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We construct a class of nonnegative martingale processes that oscillate indefinitely with high probability. For these processes, we state a uniform rate of the number of oscillations and show that this rate is asymptotically close to the…
In this paper, we adapt the well-known \emph{local} uniqueness results of Borg-Marchenko type in the inverse problems for one dimensional Schr{\"o}dinger equation to prove \emph{local} uniqueness results in the setting of inverse…
We discuss certain facts involving a continuous local martingale $N$ and its supremum $\bar{N}$. A complete characterization of $(N,\bar{N})$-harmonic functions is proposed. This yields an important family of martingales, the usefulness of…
We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…
We consider the problem of preprocessing $N$ points in 2D, each endowed with a priority, to answer the following queries: given a axis-parallel rectangle, determine the point with the largest priority in the rectangle. Using the ideas of…
We provide a composite version of Ville's theorem that an event has zero measure if and only if there exists a nonnegative martingale which explodes to infinity when that event occurs. This is a classic result connecting measure-theoretic…
Let (S_0,S_1,...) be a supermartingale relative to a nondecreasing sequence of \sigma-algebras (H_{\le0},H_{\le1},...), with S_0\le0 almost surely (a.s.) and differences X_i:=S_i-S_{i-1}. Suppose that for every i=1,2,... there exist…
Consider a stochastic process $\mathfrak{X}$, regenerative at a state $x$ which is instantaneous and regular. Let $L$ be a regenerative local time for $\mathfrak{X}$ at $x$. Suppose furthermore that $\mathfrak{X}$ can be approximated by…
In this brief paper we find computable exponential convergence rates for a large class of stochastically ordered Markov processes. We extend the result of Lund, Meyn, and Tweedie (1996), who found exponential convergence rates for…
Suppose we are given an environment consisting of axis-parallel and diagonal line segments with integer endpoints, each of which may be reflective or non-reflective, with integer endpoints, and an initial position for a light ray passing…
We give criteria for ergodicity, transience and null recurrence for the random walk in random environment on {0,1,2,...}, with reflection at the origin, where the random environment is subject to a vanishing perturbation. Our results…
We consider fragments of uniform reflection for formulas in the analytic hierarchy over theories of second order arithmetic. The main result is that for any second order arithmetic theory $T_0$ extending ${\sf RCA}_0$ and axiomatizable by a…
Let \svec = (s_1,...,s_m) and \tvec = (t_1,...,t_n) be vectors of nonnegative integer-valued functions of m,n with equal sum S = sum_{i=1}^m s_i = sum_{j=1}^n t_j. Let M(\svec,\tvec) be the number of m*n matrices with nonnegative integer…
Free analysis is a quantization of the usual function theory much like operator space theory is a quantization of classical functional analysis. Basic objects of free analysis are noncommutative functions. These are maps on tuples of…
We consider the problem of reconstructing a rank-$k$ $n \times n$ matrix $M$ from a sampling of its entries. Under a certain incoherence assumption on $M$ and for the case when both the rank and the condition number of $M$ are bounded, it…
We consider a stable but nearly unstable autoregressive process of any order. The bridge between stability and instability is expressed by a time-varying companion matrix $A_{n}$ with spectral radius $\rho(A_{n}) < 1$ satisfying…
Suppose that $\mathbf{C}_0^n \subset \mathbb{R}^{n+1}$ is a smooth strictly minimizing and strictly stable minimal hypercone, $l \geq 0$, and $M$ a complete embedded minimal hypersurface of $\mathbb{R}^{n+1+l}$ lying to one side of…
Let $K$ be a field, $R$ a standard graded $K$-algebra and $M$ be a finitely generated graded $R$-module. The rate of $M$, $rate_R(M)$, is a measure of the growth of the shifts in the minimal graded free resolution of $M$. In this paper, we…
We give necessary and sufficient conditions for the stationary density of semimartingale reflected Brownian motion in a wedge to be written as a finite sum of terms of exponential product form. Relying on geometric ideas reminiscent of the…
It is consistent that for every n >= 2, every stationary subset of omega_n consisting of ordinals of cofinality omega_k where k = 0 or k <= n-3 reflects fully in the set of ordinals of cofinality omega_{n-1}. We also show that this result…