Self-affine measures and vector-valued representations
نویسندگان
چکیده
منابع مشابه
Vector-valued coherent risk measures
We define (d, n)−coherent risk measures as set-valued maps from Ld into IR satisfying some axioms. We show that this definition is a convenient extension of the real-valued risk measures introduced by Artzner, Delbaen, Eber and Heath (1998). We then discuss the aggregation issue, i.e. the passage from IR−valued random portfolio to IR−valued measure of risk. Necessary and sufficient conditions o...
متن کاملA Class of Self-affine and Self-affine Measures
Let I = {φj}j=1 be an iterated function system (IFS) consisting of a family of contractive affine maps on Rd. Hutchinson [8] proved that there exists a unique compact set K = K(I), called the attractor of the IFS I, such that K = ⋃m j=1 φj(K). Moreover, for any given probability vector p = (p1, . . . , pm), i.e. pj > 0 for all j and ∑m j=1 pj = 1, there exists a unique compactly supported proba...
متن کاملVector Valued Measures of Bounded Mean Oscillation
The duality between Hl and BMO, the space of functions of bounded mean oscillation (see [JN]), was first proved by C. Fefferman (see [F], [FS]) and then other proofs of it were obtained . Using the atomic decomposition approach ([C], [L]) the author studied the problem of characterizing the dual space of Hl of vector-valued functions . In [B2] the author showed, for the case SZ = {Iz1 = 1}, tha...
متن کاملLearning Vector Representations for Similarity Measures
Conventional vector-based similarity measures consider each term separately. In methods such as cosine or overlap, only identical terms occurring in both term vectors are matched and contribute to the final similarity score. Non-identical but semantically related terms, such as “car” and “automobile”, are completely ignored. To address this problem, we propose a novel approach that learns a new...
متن کاملOperator Valued Series and Vector Valued Multiplier Spaces
Let $X,Y$ be normed spaces with $L(X,Y)$ the space of continuous linear operators from $X$ into $Y$. If ${T_{j}}$ is a sequence in $L(X,Y)$, the (bounded) multiplier space for the series $sum T_{j}$ is defined to be [ M^{infty}(sum T_{j})={{x_{j}}in l^{infty}(X):sum_{j=1}^{infty}% T_{j}x_{j}text{ }converges} ] and the summing operator $S:M^{infty}(sum T_{j})rightarrow Y$ associat...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Studia Mathematica
سال: 2008
ISSN: 0039-3223,1730-6337
DOI: 10.4064/sm188-3-3