Results 81 to 90 of about 2,532 (218)
Isoperimetric inequalities on slabs with applications to cubes and Gaussian slabs
Abstract We study isoperimetric inequalities on “slabs”, namely weighted Riemannian manifolds obtained as the product of the uniform measure on a finite length interval with a codimension‐one base. As our two main applications, we consider the case when the base is the flat torus R2/2Z2$\mathbb {R}^2 / 2 \mathbb {Z}^2$ and the standard Gaussian measure
Emanuel Milman
wiley +1 more source
Bounds for Lebesgue Functions for Freud Weights
The role of the Lebesgue function of Lagrange interpolation is well understood for arrays of interpolation points that lie in a fixed finite interval, for example, \([-1,1]\). The size of the Lebesgue function governs the pointwise convergence of the Lagrange interpolation process. It was G.
openaire +1 more source
Macroscopic Market Making Games
ABSTRACT Building on the macroscopic market making framework as a control problem, this paper investigates its extension to stochastic games. In the context of price competition, each agent is benchmarked against the best quote offered by the others. We begin with the linear case.
Ivan Guo, Shijia Jin
wiley +1 more source
Seeking a constructive proof of a theorem of Khrushchev
We discuss a classical theorem of Khrushchev, which establishes that any set of positive Lebesgue measure on the circle supports a function with a continuous Cauchy transform.
Malman Bartosz
doaj +1 more source
The Lebesgue Function and Lebesgue Constant of Lagrange Interpolation for Erdoős Weights
An Erdős weight is of the form \(W(x)=\exp(-Q(x))\) where \(Q(x)\) is even and grows faster than any polynomial at infinity. For a given weight \(W\) and a given set of nodes \(\{\xi_{1n},\ldots,\xi_{nn}\}\subset{\mathbb R}\), the Lebesgue function is \(\Lambda_n(x)=W(x)W_n(x)\) where \(W_n\) is the Lagrange interpolating polynomial of \(W^{-1}\) for ...
openaire +1 more source
Order Routing and Market Quality: Who Benefits From Internalization?
ABSTRACT Does retail order internalization benefit (via price improvement) or harm (via reduced liquidity) retail traders? To answer this question, we compare two market designs that differ in their mode of liquidity provision: In the setting capturing retail order internalization, liquidity is provided by market makers (wholesalers) competing for the ...
Umut Çeti̇n, Albina Danilova
wiley +1 more source
Some bounds related to the 2‐adic Littlewood conjecture
Abstract For every irrational real α$\alpha$, let M(α)=supn⩾1an(α)$M(\alpha) = \sup _{n\geqslant 1} a_n(\alpha)$ denote the largest partial quotient in its continued fraction expansion (or ∞$\infty$, if unbounded). The 2‐adic Littlewood conjecture (2LC) can be stated as follows: There exists no irrational α$\alpha$ such that M(2kα)$M(2^k \alpha)$ is ...
Dinis Vitorino, Ingrid Vukusic
wiley +1 more source
APPROXIMATIVE PROPERTIES OF FOURIER-MEIXNER SUMS
We consider the problem of approximation of discrete functions f = f(x) defined on the set Ω_δ = {0, δ, 2δ, . . .}, where δ =1/N, N > 0, using the Fourier sums in the modified Meixner polynomials M_(α;n,N)(x) = M(α;n)(Nx) (n = 0, 1, . . .), which for α >
Gadzhimirzaev R. M.
doaj +1 more source
Young's functional with Lebesgue-Stieltjes integrals
For non-decreasing real functions $f$ and $g$, we consider the functional $ T(f,g ; I,J)=\int_{I} f(x)\di g(x) + \int_J g(x)\di f(x)$, where $I$ and $J$ are intervals with $J\subseteq I$. In particular case with $I=[a,t]$, $J=[a,s]$, $s\leq t$ and $g(x)=x$, this reduces to the expression in classical Young's inequality.
Merkle, Milan +4 more
openaire +2 more sources
Discrepancy of arithmetic progressions in boxes and convex bodies
Abstract The combinatorial discrepancy of arithmetic progressions inside [N]:={1,…,N}$[N]:= \lbrace 1, \ldots, N\rbrace$ is the smallest integer D$D$ for which [N]$[N]$ can be colored with two colors so that any arithmetic progression in [N]$[N]$ contains at most D$D$ more elements from one color class than the other.
Lily Li, Aleksandar Nikolov
wiley +1 more source

