Related papers: Higher moments for random multiplicative measures

In this manuscript we give thought to the aftermath on the stable probability density function when standard multiplicative cascades are generalised cascades based on the $q$-product of Borges that emerged in the context of non-extensive…

From the perspective of expectations of randomly stopped sums, Wald's equation and the Optional Sampling Theorem identify situations in which the stopping time can be decoupled from the stopping place, acting as if the two were independent.…

We consider the Constrained-degree percolation model in random environment on the square lattice. In this model, each vertex $v$ has an independent random constraint ${\kappa}_v$ which takes the value $j\in \{0,1,2,3\}$ with probability…

In this article, we prove that the measures $\mathbb{Q}_T$ associated to the one-dimensional Edwards' model on the interval $[0,T]$ converge to a limit measure $\mathbb{Q}$ when $T$ goes to infinity, in the following sense: for all $s\geq0$…

We present conditions every measure of entanglement has to satisfy and construct a whole class of 'good' entanglement measures. The generalization of our class of entanglement measures to more than two particles is straightforward. We…

There is a growing interest in the so-called Bayesian Predictive Inference approach, which allows to perform Bayesian inference without specifying the likelihood and prior of the model, or the need of any MCMC. Instead, only a sequence of…

The rates at which a user can generate device-independent quantum random numbers from a Bell-type experiment depend on the measurements that he performs. By numerically optimising over these measurements, we present lower bounds on the…

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…

A proof of the continuous martingale convergence theorem is provided. It relies on a classical martingale inequality and the almost sure convergence of a uniformly bounded non-negative super-martingale, after a truncation argument.

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 $X_i\le d$ and $\mathsf…

We give sufficient conditions for the bounded law of the iterated logarithms for strictly stationary random fields when the summation is done on rectangle. The study is done by the control of an appropriated maximal function. The case of…

We characterize the event of convergence of a local supermartingale. Conditions are given in terms of its predictable characteristics and quadratic variation. The notion of extended local integrability plays a key role. We then apply these…

I present here some results on the statistical behaviour of large random matrices in an ensemble where the probability distribution is not a function of the eigenvalues only. The perturbative expansion can be cast in a closed form and the…

For local martingales with nonnegative jumps, we prove a sufficient criterion for the corresponding exponential martingale to be a true martingale. The criterion is in terms of exponential moments of a convex combination of the optional and…

We address the intrinsic multimode nature of the quantum state of light obtained by pulsed spontaneous parametric downconversion and develop a theoretical model based only on experimentally accessible quantities. We exploit the pairwise…

We give optimal convergence rates in the central limit theorem for a large class of martingale difference sequences with bounded third moments. The rates depend on the behaviour of the conditional variances and for stationary sequences the…

We present a simple stochastic algorithm for generating multiplicative processes with multiscaling both in space and in time. With this algorithm we are able to reproduce a synthetic signal with the same space and time correlation as the…

We propose a sequential test for detecting arbitrary distribution shifts that allows conformal test martingales (CTMs) to work under a fixed, reference-conditional setting. Existing CTM detectors construct test martingales by continually…

Strassen's classical martingale coupling theorem states that two real-valued random variables are ordered in the convex (resp.\ increasing convex) stochastic order if and only if they admit a martingale (resp.\ submartingale) coupling. By…

We propose new concentration inequalities for self-normalized martingales. The main idea is to introduce a suitable weighted sum of the predictable quadratic variation and the total quadratic variation of the martingale. It offers much more…