735 citations · 977 across the 22 of their papers we have counts for
23 papers
Schäffer's matrix inequality: the exact asymptotic constant
Samy Houache, Oleg Szehr, Rachid Zarouf
Let denote the smallest constant such that \[ |\det T|\|T^{-1}\| \leq S_n \|T\|^{n-1} \] for every invertible operator on every -dimensional complex Banach space. In H…
Projected Inner-Function Dynamics and Crystalline Measures of Meyer-Blaschke type
Oleg Szehr, Rachid Zarouf
We generalize a construction of Yves Meyer of sparse crystalline measures arising from powers of a Blaschke factor. Starting from a recursion on the unit circle where…
Signal Recovery from Time and Frequency Samples
Mert Kayaalp, Oleg Szehr
We analyze signal recovery when samples are taken concomitantly from a signal and its Fourier transform. This two-sided sampling framework extends classical one-sided reconstructio…
Deep Hedging Under Non-Convexity: Limitations and a Case for AlphaZero
Matteo Maggiolo, Giuseppe Nuti, Miroslav Štrupl +1
This paper examines replication portfolio construction in incomplete markets - a key problem in financial engineering with applications in pricing, hedging, balance sheet managemen…
Hedging of Financial Derivative Contracts via Monte Carlo Tree Search
Oleg Szehr
The construction of approximate replication strategies for pricing and hedging of derivative contracts in incomplete markets is a key problem of financial engineering. Recently Rei…
An exact kernel framework for spatio-temporal dynamics
Oleg Szehr, Dario Azzimonti, Laura Azzimonti
A kernel-based framework for spatio-temporal data analysis is introduced that applies in situations when the underlying system dynamics are governed by a dynamic equation. The key…
Interpolation without commutants
Oleg Szehr, Rachid Zarouf
We introduce a "dual-space approach" to mixed Nevanlinna-Pick/Carathéodory-Schur interpolation in Banach spaces X of holomorphic functions on the disk. Our approach can be viewed a…
Hedging using reinforcement learning: Contextual -Armed Bandit versus -learning
Loris Cannelli, Giuseppe Nuti, Marzio Sala +1
The construction of replication strategies for contingent claims in the presence of risk and market friction is a key problem of financial engineering. In real markets, continuous…
A constructive approach to Schaeffer's conjecture
Oleg Szehr, Rachid Zarouf
J.J. Schaeffer proved that for induced matrix norm and invertible the inequality \[\left|\det T\right|\left\Vert T^{-1}\right\Vert \leq\mathcal{S}\left\Vert T\…
-norms of Fourier coefficients of powers of a Blaschke factor
Oleg Szehr, Rachid Zarouf
We determine the asymptotic behavior of the -norms of the sequence of Taylor coefficients of , where is an automorphism of the unit disk, $p\…
Partial flag incidence algebras
Max Wakefield
The partial flag incidence algebra of a poset is the set of functions from to some ring which are zero on non-partial flag vectors. These partial flag incidence…
Connected components of irreducible maps and 1D quantum phases
Oleg Szehr, Michael M. Wolf
We investigate elementary topological properties of sets of completely positive (CP) maps that arise in quantum Perron-Frobenius theory. We prove that the set of primitive CP maps…
Maximum of the resolvent over matrices with given spectrum
Oleg Szehr, Rachid Zarouf
In numerical analysis it is often necessary to estimate the condition number and the norm of the resolvent of a given $n\tim…
Spectral-Variation Bounds in Hyperbolic Geometry
Oleg Szehr, Alexander Müller-Hermes
We derive new estimates for distances between optimal matchings of eigenvalues of non-normal matrices in terms of the norm of their difference. We introduce and estimate a hyperbol…
Variations on Classical and Quantum Extractors
Mario Berta, Omar Fawzi, Volkher B. Scholz +1
Many constructions of randomness extractors are known to work in the presence of quantum side information, but there also exist extractors which do not [Gavinsky {\it et al.}, STOC…
Perturbation Theory for Parent Hamiltonians of Matrix Product States
Oleg Szehr, Michael M. Wolf
This article investigates the stability of the ground state subspace of a canonical parent Hamiltonian of a Matrix product state against local perturbations. We prove that the spec…
On quantum Renyi entropies: a new generalization and some properties
Martin Müller-Lennert, Frédéric Dupuis, Oleg Szehr +2
The Renyi entropies constitute a family of information measures that generalizes the well-known Shannon entropy, inheriting many of its properties. They appear in the form of uncon…
Eigenvalue estimates for the resolvent of a non-normal matrix
Oleg Szehr
We investigate the relation between the spectrum of a non-normal matrix and the norm of its resolvent. We provide spectral estimates for the resolvent of matrices whose largest sin…
Spectral convergence bounds for classical and quantum Markov processes
Oleg Szehr, David Reeb, Michael M. Wolf
We introduce a new framework that yields spectral bounds on norms of functions of transition maps for finite, homogeneous Markov chains. The techniques employed work for bounded se…
Perturbation Bounds for Quantum Markov Processes and their Fixed Points
Oleg Szehr, Michael M. Wolf
We investigate the stability of quantum Markov processes with respect to perturbations of their transition maps. In the first part, we introduce a condition number that measures th…
Decoupling Theorems
Oleg Szehr
Decoupling theorems have proven useful in various applications in the area of quantum information theory. This thesis builds upon preceding work by Frédéric Dupuis [arXiv:1012.6044…
A decoupling approach to classical data transmission over quantum channels
Frédéric Dupuis, Oleg Szehr, Marco Tomamichel
Most coding theorems in quantum Shannon theory can be proven using the decoupling technique: to send data through a channel, one guarantees that the environment gets no information…
Decoupling with unitary approximate two-designs
Oleg Szehr, Frédéric Dupuis, Marco Tomamichel +1
Consider a bipartite system, of which one subsystem, A, undergoes a physical evolution separated from the other subsystem, R. One may ask under which conditions this evolution dest…