Related papers: Typical martingale diverges at a typical point

We prove optimal ${L}^2$ bounds for a pair of Hilbert space valued differentially subordinate martingales under a change of law. The change of law is given by a process called a weight and sharpness in this context refers to the optimal…

We characterize ultrafilter convergence and ultrafilter compactness in linearly ordered and generalized ordered topological spaces. In such spaces, and for every ultrafilter $D$, the notions of $D$-compactness and of $D$-pseudocompactness…

For martingales with a wide range of integrability, we will quantify the rate of convergence of the central limit theorem via Wasserstein distances of order $r$, $1\le r\le 3$. Our bounds are in terms of Lyapunov's coefficients and the…

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…

Using an elementary argument, we prove new fixed point theorems for classical elliptic complexes. We obtain new results for conformal relations and coisotropic intersections. We obtain theorems for the average intersections of families of…

The notion of a homogeneous standard filtration of $\sigma$-algebras was introduced by the author in 1970. The main theorem asserted that a homogeneous filtration is standard, i.e., generated by a sequence of independent random variables,…

Two immersed triangulations in the plane with the same combinatorics are considered as preimage and image of a discrete immersion $F$. We compare the cross-ratios $Q$ and $q$ of corresponding pairs of adjacent triangles in the two…

Let $(\Sigma,p)$ be a pointed Riemann surface of genus $g\geq 1$. For any integer $k\geq 1$, we parametrize the space of meromorphic quadratic differentials on $\Sigma$ with a pole of order $(k+2)$ at $p$, having a connected critical graph…

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.

We show that no matter what subset of a normed space is given, a typical 1-Lipschitz mapping into a Banach space is non-differentiable at a typical point of the set in a very strong sense: the derivative ratio approximates, on arbitrary…

We study non-compact scaling limits of uniform random planar quadrangulations with a boundary when their size tends to infinity. Depending on the asymptotic behavior of the boundary size and the choice of the scaling factor, we observe…

Given a relatively projective birational morphism $f\colon X\to Y$ of smooth algebraic spaces with dimension of fibers bounded by 1, we construct tilting relative (over $Y$) generators $T_{X,f}$ and $S_{X,f}$ in $\mathcal{D}^b(X)$. We…

We consider a countably generated and uniformly closed algebra of bounded functions. We assume that there is a lower semicontinuous, with respect to the supremum norm, quadratic form and that normal contractions operate in a certain sense.…

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…

(This is the third version of a working paper.) We develop a family of self-normalized concentration inequalities for marginal mean under martingale-difference structure and $\phi/\tilde{\phi}$-mixing conditions, where the latter includes…

Given any full rank lattice and a natural number N , we regard the point set given by the scaled lattice intersected with the unit square under the Lambert map to the unit sphere, and show that its spherical cap discrepancy is at most of…

We study canonical filtrations of finite-dimensional associative algebras and Lie algebras. These filtrations are defined via optimal destabilizing one-parameter subgroups in the sense of geometric invariant theory (GIT), and appear to be a…

This paper introduces a reformulation of the classical convergence theorem for spectral sequences of filtered complexes which provides an algorithm to effectively compute the induced filtration on the total (co)homology, as soon as the…

A strict local martingale is a local martingale that is not a martingale. We investigate how such a process might arise from a true martingale as a result of an enlargement of the filtration. We study and implement a particular type of…

Some general connections between martingales and character ratios of finite groups are developed. As an application we sharpen the convergence rate in a central limit theorem for the character ratio of a random representation of the…