Related papers: The strong predictable representation property in …
This paper considers the nonlinear theory of G-martingales as introduced by Peng. A martingale representation theorem for this theory is proved by using the techniques and the results established in an accompanying paper for the second…
Weak mixing in lattice models is informally the property that ``information does not propagate inside a system''. Strong mixing is the property that ``information does not propagate inside and on the boundary of a system''. In dimension…
When analyzing probabilistic computations, a powerful approach is to first find a martingale---an expression on the program variables whose expectation remains invariant---and then apply the optional stopping theorem in order to infer…
Stricker's theorem states that a Gaussian process is a semimartingale in its natural filtration if and only if it is the sum of an independent increment Gaussian process and a Gaussian process of finite variation, see [1983, Z. Wahrsch.…
Let L be a finite extension of Q_p and d a positive integer. A conjecture, due to C. Breuil and P. Schneider, says that the existence of invariant norms on certain locally algebraic representations of GL_{d+1}(L) should be equivalent to the…
We prove a martingale triangular array generalization of the Chow-Birnbaum-Marshall's inequality. The result is used to derive a strong law of large numbers for martingale triangular arrays whose rows are asymptotically stable in a certain…
Martingale representation theorem for set-valued martingales was proposed by M. Kisielewicz [J. Math. Anal. Appl. 2014]. We shall prove that the result holds only for very special case: the set-valued martingale degenerates to the…
We investigate the supports of extremal martingale measures with pre-specified marginals in a two-period setting. First, we establish in full generality the equivalence between the extremality of a given measure $Q$ and the denseness in…
Latent traversal is a popular approach to visualize the disentangled latent representations. Given a bunch of variations in a single unit of the latent representation, it is expected that there is a change in a single factor of variation of…
For a class of stochastic differential equations with reflection for which a certain ${\mathbb{L}}^p$ continuity condition holds with $p>1$, it is shown that any weak solution that is a strong Markov process can be decomposed into the sum…
Birkhoff's representation theorem (Birkhoff, 1937) defines a bijection between elements of a distributive lattice and the family of upper sets of an associated poset. Although not used explicitly, this result is at the backbone of the…
Standard probabilistic models face fundamental challenges such as data scarcity, a large hypothesis space, and poor data transparency. To address these challenges, we propose a novel probabilistic model of data-driven temporal propositional…
We introduce more properties of forcing notions which imply that their lambda-support iterations are lambda-proper, where lambda is an inaccessible cardinal. This paper is a direct continuation of section A.2 of math.LO/0210205. As an…
It has previously been hypothesized, and supported with some experimental evidence, that deeper representations, when well trained, tend to do a better job at disentangling the underlying factors of variation. We study the following related…
We study maximal representations of nonnegative sesquilinear forms in real or complex Hilbert spaces, that are not necessarily closed or even closable. We associate positive self-adjoint operators with such forms, in a sense similar to…
The paper studies properties of continuous time processes with spectrum degeneracy at a single point where their Fourier transforms vanish with a certain rate. It appears that these processes are linearly predictable in some weak sense,…
In this note we prove the strong Feller property of a strong Markov quasi diffusion process corresponding to an elliptic operator with merely bounded measurable coefficients. We also prove H\"older continuity of harmonic functions…
Latent features learned by deep learning approaches have proven to be a powerful tool for machine learning. They serve as a data abstraction that makes learning easier by capturing regularities in data explicitly. Their benefits motivated…
The present paper is devoted to the second part of our project on asymmetric maximal inequalities, where we consider martingales in continuous time. Let $(\mathcal M,\tau)$ be a noncommutative probability space equipped with a continuous…
We consider a field $f \circ T_1^{i_1} \circ \cdots \circ T_d^{i_d}$ where $T_1, \dots , T_d$ arecommuting transformations, one of them at least being ergodic. Considering the case of commuting filtrations, we are interested by giving…