Results 21 to 30 of about 67,524 (264)
Nonexistence of invariant measures [PDF]
Proceedings of the American Mathematical Society, 1983 Let G G be a group acting on a set
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Surplus-Invariant Risk Measures [PDF]
Mathematics of Operations Research, 2020 This paper presents a systematic study of the notion of surplus invariance, which plays a natural and important role in the theory of risk measures and capital requirements. So far, this notion has been investigated in the setting of some special spaces of random variables.
Gao, Niushan, Munari, Cosimo
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(In)homogeneous invariant compact convex sets of probability measures
Pracì Mìžnarodnogo Geometričnogo Centru, 2020 It is proved that for any iterated function system of contractions on a complete metric space there exists an invariant compact convex sets of probability measures of compact support on this space.
Natalia Mazurenko, Mykhailo Zarichnyi
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On Continuity of Invariant Measures [PDF]
Proceedings of the American Mathematical Society, 1973 Main Theorem. Let Φ \Phi
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The Annals of Probability, 1973 Let $\mu$ be a probability measure on $(\mathscr{R}, \mathscr{B})$, where $\mathscr{R}$ is the real line and $\mathscr{B}$ the family of Borel sets on $\mathscr{R}$. A measurable set `$A$' is called $\mu$-invariant if $\mu(A + \theta) = \mu(A) \mathbf{\forall} \theta, -\infty < \theta < \infty$.
Blum, Julius R., Pathak, Pramod K.
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Vitali’s theorem for invariant measures [PDF]
Transactions of the American Mathematical Society, 1961 Csn, lim.,0 XkSn=0, and XkUU,/XkSn_oa. (Xk denotes Lebesgue measure in the space X = Rk. The number a is called a parameter of regularity at x.) The invariance under translation of the set-function Xk suggests the point of view adopted in the present generalization of Vitali's theorem.
Comfort, W. W., Gordon, Hugh
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Dynamics of Systems with a Discontinuous Hysteresis Operator and Interval Translation Maps
Axioms, 2021 We studied topological and metric properties of the so-called interval translation maps (ITMs). For these maps, we introduced the maximal invariant measure and study its properties. Further, we study how the invariant measures depend on the parameters of
Sergey Kryzhevich +4 more
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The Measurement Invariance of Schizotypy in Europe [PDF]
European Psychiatry, 2015 AbstractThe short version of the Oxford-Liverpool Inventory of Feelings and Experiences (sO-LIFE) is a widely used measure assessing schizotypy. There is limited information, however, on how sO-LIFE scores compare across different countries. The main goal of the present study is to test the measurement invariance of the sO-LIFE scores in a large sample
Fonseca-Pedrero E +7 more
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Deep Equal Risk Pricing of Financial Derivatives with Non-Translation Invariant Risk Measures
Risks, 2023 The objective is to study the use of non-translation invariant risk measures within the equal risk pricing (ERP) methodology for the valuation of financial derivatives.
Alexandre Carbonneau, Frédéric Godin
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Moment estimates for invariant measures of stochastic Burgers equations
Advances in Difference Equations, 2020 In this paper, we study moment estimates for the invariant measure of the stochastic Burgers equation with multiplicative noise. Based upon an a priori estimate for the stochastic convolution, we derive regularity properties on invariant measure.
Yu Shi, Bin Liu
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