4 papers
Existence and uniqueness of invariant measures for non-Feller Markov semigroups
Jean-Gabriel Attali
We study existence and uniqueness of invariant probability measures for continuous-time Markov processes on general state spaces. Existence is obtained from tightness of time avera…
Asymptotic Stability and Equilibrium Selection in Quasi-Feller Systems with Minimal Moment Conditions
Jean-Gabriel Attali
We study equilibrium selection for invariant measures of stochastic dynamical systems with constant step size, under persistent noise and minimal moment assumptions, in a general q…
Analytic Regularity and Approximation Limits of Coefficient-Constrained Shallow Networks
Jean-Gabriel Attali
We study approximation limits of single-hidden-layer neural networks with analytic activation functions under global coefficient constraints. Under uniform bounds, or more…
A kinetic theory approach to consensus formation in financial markets
Jean-Gabriel Attali, Francesco Salvarani
It is sometimes acknowledged that (sell-side) equity analysts' recommendations influence investors and therefore market prices. In particular, the S&P 500 is expected to decline (r…