Self-similar vector-valued measures

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...

Self-Similar Measures

Self-Similar Vector Fields

We propose statistically self-similar and rotation-invariant models for vector fields, study some of the more significant properties of these models, and suggest algorithms and methods for reconstructing vector fields from numerical observations, using the same notions of self-similarity and invariance that give rise to our stochastic models. We illustrate the efficacy of the proposed schemes b...

Self-Similar Measures for Quasicrystals

We study self-similar measures of Hutchinson type, defined by compact families of contractions, both in a single and multi-component setting. The results are applied in the context of general model sets to infer, via a generalized version of Weyl’s Theorem on uniform distribution, the existence of invariant measures for families of self-similarities of regular model sets.

Vector 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...