Related papers: Higher moments for random multiplicative measures
Unpredictability, or randomness, of the outcomes of measurements made on an entangled state can be certified provided that the statistics violate a Bell inequality. In the standard Bell scenario where each party performs a single…
An explicit procedure to construct a family of martingales generated by a process with independent increments is presented. The main tools are the polynomials that give the relationship between the moments and cumulants, and a set of…
We consider Markov processes with generator of the form $\gamma \mathcal{L}_{1} + \mathcal{L}_{0}$, in which $\mathcal{L}_{1}$ generates a so-called dominant process that converges at large times towards a random point in a fixed subset…
Based on maximally entangled states, we explore the constructions of mutually unbiased bases in bipartite quantum systems. We present a new way to construct mutually unbiased bases by difference matrices in the theory of combinatorial…
We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of…
Let $L$ be a linear space of real bounded random variables on the probability space $(\Omega,\mathcal{A},P_0)$. There is a finitely additive probability $P$ on $\mathcal{A}$, such that $P\sim P_0$ and $E_P(X)=0$ for all $X\in L$, if and…
Based on the ideas of {\it quantum extension} and {\it quantum conditioning}, we propose a generic approach to construct a new kind of entanglement measures called {\it conditional entanglement}. The new measures, built from the known…
In a previous work, we associated with any submartingale $X$ of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$ satisfying some technical conditions, a…
We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…
We study the $L^q$-spectrum of measures in the plane generated by certain nonlinear maps. In particular we consider attractors of iterated function systems consisting of maps whose components are $C^{1+\alpha}$ and for which the Jacobian is…
We consider a branching random walk on the line. Biggins and Kyprianou [6] proved that, in the boundary case, the associated derivative martingale converges almost surly to a finite nonnegative limit, whose law serves as a fixed point of a…
In this paper, we give sufficient conditions for a Crump-Mode-Jagers process to be bounded in $L_k$ for a given $k>1$. This result is then applied to a recent random graph process motivated by pairwise collaborations and driven by…
We give some reasonable and usable conditions on a sequence of norm one in a dual banach space under which the sequence does not converges to the origin in the $w^*$-topology. These requirements help to ensure that the Lagrange multipliers…
Let $X$ be the unique normal martingale such that $X_0=0$ and \[\mathrm{d}[X]_t=(1-t-X_{t-}) \mathrm{d}X_t+\mathrm{d}t\] and let $Y_t:=X_t+t$ for all $t\geq 0$; the semimartingale $Y$ arises in quantum probability, where it is the…
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…
In this paper, we consider testing the martingale difference hypothesis for high-dimensional time series. Our test is built on the sum of squares of the element-wise max-norm of the proposed matrix-valued nonlinear dependence measure at…
We prove an elementary yet useful inequality bounding the maximal value of certain linear programs. This leads directly to a bound on the martingale difference for arbitrarily dependent random variables, providing a generalization of some…
We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration…
In this note we consider sampling from (non-homogeneous) strongly Rayleigh probability measures. As an important corollary, we obtain a fast mixing Markov Chain sampler for Determinantal Point Processes.
We consider statistical methods based on finite samples of locally randomized measurements in order to certify different degrees of multiparticle entanglement in intermediate-scale quantum systems. We first introduce hierarchies of…