Related papers: Typical martingale diverges at a typical point

Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…

The Doob convergence theorem implies that the set of divergence of any martingale has measure zero. We prove that, conversely, any $G\_{\delta\sigma}$ subset of the Cantor space with Lebesgue-measure zero can be represented as the set of…

In this paper, we obtain stability results for martingale representations in a very general framework. More specifically, we consider a sequence of martingales each adapted to its own filtration, and a sequence of random variables…

We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…

Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. Probab.}, 20(1):137--151, 1992] proved local uniform convergence of additive martingales in $d$-dimensional supercritical branching random walks at complex…

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…

Let $(\Omega, \A, \mu)$ be a Lebesgue space and $T$ an ergodic measure preserving automorphism on $\Omega$ with positive entropy. We show that there is a bounded and strictly stationary martingale difference sequence defined on $\Omega$…

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 stationarily local integrability plays a key role.

Given a bounded sequence $\{X^{n}\}_{n}$ of semimartingales on a time interval $[0,T]$, we find a sequence of convex combinations $\{Y^{n}\}_{n}$ and a limiting semimartingale $Y$ such that $\{Y^{n}\}_{n}$ converges to $Y$ in a…

We provide a categorical proof of convergence for martingales and backward martingales in mean, using enriched category theory. The enrichment we use is in topological spaces, with their canonical closed monoidal structure, which encodes a…

In this article we prove martingale type pointwise convergence theorems pertaining to tensor product splines defined on $d$-dimensional Euclidean space ($d$ is a positive integer), where conditional expectations are replaced by their…

We examine topological spaces not distinguishing ideal pointwise and ideal $\sigma$-uniform convergence of sequences of real-valued continuous functions defined on them. For instance, we introduce a purely combinatorial cardinal…

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…

It is shown that there exists a normal uniform algebra, on a compact metrizable space, that fails to be strongly regular at some peak point. This answers a 31-year-old question of Joel Feinstein. Our example is R(K) for a certain compact…

This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…

We investigate for families of smooth projective varieties over a localized polynomial ring Z[x_1,...,x_r][D^{-1}] the conjugate filtration on De Rham cohomology tensored with Z/NZ. As N tends to infinity this leads to the concept of the…

We introduce a pointfree theory of convergence on lattices and coframes. A convergence lattice is a lattice $L$ with a monotonic map $\lim_L$ from the lattice of filters on $L$ to $L$, meant to be an abstract version of the map sending…

A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…

The Fock transform recently introduced by the authors in a previous paper is applied to investigate convergence of generalized functional sequences of a discrete-time normal martingale $M$. A necessary and sufficient condition in terms 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…