Continued fractions built from convex sets and convex functions

In a partially ordered semigroup with the duality (or polarity) transform, it is pos- sible to define a generalisation of continued fractions. General sufficient conditions for convergence of continued fractions are provided. Two particular applications concern the cases of convex sets with the Minkowski addition and the polarity transform and the family of non-negative convex functions with the Legendre–Fenchel and Artstein-Avidan–Milman transforms.

On restricted families of projections in ℝ3

We study projections onto non-degenerate one-dimensional families of lines and planes in R 3 . Using the classical potential theoretic approach of R. Kaufman, one can show that the Hausdorff dimension of at most 12 -dimensional sets [Math Processing Error] is typically preserved under one-dimensional families of projections onto lines. We improve the result by an ε , proving that if [Math Processing Error], then the packing dimension of the projections is almost surely at least [Math Processing Error]. For projections onto planes, we obtain a similar bound, with the threshold 12 replaced by 1 . In the special case of self-similar sets [Math Processing Error] without rotations, we obtain a full Marstrand-type projection theorem for 1-parameter families of projections onto lines. The [Math Processing Error] case of the result follows from recent work of M. Hochman, but the [Math Processing Error] part is new: with this assumption, we prove that the projections have positive length almost surely.

Large deviations for heavy-tailed random elements in convex cones

We prove large deviation results for sums of heavy-tailed random elements in rather general convex cones being semigroups equipped with a rescaling operation by positive real numbers. In difference to previous results for the cone of convex sets, our technique does not use the embedding of cones in linear spaces. Examples include the cone of convex sets with the Minkowski addition, positive half-line with maximum operation and the family of square integrable functions with arithmetic addition and argument rescaling.

Multiasset Derivatives and Joint Distributions of Asset Prices

Several of multiasset derivatives like basket options or options on the weighted maximum of assets exhibit the property that their prices determine uniquely the underlying asset distribution. Related to that the question how to retrieve this distributions from the corresponding derivatives quotes will be discussed. On the contrary, the prices of exchange options do not uniquely determine the underlying distributions of asset prices and the extent of this non-uniqueness can be characterised. The discussion is related to a geometric interpretation of multiasset derivatives as support functions of convex sets. Following this, various symmetry properties for basket, maximum and exchange options are discussed alongside with their geometric interpretations and some decomposition results for more general payoff functions.

Dimensions of projections of sets on Riemannian surfaces of constant curvature

We apply the theory of Peres and Schlag to obtain generic lower bounds for Hausdorff dimension of images of sets by orthogonal projections on simply connected two-dimensional Riemannian manifolds of constant curvature. As a conclusion we obtain appropriate versions of Marstrand's theorem, Kaufman's theorem, and Falconer's theorem in the above geometrical settings.

3D documentation and visualization of external injury findings by integration of simple photography in CT/MRI data sets (IprojeCT).

This study evaluated the feasibility of documenting patterned injury using three dimensions and true colour photography without complex 3D surface documentation methods. This method is based on a generated 3D surface model using radiologic slice images (CT) while the colour information is derived from photographs taken with commercially available cameras. The external patterned injuries were documented in 16 cases using digital photography as well as highly precise photogrammetry-supported 3D structured light scanning. The internal findings of these deceased were recorded using CT and MRI. For registration of the internal with the external data, two different types of radiographic markers were used and compared. The 3D surface model generated from CT slice images was linked with the photographs, and thereby digital true-colour 3D models of the patterned injuries could be created (Image projection onto CT/IprojeCT). In addition, these external models were merged with the models of the somatic interior. We demonstrated that 3D documentation and visualization of external injury findings by integration of digital photography in CT/MRI data sets is suitable for the 3D documentation of individual patterned injuries to a body. Nevertheless, this documentation method is not a substitution for photogrammetry and surface scanning, especially when the entire bodily surface is to be recorded in three dimensions including all external findings, and when precise data is required for comparing highly detailed injury features with the injury-inflicting tool.