Related papers: Typical martingale diverges at a typical point

A space of local martingales of SLE type growth processes forms a representation of Virasoro algebra, but apart from a few simplest cases not much is known about this representation. The purpose of this article is to exhibit examples of…

In this article, we investigate sequences of discontinuous martingales on submanifolds of higher-dimensional Euclidean space. Those sequences naturally arise when we deal with a sequence of harmonic maps with respect to non-local Dirichlet…

A single jump filtration $({\mathscr{F}}_t)_{t\in \mathbb{R}_+}$ generated by a random variable $\gamma$ with values in $\overline{\mathbb{R}}_+$ on a probability space $(\Omega ,{\mathscr{F}},\mathsf{P})$ is defined as follows: a set $A\in…

Defining a divergence between the laws of continuous martingales is a delicate task, owing to the fact that these laws tend to be singular to each other. An important idea, put forward by N. Gantert, is to instead consider a scaling limit…

We present an elementary treatment of the Optional Decomposition Theorem for continuous semimartingales and general filtrations. This treatment does not assume the existence of equivalent local martingale measure(s), only that of strictly…

Let $\{A_{i,n}\}$ be a triangular array of elements in a Banach algebra, whose norms do not grow too fast, and whose row averages converge to $A$. Let $\sigma \in S(n)$ be a permutation drawn uniformly at random. If the array only contains…

It is known that there exist functions in certain de Branges--Rovnyak spaces whose Taylor series diverge in norm, even though polynomials are dense in the space. This is often proved by showing that the sequence of Taylor partial sums is…

A general diffusion semimartingale is a one-dimensional path-continuous semimartingale that is also a regular strong Markov process. We say that a continuous semimartingale has the representation property if all local martingales w.r.t. its…

We introduce a novel notion of divergence between continuous martingales; the reciprocal specific relative entropy. First, we motivate this definition from multiple perspectives. Thereafter, we solve the reciprocal specific relative entropy…

For a class of symmetric random matrices whose entries are martingale differences adapted to an increasing filtration, we prove that under a Lindeberg-like condition, the empirical spectral distribution behaves asymptotically similarly to a…

We study the convergence behavior of the general inverse $\sigma_k$-flow on K\"{a}hler manifolds with initial metrics satisfying the Calabi Ansatz. The limiting metrics can be either smooth or singular. In the latter case, interesting conic…

Let $\alpha$ be a Steinhaus or a Rademacher random multiplicative function. For a wide class of multiplicative functions $f$ we show that the sum $\sum_{n \le x}\alpha(n) f(n)$, normalised to have mean square $1$, has a non-Gaussian…

The resolvent convergence of self-adjoint operators via the technique of $\Gamma$-convergence of quadratic forms is adapted to incorporate complex Hilbert spaces. As an application, we find effective operators to the Dirichlet Laplacian…

We study collections of exact Lagrangian submanifolds respecting some uniform Riemannian bounds, which we equip with a metric naturally arising in symplectic topology (e.g. the Lagrangian Hofer metric or the spectral metric). We exhibit…

Consider a family of random ordinary differential equations on a manifold driven by vector fields of the form $\sum_kY_k\alpha_k(z_t^\epsilon(\omega))$ where $Y_k$ are vector fields, $\epsilon$ is a positive number, $z_t^\epsilon$ is a…

Building on and extending tools from variational analysis, we prove Kuratowski convergence of sets of simplicial area minimizers to minimizers of the smooth Douglas-Plateau problem under simplicial refinement. This convergence is with…

We study the convergence of the so-called entangled ergodic averages $\frac{1}{N^k}\sum_{n_1,...,n_k=1}^{N}T_m^{n_{\alpha(m)}}A_{m-1}T_{m-1}^{n_{\alpha(m-1)}}A_{m-2}...A_1T_1^{n_{\alpha(1)}},$ where $k\leq m$ and…

In this article we quantify almost sure martingale convergence theorems in terms of the tradeoff between asymptotic almost sure rates of convergence (error tolerance) and the respective modulus of convergence. For this purpose we generalize…

We consider the discrepancy of the integer lattice with respect to the collection of all translated copies of a dilated convex body having a finite number of flat, possibly non-smooth, points in its boundary. We estimate the $L^{p}$ norm of…

In this paper we will give a categorical proof of the Radon-Nikodym theorem. We will do this by describing the trivial version of the result on finite probability spaces as a natural isomorphism. We then proceed to Kan extend this…