Concept

Problème des moments

Publications associées (12)

Positive moments for scattering amplitudes

Riccardo Rattazzi, Francesco Riva, Brando Bellazzini, Marc Riembau Saperas

We find the complete set of conditions satisfied by the forward 2 -> 2 scattering amplitude in unitary and causal theories. These are based on an infinite set of energy dependent quantities (the arcs) which are dispersively expressed as moments of a positi ...

AMER PHYSICAL SOC2021

Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension k >= 1

Robert Dalang, Fei Pu

We establish a sharp estimate on the negative moments of the smallest eigenvalue of the Malliavin matrix gamma z of Z := (u(s, y), u(t , x) - u(s, y)), where u is the solution to a system of d non-linear stochastic heat equations in spatial dimension k >= ...

UNIV WASHINGTON, DEPT MATHEMATICS2020

La poétique des petits gestes (Patras, GR)

Depuis que le train du Péloponnèse fonctionne à nouveau, il est possible d’atteindre le centre-ville de Patras en seulement quinze minutes depuis sa périphérie. Cette nouvelle voie me fait découvrir des quartiers entiers et arpenter la ville d’une manière ...

2019

Truncated Levy motion through path integrals and applications to nondiffusive suprathermal ion transport

Ambrogio Fasoli, Ivo Furno, Paolo Ricci, Marcelo Baquero Ruiz, Oulfa Chellaï, Fabian Manke

Fractional Levy motion has been derived from its generalized Langevin equation via path integrals in earlier works and has since proven to be a useful model for nonlocal and non-Markovian processes, especially in the context of nondiffusive transport. Here ...

AMER PHYSICAL SOC2019

Numerical methods for option pricing: polynomial approximation and high dimensionality

Francesco Statti

Options are some of the most traded financial instruments and computing their price is a central task in financial mathematics and in practice. Consequently, the development of numerical algorithms for pricing options is an active field of research. In gen ...

EPFL2019

The hamburger theorem

Jan Kyncl

We generalize the ham sandwich theorem to d +1 measures on R-d as follows. Let mu(1), mu(2),..., mu(d+1) be absolutely continuous finite Borel measures on R-d. Let omega(i) = mu(i) (R-d) for i is an element of [d + 1], omega = min{omega(i) : i is an elemen ...

Elsevier Science Bv2018

Stochastic partial differential equations driven by Lévy white noises

Thomas Marie Jean-Baptiste Humeau

We study various aspects of stochastic partial differential equations driven by Lévy white noise. This driving noise, which is a generalization of Gaussian white noise, can be viewed either as a generalized random process or as an independently scattered r ...

EPFL2017

A Euclidean Likelihood Estimator for Bivariate Tail Dependence

Michal Warchol, Boris Oumow

The spectral measure plays a key role in the statistical modeling of multivariate extremes. Estimation of the spectral measure is a complex issue, given the need to obey a certain moment condition. We propose a Euclidean likelihood-based estimator for the ...

Taylor & Francis Inc2013

Variance Covariance Orders and Median Preserving Spreads

Semyon Malamud, Fabio Trojani

A random variable dominates another random variable with respect to the covariance order if the covariance of any two monotone increas- ing functions of this variable is smaller. We characterize completely the covariance order, give strong suﬃcient conditi ...

2009

Distributed Acquisition and Image Super-Resolution Based on Continuous Moments from Samples

Loïc Arnaud Baboulaz, Pier Luigi Dragotti

Recently, new sampling schemes were presented for signals with ﬁnite rate of innovation (FRI) using sampling kernels reproducing polynomials or exponentials. In this paper, we extend those sampling schemes to a distributed acquisition architecture in which ...

IEEE2006

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