3 papers
math.FA2026
Wave Packets and Eigenvalue Estimates for Limiting Operators on the Disk
Kevin Hughes, Arie Israel, Azita Mayeli
We study two-dimensional spatio-spectral limiting operators \[ T_R := P_{D(R)} B_S P_{D(R)} : L^2(\mathbb{R}^2) \rightarrow L^2(\mathbb{R}^2), \] where is a disk of radius $…
math.CA2026
Wave packet systems and connections to spectral analysis of limiting operators
Kevin Hughes, Arie Israel, Azita Mayeli
We discuss the design of ``wave packet systems'' that admit strong concentration properties in phase space. We make a connection between this problem and topics in signal processin…
q-fin.MF2025
Wasserstein Robust Market Making via Entropy Regularization
Zhou Fang, Arie Israel
In this paper, we introduce a robust market making framework based on Wasserstein distance, utilizing a stochastic policy approach enhanced by entropy regularization. We demonstrat…