation function is linear in the variables. However, in many cases the underlying data generating process is…
In this paper we solve Kolmogorov problem about existence of a function with given norms of derivatives for classes of multiple monotone functions and absolute monotone functions in the case of arbitrary number of norms. We also show the…