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 SOC2021Optimal lower bounds on hitting probabilities for stochastic heat equations in spatial dimension k >= 1
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 MATHEMATICS2020La 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 ...
2019Truncated 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 SOC2019Numerical methods for option pricing: polynomial approximation and high dimensionality
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 ...
EPFL2019The hamburger theorem
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 Bv2018Stochastic 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 ...
EPFL2017A Euclidean Likelihood Estimator for Bivariate Tail Dependence
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 Inc2013Variance Covariance Orders and Median Preserving Spreads
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 ...
2009Distributed 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