Results 41 to 50 of about 7,160,171 (246)
Risk Measure Duality Without Structure
Mathematical Finance, EarlyView.ABSTRACT We study risk measures on vector spaces of random variables which a priori have little structure, such as spaces lacking law invariance or a lattice structure. Ensuring the existence of a tractable dual representation (one which does not contain non‐sigma‐additive measures) is one of the main problems in risk measure theory, and we address it ...
Vasily Melnikov
wiley +1 more source
Large Covariance Matrix Estimation by Penalized Log‐Det Heuristics
Statistical Analysis and Data Mining: An ASA Data Science Journal, Volume 19, Issue 5, October 2026.ABSTRACT We study covariance estimation in high‐dimensional approximate factor models with a sparse residual covariance. The estimator combines a log‐det loss with nuclear‐norm and off‐diagonal ℓ1$$ {\mathrm{\ell}}_1 $$ penalties on a sample‐normalized covariance scale.
Enrico Bernardi, Matteo Farnè
wiley +1 more source
An inequality in Orlicz function spaces with Orlicz norm [PDF]
, 2003 summary:We use Simonenko quantitative indices of an $\Cal N$-function $\Phi$ to estimate two parameters $q_\Phi$ and $Q_\Phi$ in Orlicz function spaces $L^\Phi[0,\infty)$ with Orlicz norm, and get the following inequality: $\frac{B_\Phi}{B_\Phi-1}\leq q_\
Wang, Jincai
core
Non-square points of Orlicz-Lorentz function spaces [PDF]
, 2019 In this paper, criteria for non-square points in Orlicz−Lorentz function spaces \(\Lambda_{\varphi, \omega}\) endowed with the Luxemburg norm are given. The widest possible classes of convex Orlicz functions and weight functions are admitted.
Kończak, Joanna
core +1 more source
Amenability Constants for Unconditional Sums of Banach Algebras
Mathematische Nachrichten, Volume 299, Issue 9, Page 2472-2494, September 2026.ABSTRACT We study Johnson amenability for unconditional direct sums of Banach algebras. Given a family (Ai)i∈I$(A_i)_{i\in I}$ of Banach algebras and a Banach sequence lattice E$E$ on I$I$, the E$E$‐sum ⨁i∈IAiE${\bigl (\bigoplus _{i\in I} A_i\bigr)}_{\!E}$ carries a natural Banach algebra structure via coordinatewise multiplication.
Tomasz Kania, Jerzy Ka̧kol
wiley +1 more source
Monotonicity in Modular Function Spaces Equipped with O-norm
Journal of Harbin University of Science and TechnologyModular function spaces are extensions of Lebesgue spaces and Orlicz spaces. We introduce Orlicz norm in Modular function spaces, and study the monotonicity in modular function spaces equipped with O-norm and L-norm.
HU Xuemei, CUI Yunan
doaj +1 more source
Kadec-Klee Properties of Calderón-Lozanovskiĭ Function Spaces
Journal of Function Spaces and Applications, 2012 We study Kadec-Klee properties with respect to global (local) convergence in measure. First, we present some results concerning Köthe spaces and Orlicz functions.
Paweł Kolwicz
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Well‐posedness of heat equations with nonlinearities of arbitrarily rapid growth
Proceedings of the London Mathematical Society, Volume 133, Issue 3, September 2026.Abstract We address local‐ and global‐in‐time well‐posedness of the Cauchy problem for nonlinear heat equations without imposing growth rate restrictions on the nonlinearity a priori. Our results constitute a nontrivial expansion of the classical Lq$L^q$‐theory for nonlinearities dominated by polynomial growth and the exponential‐Orlicz space theory ...
Yohei Fujishima +2 more
wiley +1 more source
Orlicz spaces which are AM-spaces
, 1997 The Orlicz function and sequence spaces which are AM-spaces are characterized for both the Luxemburg-Nakano and the Amemiya (Orlicz) norm.Godkänd; 1997; 20070125 ...
Hudzik, H., +5 more
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Composition operators on Banach function spaces [PDF]
, 2013 The aim of this thesis is to provide a survey of the topic of composition operators on spaces of (equivalence classes of) measurable functions and attempt to unify some of the most important results contained in the literature.
de Jager, Pierre
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