arXiv research

The paper extends a measure preserving property to bi-Lipschitz maps between Moran sets.

We study combinations of risk measures under no restrictive assumption on the set of alternatives. We develop and discuss results regarding the preservation of properties and acceptance sets for the combinations of risk measures. One of the main results is the representation of resulting risk measures from the properti…

In this paper we introduce a general notion of weak extension property for embeddings induced by a group actions. As an example, for the group H(M, m) of measure-preserving homeomorphisms of a noncompact manifold M, we deduce weak type extension theorems, and as an application we exhibit the local contractibility of th…

The paper characterizes measures preserving independence through planar web geometry.

New risk measure extensions preserve key properties.

Unified theory of measure-preserving diffusions on manifolds.

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…

Characterizes measures preserving compound mixed renewal process properties.

Constructs a support-preserving homotopy for differential forms with boundary decay estimates.

Transformers preserve support and can approximate any continuous map.

We characterize when a convex risk measure associated to a law-invariant acceptance set in $L^\infty$ can be extended to $L^p$, $1\leq p<\infty$, preserving finiteness and continuity. This problem is strongly connected to the statistical robustness of the corresponding risk measures. Special attention is paid to concre…

We study convexity and monotonicity properties of option prices in a model with jumps using the fact that these prices satisfy certain parabolic integro-differential equations. Conditions are provided under which preservation of convexity holds, i.e. under which the value, calculated under a chosen martingale measure, …

In this paper, we propose a perturbation framework to measure the robustness of graph properties. Although there are already perturbation methods proposed to tackle this problem, they are limited by the fact that the strength of the perturbation cannot be well controlled. We firstly provide a perturbation framework on …

The paper introduces new volume measures and volume comparison inequalities for Lorentzian spaces.

We define a notion of a measured length space X having nonnegative N-Ricci curvature, for N finite, or having infinity-Ricci curvature bounded below by K, for K a real number. The definitions are in terms of the displacement convexity of certain functions on the associated Wasserstein space P_2(X) of probability measur…

The restricted isometry property (RIP) is a universal tool for data recovery. We explore the implication of the RIP in the framework of generalized sparsity and group measurements introduced in the Part I paper. It turns out that for a given measurement instrument the number of measurements for RIP can be improved by o…

Study examines auditing fairness in evolving models, identifying strategic updates that preserve audit properties.

Extends inf-convolution to countable risk measures for risk sharing.

Study new Ricci bounds for metric measure spaces, preserving properties under time changes.

We discuss two distinct approaches, for distorting risk measures of sums of dependent random variables, which preserve the property of coherence. The first, based on distorted expectations, operates on the survival function of the sum. The second, simultaneously applies the distortion on the survival function of the su…

The study shows finite measure-preserving isometry groups for certain metric measure spaces.

The Bakry-Emery tensor gives an analog of the Ricci tensor for a Riemannian manifold with a smooth measure. We show that some of the topological consequences of having a positive or nonnegative Ricci tensor are also valid for the Bakry-Emery tensor. We show that the Bakry-Emery tensor is nondecreasing under a Riemannia…

Sign-RIP improves robust low-rank matrix recovery by preserving norms even with corrupted measurements.

Establishes relationships between prudence and stability properties of risk functionals.

Distortion risk measures are extensively used in finance and insurance applications because of their appealing properties. We present three methods to construct new class of distortion functions and measures. The approach involves the composting methods, the mixing methods and the approach that based on the theory of c…

A Carnot group $\mathbb{G}$ admits Lusin approximation for horizontal curves if for any absolutely continuous horizontal curve $γ$ in $\mathbb{G}$ and $\varepsilon>0$, there is a $C^1$ horizontal curve $Γ$ such that $Γ=γ$ and $Γ'=γ'$ outside a set of measure at most $\varepsilon$. We verify this property for free Carno…

Proposes a novel approach using vector cross product to preserve directional edges in directed graphs.

This paper extends results of Mortimer and Williams (1991) about changes of probability measure up to a random time under the assumptions that all martingales are continuous and that the random time avoids stopping times. We consider locally absolutely continuous measure changes up to a random time, changes of probabil…

Paper introduces DCoVaR for aggregate risk models, outperforming existing methods.

New representations preserve hyperbolicity but not Fuchsian property.

Lipschitz-volume rigidity holds for smooth manifolds but fails for singular spaces.

We derive integral tests for the existence and absence of arbitrage in a financial market with one risky asset which is either modeled as stochastic exponential of an Ito process or a positive diffusion with Markov switching. In particular, we derive conditions for the existence of the minimal martingale measure. We al…

Monetary risk measures are usually interpreted as the smallest amount of external capital that must be added to a financial position to make it acceptable. We propose a new concept: intrinsic risk measures and argue that this approach provides a direct path from unacceptable positions towards the acceptance set. Intrin…

In this work we propose a model that can manipulate individual visual attributes of objects in a real scene using examples of how respective attribute manipulations affect the output of a simulation. As an example, we train our model to manipulate the expression of a human face using nonphotorealistic 3D renders of a f…

Study shows infinite-dimensional third bounded cohomology for non-orientable surfaces.

For a commodity spot price dynamics given by an Ornstein-Uhlenbeck process with Barndorff-Nielsen and Shephard stochastic volatility, we price forwards using a class of pricing measures that simultaneously allow for change of level and speed in the mean reversion of both the price and the volatility. The risk premium i…

Paper shows $L^\infty$-positivity and stochastic completeness are equivalent.

New protocol evaluates synthetic data for temporal consistency.

Study graph products of groups, classifying them up to measure equivalence and rigidity.

The paper explores statistical and topological properties of sliced probability divergences.

Study proves existence and properties of shrinkers in area-preserving curve-shortening flow.

The aim of this paper is to investigate properties preserved and co-preserved by coarsely $n$-to-1 functions, in particular by the quotient maps $X\to X/\sim$ induced by a finite group $G$ acting by isometries on a metric space $X$. The coarse properties we are mainly interested in are related to asymptotic dimension a…

Heat flow fails to preserve concavity in curved spaces.

Compact embeddings for invariant functions in metric-measure spaces.

We give necessary and sufficient conditions that show that both the group of isometries and the group of measure-preserving isometries are Lie groups for a large class of metric measure spaces. In addition we study, among other examples, whether spaces having a generalized lower Ricci curvature bound fulfill these requ…

The study formalizes temporal precision and recall for anomaly detection in sequences.

The paper studies curvature measures and volume-preserving flows on convex bodies.

Extends Lipschitz functions while preserving local constants.