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Preprints 2017

17047 Friedrich Götze, Anna Gusakova, Dmitry ZaporozhetsPDF

Random affine simplexes

Project: B5

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Random affine simplexes


Authors: Friedrich Götze, Anna Gusakova, Dmitry Zaporozhets Projects: B5
Submission Date: 22.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17047

17046 Friedrich Götze, Alexey Naumov, Alexander TikhomirovPDF

On local laws for non-hermitian random matrices and their products

Project: B5

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On local laws for non-hermitian random matrices and their products


Authors: Friedrich Götze, Alexey Naumov, Alexander Tikhomirov Projects: B5
Submission Date: 22.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17046

17045 Friedrich Götze, Alexey Naumov, Vladimir Spokoiny, Vladimir UlyanovPDF

Gaussian comparison and anti-concentration inequalities for norms of Gaussian random elements

Project: A4

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Gaussian comparison and anti-concentration inequalities for norms of Gaussian random elements


Authors: Friedrich Götze, Alexey Naumov, Vladimir Spokoiny, Vladimir Ulyanov Projects: A4
Submission Date: 22.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17045

17044 Sergey Bobkov, Friedrich Götze, Holger SambalePDF

Higher order concentration of measure

Project: A4

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Higher order concentration of measure


Authors: Sergey Bobkov, Friedrich Götze, Holger Sambale Projects: A4
Submission Date: 22.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17044

17043 Sergey Bobkov, Gennadiy P. Chistyakov, Friedrich GötzePDF

Berry-Esseen bounds for typical weighted sums

Project: A4

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Berry-Esseen bounds for typical weighted sums


Authors: Sergey Bobkov, Gennadiy P. Chistyakov, Friedrich Götze Projects: A4
Submission Date: 22.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17043

17042 Michael Baake, Timo Spindeler, Nicolae StrungaruPDF

Diffraction of compatible random substitutions in one dimension

Project: A6

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Diffraction of compatible random substitutions in one dimension


Authors: Michael Baake, Timo Spindeler, Nicolae Strungaru Projects: A6
Submission Date: 19.12.2017 Submitter: Sebastian Herr
Download: PDF Link: 17042

17041 Philipp Gohlke, Dan Rust, Timo SpindelerPDF

Shifts of finite type and random substitutions

Project: A6

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Shifts of finite type and random substitutions


Authors: Philipp Gohlke, Dan Rust, Timo Spindeler Projects: A6
Submission Date: 19.12.2017 Submitter: Michael Baake
Download: PDF Link: 17041

17040 Mario Kieburg, Peter J. Forrester, Jesper IpsenPDF

Multiplicative Convolution of Real Asymmetric and Real Antisymmetric Matrices

Project: C6

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Multiplicative Convolution of Real Asymmetric and Real Antisymmetric Matrices


Authors: Mario Kieburg, Peter J. Forrester, Jesper Ipsen Projects: C6
Submission Date: 14.12.2017 Submitter: Gernot Akemann
Download: PDF Link: 17040

17039 Gernot Akemann, Milan CikovicPDF

Products of random matrices from fixed trace and induced Ginibre ensembles

Project: B5

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Products of random matrices from fixed trace and induced Ginibre ensembles


Authors: Gernot Akemann, Milan Cikovic Projects: B5
Submission Date: 14.12.2017 Submitter: Friedrich Götze
Download: PDF Link: 17039

17038 Gernot Akemann, Eugene StrahovPDF

Product matrix processes for coupled multi-matrix models and their hard edge scaling limits

Project: C6

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Product matrix processes for coupled multi-matrix models and their hard edge scaling limits


Authors: Gernot Akemann, Eugene Strahov Projects: C6
Submission Date: 14.12.2017 Submitter: Friedrich Götze
Download: PDF Link: 17038

17037 Tiziano De Angelis, Giorgio FerrariPDF

Stochastic nonzero-sum games: a new connection between singular control and optimal stopping

Project: C4

Published: Advances of Applied Probability 50, no. 2 (2018)

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Stochastic nonzero-sum games: a new connection between singular control and optimal stopping


Authors: Tiziano De Angelis, Giorgio Ferrari Projects: C4
Submission Date: 12.12.2017 Submitter: Frank Riedel
Download: PDF Link: 17037
Published: Advances of Applied Probability 50, no. 2 (2018)

17036 Giorgio Ferrari, Tiziano VargioluPDF

On the Singular Control of Exchange Rates

Project: C4

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On the Singular Control of Exchange Rates


Authors: Giorgio Ferrari, Tiziano Vargiolu Projects: C4
Submission Date: 07.12.2017 Submitter: Frank Riedel
Download: PDF Link: 17036

17035 Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire QuenezPDF

Optimal Stopping with $f$-Expectations: the Irregular Case

Project: C3

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Optimal Stopping with $f$-Expectations: the Irregular Case


Authors: Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire Quenez Projects: C3
Submission Date: 06.12.2017 Submitter: Giorgio Ferrari
Download: PDF Link: 17035

17034 Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire QuenezPDF

Doubly Reflected BSDEs and $\mathcal{E}^f$-Dynkin Games: Beyond the Right-continuous Case

Project: C3

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Doubly Reflected BSDEs and $\mathcal{E}^f$-Dynkin Games: Beyond the Right-continuous Case


Authors: Miryana Grigorova, Peter Imkeller, Youssef Ouknine, Marie-Claire Quenez Projects: C3
Submission Date: 06.12.2017 Submitter: Giorgio Ferrari
Download: PDF Link: 17034

17033 Michael Baake, Michael Coons, Neil ManiboPDF

Binary constant-length substitutions and Mahler measures of Borwein polynomials

Project: A6

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Binary constant-length substitutions and Mahler measures of Borwein polynomials


Authors: Michael Baake, Michael Coons, Neil Manibo Projects: A6
Submission Date: 01.12.2017 Submitter: Sebastian Herr
Download: PDF Link: 17033

17032 Dan Rust, Timo SpindelerPDF

Dynamical systems arising from random substitutions

Project: A6

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Dynamical systems arising from random substitutions


Authors: Dan Rust, Timo Spindeler Projects: A6
Submission Date: 01.12.2017 Submitter: Michael Baake
Download: PDF Link: 17032

17031 Patrick Beißner, Qian Lin, Frank RiedelPDF

Dynamically Consistent $\alpha$-Maxmin Expected Utility

Project: C3

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Dynamically Consistent $\alpha$-Maxmin Expected Utility


Authors: Patrick Beißner, Qian Lin, Frank Riedel Projects: C3
Submission Date: 01.12.2017 Submitter: Giorgio Ferrari
Download: PDF Link: 17031

17030 Patrick Beißner, Frank RiedelPDF

Non Implementability of Arrow-Debreu Equilibria by Continuous Trading under Volatility Uncertainty

Project: C5

Published: Finance and Stochastics 22, no. 3 (2018), 603–620

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Non Implementability of Arrow-Debreu Equilibria by Continuous Trading under Volatility Uncertainty


Authors: Patrick Beißner, Frank Riedel Projects: C5
Submission Date: 01.12.2017 Submitter: Giorgio Ferrari
Download: PDF Link: 17030
Published: Finance and Stochastics 22, no. 3 (2018), 603–620

17029 Wolfhard Hansen, Ivan NetukaPDF

Semipolar sets and intrinsic Hausdorff measure

Project: A3

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Semipolar sets and intrinsic Hausdorff measure


Authors: Wolfhard Hansen, Ivan Netuka Projects: A3
Submission Date: 27.11.2017 Submitter: Alexander Grigor'yan
Download: PDF Link: 17029

17028 Patrick Beißner, Frank RiedelPDF

Equilibria under Knightian Price Uncertainty

Project: C5

To appear: Econometrica

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Equilibria under Knightian Price Uncertainty


Authors: Patrick Beißner, Frank Riedel Projects: C5
Submission Date: 27.11.2017 Submitter: Giorgio Ferrari
Download: PDF Link: 17028
To appear: Econometrica

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