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When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

Probability · Mathematics 2024-01-22 Bruno Rémillard , Jean Vaillancourt

Recently, a new fractional derivative called the conformable fractional derivative is given which is based on the basic limit definition of the derivative in [1]. Then, the fractional versions of chain rules, exponential functions,…

Classical Analysis and ODEs · Mathematics 2016-02-19 Emrahünal , Ahmet Gökdoğan

In this paper, the generalized fractional integral operators of two generalized Mittag-Leffler type functions are investigated. The special cases of interest involve the generalized Fox--Wright function and the generalized M-series and…

Classical Analysis and ODEs · Mathematics 2017-03-22 Christian Lavault

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.

Probability · Mathematics 2021-11-25 Joe Ghafari

In this paper, we investigate the convergence properties of Fourier partial sums associated with general orthonormal systems, focusing on functions that belong to specific differentiable function classes. While classical Fourier analysis…

General Mathematics · Mathematics 2025-09-25 Giorgi Tutberidze , Vakhtang Tsagareishvili , Giorgi Cagareishvili

We prove an inversion theorem for the Fourier transform defined for normal functions, in the case when such functions are of moderate decrease, and in dimensions 2 and 3. This improves on Carleson's general almost everywhere convergence…

Mathematical Physics · Physics 2024-04-01 Tristram de Piro

Given a reference filtration $\mathbb{F}$, we develop in this work a generic method for computing the semimartingale decomposition of $\mathbb{F}$-martingales in some specific enlargements of $\mathbb{F}$. This method is then applied to the…

Probability · Mathematics 2014-02-14 Monique Jeanblanc , Libo Li , Shiqi Song

Functor coalgebras capture a wide range of transition systems that must however evolve in discrete steps. We introduce graded coalgebras of graded monads and propose them to model continuous-time transition systems. We develop the theory of…

Logic in Computer Science · Computer Science 2026-05-08 Elena Di Lavore , Jonas Forster , Mario Román

We propose a new integral based on Taylor measures, study its properties extensively, and we illustrate that it includes many concepts from mathematics as special cases. In particular, the new integral emerges as a generalization of the…

General Mathematics · Mathematics 2026-05-11 Athanasios Christou Micheas

Approximations to sums of stationary and ergodic sequences by martingales are investigated. Necessary and sufficient conditions for such sums to be asymptotically normal conditionally given the past up to time 0 are obtained. It is first…

Probability · Mathematics 2007-05-23 Wei Biao Wu , Michael Woodroofe

We prove the Martingale Convergence Theorem by using the work of L. Dubins and I. Monroe about embedding a given discrete-time martingale in the sample paths of a Brownian motion.

Probability · Mathematics 2024-12-20 P. J. Fitzsimmons

The aim of this paper is to establish some metrical coincidence and common fixed point theorems with an arbitrary relation under an implicit contractive condition which is general enough to cover a multitude of well known contraction…

General Mathematics · Mathematics 2017-01-13 Md Ahmadullah , Mohammad Imdad , Mohammad Arif

We provide complementary results for a family of models with dependence on their previous $k$-sum. Using a martingale-based approach, we establish a functional central limit theorem and analyze the limiting behavior of the center of mass.…

Probability · Mathematics 2025-06-17 Víctor Hugo Vázquez Guevara , Manuel González-Navarrete

The paper investigates uniform convergence of wavelet expansions of Gaussian random processes. The convergence is obtained under simple general conditions on processes and wavelets which can be easily verified. Applications of the developed…

Probability · Mathematics 2013-07-29 Yuriy Kozachenko , Andriy Olenko , Olga Polosmak

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…

K-Theory and Homology · Mathematics 2009-04-30 Mohamed Barakat

The work [8] established memory loss in the time-dependent (non-random) case of uniformly expanding maps of the interval. Here we find conditions under which we have convergence to the normal distribution of the appropriately scaled…

Dynamical Systems · Mathematics 2016-03-25 Peter Nandori , Domokos Szasz , Tamas Varju

In this dissertation, we show that the Central Limit Theorem and the Invariance Principle for Discrete Fourier Transforms discovered by Peligrad and Wu can be extended to the quenched setting. We show that the random normalization…

Probability · Mathematics 2016-05-25 David Barrera

The convergence of multiple Fourier series of functions of bounded partial $% \Lambda$-variation is investigated. The sufficient and necessary conditions on the sequence $\Lambda=\{\lambda_n\}$ are found for the convergence of multiple…

Analysis of PDEs · Mathematics 2012-10-17 Ushangi Goginava , Artur Sahakian

The aim of this paper is to present some fixed point theorems for generalized contractions by altering distance functions in a complete cone metric spaces endowed with a partial order. We also generalize fixed point theorems of J. Harjani,…

Functional Analysis · Mathematics 2012-05-31 Mehdi Asadi , Hossein Soleimani

In this article, we quantify the functional convergence of the rescaled random walk with heavy tails to a stable process.This generalizes the Generalized Central Limit Theorem for stable random variables infinite dimension. We show that…

Probability · Mathematics 2026-04-02 Lorick Huang , Laurent Decreusefond , Laure Coutin