Riesz Means and Self-Neglecting Functions.
Riesz potentials derived by one-mode interacting Fock space approach
The main aim of this short paper is to study Riesz potentials on one-mode interacting Fock spaces equipped with deformed annihilation, creation, and neutral operators with constants and , as in equations (1.4)-(1.6). First, to emphasize the importance of these constants, we summarize our previous results on the Hilbert space of analytic L² functions with respect to a probability measure on ℂ. Then we consider the Riesz kernels of order 2α, , on ℂ if , which can be derived from the Bessel...
Riesz representation and duality of Markov processes
Riesz spaces valued measures and processes
Riesz transforms : a simpler analytic proof of P. A. Meyer's inequality
Riesz transforms for symmetric diffusion operators on complete Riemannian manifolds.
Rigidité des empilements infinis immergés proprement dans le plan et dans le disque
Rigidity of Furstenberg entropy for semisimple Lie group actions
Rigorous solution of a mean field spin glass model.
Rings of maps: sequential convergence and completion
The ring of all real-valued measurable functions, carrying the pointwise convergence, is a sequential ring completion of the subring of all continuous functions and, similarly, the ring of all Borel measurable subsets of is a sequential ring completion of the subring of all finite unions of half-open intervals; the two completions are not categorical. We study -rings of maps and develop a completion theory covering the two examples. In particular, the -fields of sets form an epireflective...
Rio-type inequality for the expectation of products of random variables.
Risk bounds for new M-estimation problems
In this paper, we consider a new framework where two types of data are available: experimental data Y1,...,Yn supposed to be i.i.d from Y and outputs from a simulated reduced model. We develop a procedure for parameter estimation to characterize a feature of the phenomenon Y. We prove a risk bound qualifying the proposed procedure in terms of the number of experimental data n, reduced model complexity and computing budget m. The method we present is general enough to cover a wide range of applications....
Risk minimization in the model with transaction costs
The problem of hedging a contingent claim with minimization of quadratic risk is studied. Existence of an optimal strategy for the model with proportional transaction cost and nondelayed observation is shown.
Risk-sensitive Markov stopping games with an absorbing state
This work is concerned with discrete-time Markov stopping games with two players. At each decision time player II can stop the game paying a terminal reward to player I, or can let the system to continue its evolution. In this latter case player I applies an action affecting the transitions and entitling him to receive a running reward from player II. It is supposed that player I has a no-null and constant risk-sensitivity coefficient, and that player II tries to minimize the utility of player I....
Risultati sulle distribuzioni di medie di un processo di Dirichlet
Robust estimates of certain large deviation probabilities for controlled semi-martingales
Motivated by downside risk minimization on the wealth process in an incomplete market model, we have studied in the recent work the asymptotic behavior as time horizon T → ∞ of the minimizing probability that the empirical mean of a controlled semi-martingale falls below a certain level on the time horizon T. This asymptotic behavior relates to a risk-sensitive stochastic control problem in the risk-averse case. Indeed, we obtained an expression of the decay rate of the probability by the Legendre...
Robust estimation of the scale and weighted distributions
The concept of robustness given by Zieliński (1977) is considered in cases where violations of models are generated by weight functions. Uniformly most bias-robust estimates of the scale parameter, based on order statistics, are obtained for some statistical models. Extensions of results of Zieliński (1983) and Bartoszewicz (1986) are given.
Robust Filtering for Correlated Multidimensional Oberservations.
Robust filtering of time-delay jump systems with respect to the finite-time interval.
Robust mixing.