Modulus of continuity for a martingale sequence
Abstract
Given a martingale sequence of random fields that satisfies a natural assumption of boundedness, it is shown that the pointwise limit of this sequence can be modified in such a way that a certain class of moduli of continuity is preserved. That is, if every element of the sequence admits a given modulus of continuity, one can construct a modification of the limiting random field so that this new field also admits the same modulus of continuity. Additionally, it is shown that requiring further smoothness and a stronger notion of boundedness for the original sequence guarantees further smoothness of the limiting field and a stronger mode of convergence to this limit. Moreover, the modulus of continuity is also preserved for the derivatives.
Cite
@article{arxiv.2012.04962,
title = {Modulus of continuity for a martingale sequence},
author = {Azat Miftakhov},
journal= {arXiv preprint arXiv:2012.04962},
year = {2020}
}
Comments
6 pages