@@ -599,18 +599,18 @@ following arbitrage true
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x_0 ^T\left (B-\gamma ^{* } A\right )p_0 &= 0
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\end {aligned}
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- ..
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-
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- *Proof (Sketch): * Assumption I and II imply that there exist :math: `(\alpha _0 ,
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- x_0 )` and :math: `(\beta _0 , p_0 )` that solve the TEP and EEP, respectively. If
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- :math: `\gamma ^*>\alpha _0 `, then by definition of :math: `\alpha _0 `, there cannot
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- exist a semi-positive :math: `x` that satisfies :math: `x^T B \geq \gamma ^{* }
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- x^T A`. Similarly, if :math: `\gamma ^*<\beta _0 `, there is no semi-positive
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- :math: `p` for which :math: `Bp \leq \gamma ^{* } Ap`. Let :math: `\gamma ^{*
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- }\in [\beta _0 , \alpha _0 ]`, then :math: `x_0 ^T B \geq \alpha _0 x_0 ^T A \geq
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- \gamma ^{* } x_0 ^T A`. Moreover, :math: `Bp_0 \leq \beta _0 A p_0 \leq \gamma ^* A
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- p_0 `. These two inequalities imply :math: `x_0 \left (B - \gamma ^{* } A\right )p_0
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- = 0 `.
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+ .. note ::
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+
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+ *Proof (Sketch): * Assumption I and II imply that there exist :math: `(\alpha _0 ,
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+ x_0 )` and :math: `(\beta _0 , p_0 )` that solve the TEP and EEP, respectively. If
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+ :math: `\gamma ^*>\alpha _0 `, then by definition of :math: `\alpha _0 `, there cannot
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+ exist a semi-positive :math: `x` that satisfies :math: `x^T B \geq \gamma ^{* }
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+ x^T A`. Similarly, if :math: `\gamma ^*<\beta _0 `, there is no semi-positive
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+ :math: `p` for which :math: `Bp \leq \gamma ^{* } Ap`. Let :math: `\gamma ^{*
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+ }\in [\beta _0 , \alpha _0 ]`, then :math: `x_0 ^T B \geq \alpha _0 x_0 ^T A \geq
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+ \gamma ^{* } x_0 ^T A`. Moreover, :math: `Bp_0 \leq \beta _0 A p_0 \leq \gamma ^* A
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+ p_0 `. These two inequalities imply :math: `x_0 \left (B - \gamma ^{* } A\right )p_0
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+ = 0 `.
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Here the constant :math: `\gamma ^{*}` is both an expansion factor and an interest
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factor (not necessarily optimal).
@@ -747,17 +747,17 @@ Using this interpretation, they restate Assumption I and II as follows
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V(-A) < 0 \quad\quad \text {and}\quad\quad V(B)>0
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- ..
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-
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- *Proof (Sketch) *: \* :math: `\Rightarrow ` :math: `V(B)>0 ` implies
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- :math: `x_0 ^T B \gg \mathbf {0 }`, where :math: `x_0 ` is a maximizing
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- vector. Since :math: `B` is non-negative, this requires that each
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- column of :math: `B` has at least one positive entry, which is
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- Assumption I. \* :math: `\Leftarrow ` From Assumption I and the fact
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- that :math: `p>\mathbf {0 }`, it follows that :math: `Bp > \mathbf {0 }`.
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- This implies that the maximizing player can always choose :math: `x`
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- so that :math: `x^TBp>0 ` so that it must be the case
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- that :math: `V(B)>0 `.
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+ .. note ::
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+
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+ *Proof (Sketch) *: \* :math: `\Rightarrow ` :math: `V(B)>0 ` implies
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+ :math: `x_0 ^T B \gg \mathbf {0 }`, where :math: `x_0 ` is a maximizing
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+ vector. Since :math: `B` is non-negative, this requires that each
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+ column of :math: `B` has at least one positive entry, which is
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+ Assumption I. \* :math: `\Leftarrow ` From Assumption I and the fact
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+ that :math: `p>\mathbf {0 }`, it follows that :math: `Bp > \mathbf {0 }`.
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+ This implies that the maximizing player can always choose :math: `x`
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+ so that :math: `x^TBp>0 ` so that it must be the case
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+ that :math: `V(B)>0 `.
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In order to (re)state Theorem I in terms of a particular two-player
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zero-sum game, we define a matrix for :math: `\gamma\in \mathbb {R}`
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