Related papers: Characterization of max-continuous local martingal…
We survey results regarding the definability and size of maximal discrete sets in analytic hypergraphs. Our main examples include maximal almost disjoint (or mad) families, $\mathcal I$-mad families, maximal eventually different families,…
Here we give a necessary and sufficient condition for the convergence to a random max infinitely divisible law from that of a random maximum. We then discuss random max-stable laws, their domain of max-attraction and the associated extremal…
Deciding termination is a fundamental problem in the analysis of probabilistic imperative programs. We consider the qualitative and quantitative probabilistic termination problems for an imperative programming model with discrete…
In this paper, we consider the systems with trajectories originating in the nonnegative orthant becoming nonnegative after some finite time transient. First we consider dynamical systems (i.e., fully observable systems with no inputs),…
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…
We develop the self similarity argument known as sparse domination in an abstract martingale setting, using a continuous time parameter. With this method, we prove a sharp weighted L^p estimate for the maximal operator Y^* of Y with respect…
We show the noninheritance of the completeness of the noncompact Yamabe flow. Our main theorem states the existence of a long time solution which is complete for each time and converges to an incomplete Riemannian metric. This shows the…
An infinite system of point particles placed in $\mathds{R}^d$ is studied. Its constituents perform random jumps with mutual repulsion described by a translation-invariant jump kernel and interaction potential, respectively. The pure states…
We consider the problem of finding a real valued martingale fitting specified marginal distributions. For this to be possible, the marginals must be increasing in the convex order and have constant mean. We show that, under the extra…
For a certain parametrized family of maps on the circle, with critical points and logarithmic singularities where derivatives blow up to infinity, a positive measure set of parameters was constructed in [19], corresponding to maps which…
Considering modules of finite complete intersection dimension over commutative Noetherian local rings, we prove (co)homology vanishing results in which we assume the vanishing of nonconsecutive (co)homology groups. In fact, the (co)homology…
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…
In this paper, we obtain almost sure invariance principles with rate of order $n^{1/p}\log^\beta n$, $2< p\le 4$, for sums associated to a sequence of reverse martingale differences. Then, we apply those results to obtain similar…
We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…
Inevitability properties in branching temporal logics are of the syntax forall eventually \phi, where \phi is an arbitrary (timed) CTL formula. In the sense that "good things will happen", they are parallel to the "liveness" properties in…
Extending our own and others' earlier approaches to reasoning about termination of probabilistic programs, we propose and prove a new rule for termination with probability one, also known as "almost-certain termination". The rule uses both…
The famous theorem of R.Aumann and M.Maschler states that the sequence of values of an N-stage zero-sum game G_N with incomplete information on one side converges as N tends to infinity, and the error term is bounded by a constant divided…
In this article we study and classify optimal martingales in the dual formulation of optimal stopping problems. In this respect we distinguish between weakly optimal and surely optimal martingales. It is shown that the family of weakly…
This paper contributes to the study of class $(\Sigma^{r})$ as well as the c\`adl\`ag semi-martingales of class $(\Sigma)$, whose finite variational part is c\`adl\`ag instead of continuous. The two above-mentioned classes of stochastic…
We describe various classes of infinitely presented groups that are condensation points in the space of marked groups. A well-known class of such groups consists of finitely generated groups admitting an infinite minimal presentation. We…