activity
19982026
most citedMonotone Riemannian Metrics and Relative Entropy on Non-Commutative Probability Spaces

166 citations · 172 across the 9 of their papers we have counts for

collaborators

12 papers

quant-ph2026

Consistent histories and the ultrametric on infinite tensor products

Andrew Lesniewski

The consistent histories formulation of quantum mechanics assigns classical probabilities to sequences of coarse-grained events when the corresponding interference terms vanish. In…

quant-ph2026

A complete ultrametric on von Neumann's incomplete tensor products

Andrew Lesniewski

We revisit von Neumann's theory of infinite tensor products of Hilbert spaces. On the set of equivalence classes of -sequences, which labels the incomplete tensor products…

cs.IT2026

Ricci flow for the Bures--Helstrom qubit metric

Andrew Lesniewski

The Bures--Helstrom metric is the minimal monotone Riemannian metric on the state space of a qubit. With the quantum Fisher normalization used here, it identifies the Bloch ball wi…

q-fin.MF2026

Mortgage Burnout and Selection Effects in Heterogeneous Cox Hazard Models

Andrew Lesniewski

We study the aggregate hazard rate of a heterogeneous population whose individual event intensities are modeled as Cox (doubly stochastic) processes. In the deterministic hazard se…

q-fin.CP2021

Portfolio risk allocation through Shapley value

Patrick S. Hagan, Andrew Lesniewski, Georgios E. Skoufis +1

We argue that using the Shapley value of cooperative game theory as the scheme for risk allocation among non-orthogonal risk factors is a natural way of interpreting the contributi…

q-bio.PE2020★ 4 cited

Epidemic control via stochastic optimal control

Andrew Lesniewski

We study the problem of optimal control of the stochastic SIR model. Models of this type are used in mathematical epidemiology to capture the time evolution of highly infectious di…