Results 221 to 230 of about 70,693 (320)

Improving the Convergence of Markov Chains via Permutations and Projections

open access: yesRandom Structures &Algorithms, Volume 66, Issue 4, July 2025.
ABSTRACT This paper aims at improving the convergence to equilibrium of finite ergodic Markov chains via permutations and projections. First, we prove that a specific mixture of permuted Markov chains arises naturally as a projection under the KL divergence or the squared‐Frobenius norm.
Michael C. H. Choi   +2 more
wiley   +1 more source

Spanning Multi‐Asset Payoffs With ReLUs

open access: yesMathematical Finance, Volume 35, Issue 3, Page 682-707, July 2025.
ABSTRACT We propose a distributional formulation of the spanning problem of a multi‐asset payoff by vanilla basket options. This problem is shown to have a unique solution if and only if the payoff function is even and absolutely homogeneous, and we establish a Fourier‐based formula to calculate the solution.
Sébastien Bossu   +2 more
wiley   +1 more source

Moduli of finite flat torsors over nodal curves

open access: yesJournal of the London Mathematical Society, Volume 112, Issue 1, July 2025.
Abstract We show that log flat torsors over a family X/S$X/S$ of nodal curves under a finite flat commutative group scheme G/S$G/S$ are classified by maps from the Cartier dual of G$G$ to the log Jacobian of X$X$. We deduce that fppf torsors on the smooth fiberss of X/S$X/S$ can be extended to global log flat torsors under some regularity hypotheses.
Sara Mehidi, Thibault Poiret
wiley   +1 more source

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