Establishes a link between risk measures and uniform integrability in finance.
problem Understanding uniform integrability in the context of financial risk measures.
method Introduces the folding score of distortion risk measures to study uniform integrability directly with gains and losses.
result Obtains three sets of equivalent conditions for uniform integrability involving coherent risk measures.
Study on risk measures using distorted Choquet integrals with random distortions.
problem Developing risk measures under random distortions of capacities.
method Introducing and analyzing randomly distorted Choquet integrals with respect to a distorted capacity, establishing properties and providing representations.
result Representation of comonotonic additive conditional risk measures using G-randomly distorted Choquet integrals.
Proves singular set of certain integral hypercurrents has measure zero.
problem Characterizing singular sets of specific integral hypercurrents.
method Proof based on varifold stationarity.
result Singular set has measure zero.
The paper proves geometric comparisons on metric measure spaces with integral Bakry-Émery Ricci tensor bounds.
problem Geometric comparisons on metric measure spaces with specific tensor bounds.
method Integral radial Bakry-Émery Ricci tensor bounds and potential function/gradient bounds.
result Diameter and eigenvalue estimates on smooth metric measure spaces.
New method uses Coulomb gases for Monte Carlo integration with reduced errors.
problem Reducing integration errors in numerical algorithms.
method Using Gibbs measures with a large deviations approach.
result Preserves large deviation principle for improved integration.
Deep kernel learning for complex function modeling.
problem Modeling complex functions with line integral measurements.
method Gaussian process with neural networks for line integral data.
result Improved performance in computed tomography reconstruction.
Integral foliated simplicial volume is a version of simplicial volume combining the rigidity of integral coefficients with the flexibility of measure spaces. In this article, using the language of measure equivalence of groups we prove a proportionality principle for integral foliated simplicial volume for aspherical m…
New integration theory on topological spaces, including fractals.
problem Developing a universal integration theory for arbitrary topological spaces.
method Introducing a new integration framework using unital magma valued functions and measures.
result Integration, differentiation, and orientation defined for arbitrary topological spaces.
Study measures volume of foliations on surfaces, finding integrability range.
problem Volume of combinatorial unit ball of measured foliations on bordered surfaces.
method Analyzes combinatorial moduli spaces and Kontsevich measure.
result Determines range of integrability for (BΣmcomb)s. A solution of Hilberts fourth problem lead to integral equation of the type generalized cosine transform. The present paper considers the solution that integral equation by integral geometry methods and propose an inversion formula for reconstruction of Crofton measures from projective smooth Finsler metrics in R3.
Paper proves integrability and entropy compactness for Kähler potentials with uniform log-log threshold.
problem Integrability and entropy compactness for Kähler potentials with specific density.
method Skoda-Zeriahi type integrability theorem and log-log threshold detection.
result Positivity of integrability threshold and entropy compactness for uniform log-log threshold.
The problem of completeness of the forward rate based bond market model driven by a Lévy process under the physical measure is examined. The incompleteness of market in the case when the Lévy measure has a density function is shown. The required elements of the theory of stochastic integration over the compensated jump…
We prove several versions of Driver's integration by parts formula for the horizontal Wiener measure on a totally geodesic Riemannian foliation and prove that the horizontal Wiener measure has a quasi-invariance property with respect to flows generated by suitable tangent processes.
We introduce renormalized integrals which generalize conventional measure theoretic integrals. One approximates the integration domain by measure spaces and defines the integral as the limit of integrals over the approximating spaces. This concept is implicitly present in many mathematical contexts such as Cauchy's pri…
Defines Vassiliev complexity measures for open and closed curves in 3D space.
problem Measuring complexity of curves in 3D space.
method Using enhanced Jones polynomial coefficients and Gauss code diagrams.
result Second Vassiliev measure converges to knot invariants as curve ends coincide.
The study examines stability of metric measure spaces with integral Ricci curvature bounds.
problem Stability and compactness of metric measure spaces with integral Ricci curvature bounds.
method Proves convergence to metric measure spaces satisfying CD(K,n) condition under certain curvature bounds. result Proves convergence of sequences of Riemannian manifolds to metric measure spaces satisfying CD(K,n) condition. Estimating IPM is as hard as estimating under IPM, both requiring similar optimal rates.
problem Estimating Integral Probability Metrics (IPMs) between probability measures.
method Study of minimax optimal rates for IPM estimation and under IPM estimation based on samples.
result Minimax optimal rates for estimating IPM and estimating under IPM are multiplicatively equivalent.
Synthetic scalar curvature defined via Gaussian integrals, applied to manifolds and flows.
problem Defining scalar curvature for non-smooth spaces and flows.
method Gaussian integral approach to scalar curvature, applied to manifolds and flows.
result Characterizes Ricci flows as minimal super-Ricci flows.
In this survey article, we review the relation between heat kernels and path integrals. In particular, we review recent results on the approximation of the Wiener measure on compact manifold by measures on (finite-dimensional) spaces of piece-wise geodesics.
We prove mean curvature and volume comparison estimates on smooth metric measure spaces when their integral Bakry-Émery Ricci tensor bounds, extending Wei-Wylie's comparison results to the integral case. We also apply comparison results to get diameter estimates, eigenvalue estimates and volume growth estimates on smoo…
The space of measured laminations ML(Σ) associated to a topological surface Σ of genus g with n punctures is an integral piecewise linear manifold of real dimension 6g−6+2n. There is also a natural symplectic structure on ML(Σ) defined by Thurston. The integral and symplectic structures …
Paper introduces a novel error measure for neural networks integrating statistical and information theory.
problem No single error measure is universally best for neural network training.
method Developed a novel error measure EExpAbs and integrated it into the Levenberg-Marquardt algorithm. result Self-adaptive, dynamic learning algorithm improves both model accuracy and training process.
A new measure of dependence for various data types.
problem Measuring dependence in multivariate, functional, and structured data.
method Combines local normalization with RKHS flexibility.
result Validates the measure's properties and competitive performance.
The Heights Theorem is extended to all Riemann surfaces with a first kind fundamental group.
problem Establishing the Heights Theorem for all Riemann surfaces.
method Extending the theorem to all surfaces with a first kind fundamental group, using measured laminations and straightening horizontal trajectories.
result The horizontal map is injective for arbitrary Riemann surfaces with a conformal hyperbolic metric.
Study geometric and topological properties of Finsler manifolds with weighted Ricci curvature bounds.
problem Geometric and topological properties of Finsler metric measure manifolds with integral weighted Ricci curvature bounds.
method Establish Laplacian comparison theorem, volume comparison theorems, volume growth estimate, Gromov pre-compactness, local Dirichlet isoperimetric constant estimate.
result First Dirichlet eigenvalue estimate and gradient estimate for harmonic functions.
The study bounds Hausdorff measure of flat singular points in area-minimizing currents.
problem Bounding Hausdorff measure of flat singular points in area-minimizing currents.
method Proving locally finite (m−2)-dimensional Hausdorff measure and Minkowski content bounds. result The set of flat singular points has locally finite (m−2)-dimensional Hausdorff measure. Develops a measure-theoretic framework for complex co-occurrence data.
problem Modeling and interpreting complex co-occurrences in high-dimensional data.
method Introduces measure-theoretic probability and conditional probability, investigates E-integrals.
result Establishes a rigorous measure-theoretic foundation for co-occurrence modeling.
Defines magnitude for length spaces with measures, agreeing with finite spaces' magnitude.
problem Defining magnitude for non-finite metric spaces with measures.
method Integrals over geodesics, using counting and weight measures.
result Magnitude agrees with finite spaces' magnitude and volume under specific conditions.
The ability to integrate information in the brain is considered to be an essential property for cognition and consciousness. Integrated Information Theory (IIT) hypothesizes that the amount of integrated information (Φ) in the brain is related to the level of consciousness. IIT proposes that to quantify information i…
Paper converts quantiles to cumulative distribution functions to simplify risk measures.
problem Technical assumptions in risk measure calculations.
method Invention of converting integrated quantiles to integrated cumulative distribution functions.
result Avoids the need for probability density function existence.
We consider the relation between simplicial volume and two of its variants: the stable integral simplicial volume and the integral foliated simplicial volume. The definition of the latter depends on a choice of a measure preserving action of the fundamental group on a probability space. We show that integral foliated s…
Uniform convergence of metrics on surfaces with bounded curvature measures proved.
problem Proving uniform convergence of metrics on Alexandrov surfaces with bounded integral curvature.
method Weak convergence of measures and analytic approximation of metrics.
result Uniform convergence of metrics on Alexandrov surfaces proved.
We study the ever more integrated and ever more unbalanced trade relationships between European countries. To better capture the complexity of economic networks, we propose two global measures that assess the trade integration and the trade imbalances of the European countries. These measures are the network (or indire…
The paper defines and analyzes set-valued stochastic integrals for Lévy processes.
problem Defining and analyzing set-valued stochastic integrals for Lévy processes.
method Extending classical definitions to convoluted integrals with square-integrable kernels, and proving properties of set-valued convoluted stochastic integrals.
result Set-valued convoluted stochastic integrals can be explosive and take extended vector values.
New kernels defined for various spaces, including measures.
problem Defining kernels on non-standard spaces like measures.
method Integrally strictly positive definite and characteristic kernels on Hilbert, Banach, and metric spaces.
result Explicit classes of kernels on Lp spaces and sets of measures. These notes were inspired by the course ''Quantum Field Theory from a Functional Integral Point of View'' given at the University of Zurich in Spring 2017 by Santosh Kandel. We describe Feynman's path integral approach to quantum mechanics and quantum field theory from a functional integral point of view, where the mai…
We consider a Poisson process η on a measurable space $(\BY,\mathcal{Y})$ equipped with a partial ordering, assumed to be strict almost everwhwere with respect to the intensity measure λ of η. We give a Clark-Ocone type formula providing an explicit representation of square integrable martingales (defined with re…
This is the second paper in a series of investigations of the pluripotential theory on Teichmüller space. The main purpose of this paper is to establish the Poisson integral formula for pluriharmonic functions on Teichmüller space which are continuous on the Bers compactification. We also observe that the Schwarz type …
New weighted surface area measures for convex bodies with applications.
problem Generalizing surface area measures to weighted Borel measures.
method Formulating and analyzing weighted surface area measures, proving integral formula and Bézout-type inequality.
result New integral formula for mixed measure of three bodies, generalizing Bézout-type inequality.
Formalizes quantum path integrals using groupoids and differential forms.
problem Formalizing Feynman's path integral in quantum mechanics.
method Shifted focus to pair groupoid, using van Est map and piecewise linear structures.
result Developed a coordinate-free approach to integration of differential forms.
Derives integral formula for ReLU networks with limited weights.
problem Finding optimal neural network weights with limited L1-norm. method Derives integral representation formula for shallow ReLU networks under L1-norm constraint. result Explicitly solves the least L1-norm neural network representation for a given function. Volume of unit balls defined by quadratic differentials is not proper and has integrable volume.
problem Characterizing the behavior of volume functions associated with quadratic differentials.
method Analyzing the Thurston volume of unit balls in measured lamination spaces.
result The volume function is not proper and is p-integrable for any 0<p<1. Study compares nonsmooth spaces with integrable Ricci bounds.
problem Comparing geometric and functional inequalities on nonsmooth spaces.
method Localization method and one-dimensional comparison estimates.
result Extension of comparison principles to nonsmooth settings.
The local kinematic formulas on complex space forms induce the structure of a commutative algebra on the space CurvU(n)∗ of dual unitarily invariant curvature measures. Building on the recent results from integral geometry in complex space forms, we describe this algebra structure explicitly as a…
Estimates spectral risk measures from i.i.d. samples.
problem Estimating spectral risk measures from limited data.
method Numerical integration method for SRM estimation.
result Estimate concentrates exponentially for bounded support distributions.
A new financial integral constructed without lattice assumptions.
problem Creating a financial integral without assuming a lattice structure.
method Weak no-arbitrage condition and properties of trajectory space.
result Integral not associated with a measure, demonstrating non-lattice integration.
Paper examines stability of Bayesian posterior measures using integral probability metrics.
problem Stability of Bayesian inference in large-scale inverse problems.
method New families of integral probability metrics for likelihood and prior perturbations.
result Constructs new stability results for Bayesian posterior measures.
In 1948 Feynman introduced functional integration. Long ago the problematic aspect of measures in the space of fields was overcome with the introduction of volume elements in Probability Space, leading to stochastic formulations. More recently Cartier and DeWitt-Morette focused on the definition of a proper integration…