Departamento de Matemáticas y Estadística: Envíos recientes
Mostrando ítems 1-7 de 15
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On the volume ratio of projections of convex bodies
(Universidad Torcuato Di Tella, 2022)We study the volume ratio between projections of two convex bodies. Given a high-dimensional convex body K we show that there is another convex body L such that the volume ratio between any two projections of fixed rank ... -
Optimal dividend strategies for a catastrophe insurer
(Frontiers of Mathematical Finance (e- ISSN:2769-6715), 2024-06)In this paper we study the problem of optimally paying out dividends from an insurance portfolio, when the criterion is to maximize the expected discounted dividends over the lifetime of the company and the portfolio contains ... -
On the volumes of simplices determined by a subset of Rd
(Universidad Torcuato Di Tella, 2023)We prove that for 1 ≤ k < d, if E is a Borel subset of Rd of Hausdorff dimension strictly larger than k, the set of (k+1)-volumes determined by k+2 points in E has positive one-dimensional Lebesgue measure. In the case ... -
Level Sets Semimetrics for Probability Measures with Applications in Hypothesis Testing
(Methodology and Computing in Applied ProbabilitySpringer Nature, 2023)In this paper we introduce a novel family of level sets semimetrics for density functions and address subtleties entailed in the estimation and computation of such semimetrics. Given data drawn from f and q, two unknown ... -
Inverse theorems for discretized sums and Lq norms of convolutions in Rd
(Universidad Torcuato Di Tella, 2023)We prove inverse theorems for the size of sumsets and the L q norms of convolutions in the discretized setting, extending to arbitrary dimension an earlier result of the author in the line. These results have applications ... -
On the Fourier decay of multiplicative convolutions
(Universidad Torcuato Di Tella, 2023)We prove the following. Let $\mu_{1},\ldots,\mu_{n}$ be Borel probability measures on $[-1,1]$ such that $\mu_{j}$ has finite $s_j$-energy for certain indices $s_{j} \in (0,1]$ with $s_{1} + \ldots + s_{n}>1$. Then, the ... -
Optimal dividend strategies for a catastrophe insurer
(Universidad Torcuato Di Tella, 2023)In this paper we study the problem of optimally paying out dividends from an insurance portfolio, when the criterion is to maximize the expected discounted dividends over the lifetime of the company and the portfolio ...