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Mostrando ítems 11-13 de 13
An improved bound for the dimension of (α, 2α)-Furstenberg sets
(2022)
We show that given α e (0, 1) there is a constant c = c α > 0 such that any planar (α, 2α)-Furstenberg set has Hausdorff dimension at least 2α + c. This improves several previous bounds, in particular extending a result ...
Farkas’ Lemma in the bilinear setting and evaluation functionals
(Real Academia de Ciencias Exactas, Físicas y Naturales, 2023)
We prove the following Farkas’ Lemma for simultaneously diagonalizable bilinear forms:
If A1, . . . , Ak, and B : Rn × Rn → R are bilinear forms, then one—and only one—of the
following holds:
(i) B = a1A1 +· · ·+ak Ak ...
Optimal Ratcheting of Dividends in a Brownian Risk Model
(2020)
We study the problem of optimal dividend payout from a surplus process governed by Brownian motion with drift under the additional constraint of ratcheting,
i.e. the dividend rate can never decrease. We solve the resulting ...