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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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| Udgivet i: | Entropy (Basel) |
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| Main Authors: | , , |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
MDPI
2021
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| Fag: | |
| Online adgang: | 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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