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math.PR2019
Operator norm upper bound for sub-Gaussian tailed random matrices
Eric Benhamou, Jamal Atif, Rida Laraki
This paper investigates an upper bound of the operator norm for sub-Gaussian tailed random matrices. A lot of attention has been put on uniformly bounded sub-Gaussian tailed random…
math.PR2010★ 2 cited
Equilibrium in Two-Player Non-Zero-Sum Dynkin Games in Continuous Time
Rida Laraki, Eilon Solan
We prove that every two-player non-zero-sum Dynkin game in continuous time admits an epsilon-equilibrium in randomized stopping times. We provide a condition that ensures the exist…