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Aspects of a Phase Transition in High-Dimensional Random Geometry

A phase transition in high-dimensional random geometry is analyzed as it arises in a variety of problems. A prominent example is the feasibility of a minimax problem that represents the extremal case of a class of financial risk measures, among them the current regulatory market risk measure Expecte...

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Publicat a:Entropy (Basel)
Autors principals: Prüser, Axel, Kondor, Imre, Engel, Andreas
Format: Artigo
Idioma:Inglês
Publicat: MDPI 2021
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC8304252/
https://ncbi.nlm.nih.gov/pubmed/34202637
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e23070805
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