arXiv research

In this paper, we explore several Fatou-type properties of risk measures. The paper continues to reveal that the strong Fatou property, which was introduced in [17], seems to be most suitable to ensure nice dual representations of risk measures. Our main result asserts that every quasiconvex law-invariant functional on…

We provide a variety of results for (quasi)convex, law-invariant functionals defined on a general Orlicz space, which extend well-known results in the setting of bounded random variables. First, we show that Delbaen's representation of convex functionals with the Fatou property, which fails in a general Orlicz space, c…

The paper characterizes risk measures with the Fatou property in function spaces.

Extends Fatou theorem to bounded harmonic maps.

Little is known about the global topology of the Fatou set $U(f)$ for holomorphic endomorphisms $f: \mathbb{CP}^k \to \mathbb{CP}^k$, when $k >1$. Classical theory describes $U(f)$ as the complement in $\mathbb{CP}^k$ of the support of a dynamically-defined closed positive $(1,1)$ current. Given any closed positive $(…

In this paper we study a class of functions that appear naturally in some equidistribution problems and that we call $F$-harmonic. These are functions of the universal cover of a closed and negatively curved which possess an integral representation analogous to the Poisson representation of harmonic functions, where th…

Proves theorem for Riemannian manifolds, extending previous work.

We provide a characterization in terms of Fatou closedness for weakly closed monotone convex sets in the space of $\mathcal{P}$-quasisure bounded random variables, where $\mathcal{P}$ is a (possibly non-dominated) class of probability measures. Applications of our results lie within robust versions the Fundamental Theo…

New risk measures for incomplete markets without lattice structures.

The paper explores properties of functions on Teichmüller space, proving theorems about limits and non-ergodicity.

We identify a large class of Orlicz spaces $X$ for which the topology $σ(X,X_n^\sim)$ fails the C-property introduced in [7]. We also establish a variant of the C-property and use it to prove a $w^*$-representation theorem for proper convex increasing functionals on dual Banach lattices that satisfy a suitable version …

The study extends classical results on harmonic functions to Riemannian manifolds with non-tangential boundary limits.

New technique explains convergence in ML models with data modifications.

We investigate a variety of stability properties of Haezendonck-Goovaerts premium principles on their natural domain, namely Orlicz spaces. We show that such principles always satisfy the Fatou property. This allows to establish a tractable dual representation without imposing any condition on the reference Orlicz func…

Study dynamics of automorphisms on cubic surfaces and their connection to Painlevé 6.

Study of algebraic dynamics on Markov cubics in tropical geometry.

This paper presents relations between several types of closedness of a law-invariant convex set in a rearrangement invariant space $\mathcal{X}$. In particular, we show that order closedness, $σ(\mathcal{X},\mathcal{X}_n^\sim)$-closedness and $σ(\mathcal{X},L^\infty)$-closedness of a law-invariant convex set in $\mathc…

New risk measure extensions preserve key properties.

Investigates the effects of nondominated sets of probability measures in robust models of finance.

In this paper we extend a recent result of Collin-Rosenberg ({\it a solution to the minimal surface equation in the Euclidean disc has radial limits almost everywhere}) to a large class of differential operators in Divergence form. Moreover, we construct an example (in the spirit of \cite{CR2}) of a minimal graph in $\…

An infinite family of generalized pseudo-Anosov homeomorphisms of the sphere S is constructed, and their invariant foliations and singular orbits are described explicitly by means of generalized train tracks. The complex strucure induced by the invariant foliations is described, and is shown to make S into a complex sp…

Dynamic risk measures follow law invariance principles over time.

Extends utility maximization theory for infinite horizons without strong no-arbitrage assumptions.

We construct a new type of locally homeomorphic quasiregular mappings in the 3-sphere and discuss their relation to the M.A.Lavrentiev problem, the Zorich map with an essential singularity at infinity, the Fatou's problem and a quasiregular analogue of domains of holomorphy in complex analysis. The construction of such…

Let $(Φ,Ψ)$ be a conjugate pair of Orlicz functions. A set in the Orlicz space $L^Φ$ is said to be order closed if it is closed with respect to dominated convergence of sequences of functions. A well known problem arising from the theory of risk measures in financial mathematics asks whether order closedness of a conve…

Study of dynamics on cubic surfaces and their connection to Painlevé 6 Equation.

We investigate the dynamics of semigroups generated by a family of polynomial maps on the Riemann sphere such that the postcritical set in the complex plane is bounded. The Julia set of such a semigroup may not be connected in general. We show that for such a polynomial semigroup, if $A$ and $B$ are two connected compo…

The study examines exceptional sets for radial limits of superharmonic functions on curved manifolds.

The paper resolves a problem about metric inequivalence and characterizes proper holomorphic maps.

Groups with Property (T) have fiber products with Property (T).

We prove recognition theorems for codimension one manifold factors of dimension $n \geq 4$. In particular, we formalize topographical methods and introduce three ribbons properties: the crinkled ribbons property, the twisted crinkled ribbons property, and the fuzzy ribbons property. We show that $X \times \mathbb{R}$ i…

The study shows that several properties are not profinite invariants.

We show that all finite-dimensional resolvable generalized manifolds with the piecewise disjoint arc-disk property are codimension one manifold factors. We then show how the piecewise disjoint arc-disk property and other general position properties that detect codimension one manifold factors are related. We also note …

The paper explores higher property T in lattices and its connections to geometric phenomena.

Asymptotic property C was introduced by Dranishnikov to study spaces with infinite asymptotic dimension. We show that asymptotic property C is preserved by infinite products. We also show that countable restricted direct products of countable groups with finite asymptotic dimension have asymptotic property C. Then we i…

Groups of importance in group theory have flexible stability properties.

This paper generalizes property (QT) to a broader class of groups.

Proves a vanishing property for symplectic manifold cohomology.

Survey on foliations and diffeomorphism groups.

We prove extension theorems for several geometric properties such as asymptotic property C (APC), finite decomposition complexity (FDC), strict finite decomposition complexity (sFDC) which are weakenings of Gromov's finite asymptotic dimension (FAD). The context of all theorems is a finitely generated group $G$ with a …

Study generalizes property elicitation to imprecise probabilities.

Introduces bounded scale measure and generalizes property A.

Study cohomological and metric properties of non-Kähler complex manifolds.

The paper explores the twisted Rokhlin property in mapping class groups of surfaces.

The balance property is crucial for insurance pricing, ensuring total actuarial price equals loss. Maximum likelihood GLMs fulfill it, but Lindholm-Wüthrich suggests three methods, with constrained GLM being superior.

We prove some general results about quasi-actions on trees and define Property (QFA), which is analogous to Serre's Property (FA), but in the coarse setting. This property is shown to hold for a class of groups, including $SL(n,\Z)$ for $n\geq 3$. We also give a way of thinking about Property (QFA) by breaking it down …

We present examples of metric spaces that are not Riemannian manifolds nor dimensionally homogeneous that satisfy the Tetrahedral Property. In spite of that, Euclidean cones over metric spaces with small diameter do not satisfy this property. We extend Sormani's Tetrahedral Property to a less restrictive property and p…

The paper examines curvature properties of twistor spaces.