WebKusuoka representations provide an important and useful characterization of law invariant coherent risk measures in atomless probability spaces. However, the applicability of … Web14 apr. 2024 · For a separable rearrangement invariant space X on [0, 1] of fundamental type we identify the set of all \(p\in [1,\infty ]\) such that \(\ell ^p\) is finitely represented in X in such a way that the unit basis vectors of \(\ell ^p\) (\(c_0\) if \(p=\infty \)) correspond to pairwise disjoint and equimeasurable functions.This can be treated as a follow up of a …
Law-invariant functionals that collapse to the mean
Web13 apr. 2024 · We consider a generalized nonlocal Ginzburg–Landau equation with periodic boundary conditions. For the corresponding initial-boundary value problem we prove the existence of a solution for all positive values of the evolution variable. We study the existence and properties of invariant manifolds. We extract a class of invariant … Web30 apr. 2024 · We discuss when law-invariant convex functionals "collapse to the mean". More precisely, we show that, in a large class of spaces of random variables and under … lampen hyundai tucson
CHEBYSHEV INEQUALITIES WITH LAW-INVARIANT DEVIATION …
http://www.cmap.polytechnique.fr/~touzi/jst05b.pdf Web(ii) translation invariant: S(X+ c) = S(X) + cfor all X2Xand c2R. A scalar risk measure Sis coherent if it is monetary, (iii) convex: S( X+ (1 )Y) S(X) + (1 )S(Y) for all X;Y 2Xand … Web14 mrt. 2024 · Galilean invariance assumes that the concepts of space and time are completely separable. Time is assumed to be an absolute quantity that is invariant to … lampen ib