Related papers: Universal and complete sets in martingale theory

We develop a general framework for extracting highly uniform bounds on local stability for stochastic processes in terms of information on fluctuations or crossings. This includes a large class of martingales: As a corollary of our main…

For $\lambda\in(0,1/2]$ let $K_\lambda \subset\mathbb{R}$ be a self-similar set generated by the iterated function system $\{\lambda x, \lambda x+1-\lambda\}$. Given $x\in(0,1/2)$, let $\Lambda(x)$ be the set of $\lambda\in(0,1/2]$ such…

Given an equivalence class $[A]$ in the measure algebra of the Cantor space, let $\hat\Phi([A])$ be the set of points having density 1 in $A$. Sets of the form $\hat\Phi([A])$ are called $\mathcal{T}$-regular. We establish several results…

We study the density function of measurable subsets of the Cantor space. Among other things, we identify a universal set $\mathcal{U}$ for $\Sigma^{1}_{1}$ subsets of $( 0 ; 1 )$ in terms of the density function; specifically $\mathcal{U}$…

We consider equally-weighted Cantor measures $\mu_{q,b}$ arising from iterated function systems of the form ${b^{-1}(x+i)}$, $i=0,1,...,q-1$, where $q<b$. We classify the $(q,b)$ so that they have infinitely many mutually orthogonal…

Based on the multidimensional irreducible paving of De March & Touzi, we provide a multi-dimensional version of the quasi sure duality for the martingale optimal transport problem, thus extending the result of Beiglb\"ock, Nutz & Touzi.…

In this paper, we present a general principle for the Lebesgue measure theory of limsup sets defined by rectangles under the hypothesis of ubiquity for rectangles.

We study generic holomorphic families of dynamical systems presenting problems of small divisors with fixed arithmetic. We prove that we have convergence for all parameter values or divergence everywhere except for an exceptional set in the…

We construct functions in the disc algebra with pointwise universal Fourier series on sets which are G-delta and dense and at the same time with Fourier series whose set of divergence is of Hausdorff dimension zero. We also see that some…

Every submartingale S of class D has a unique Doob-Meyer decomposition S=M+A, where M is a martingale and A is a predictable increasing process starting at 0. We provide a short and elementary prove of the Doob-Meyer decomposition theorem.…

We show that there exists a family of mutually singular doubling measures on Laakso space with respect to which real-valued Lipschitz functions are almost everywhere differentiable. This implies that there exists a measure zero universal…

Let $(\Omega, \mathcal{A}, \mu)$ be a probability space. The classical Borel-Cantelli Lemma states that for any sequence of $\mu$-measurable sets $E_i$ ($i=1,2,3,\dots$), if the sum of their measures converges then the corresponding…

We introduce the notion of uniform exactness, or uniform amenability at infinity, for discrete groups and prove it for a wide class of groups containing free groups and their limit groups. This shows a novel strong convergence phenomenon…

Doob's theorem provides guarantees of consistent estimation and posterior consistency under very general conditions. Despite the limitation that it only guarantees consistency on a set with prior probability 1, for many models arising in…

By using a multiscale analysis, we establish quantitative versions of the Besicovitch projection theorem (almost every projection of a purely unrectifiable set in the plane of finite length has measure zero) and a standard companion result,…

Martingale methods are used to study the almost everywhere convergence of general function series. Applications are given to ergodic series, which improves recent results of Fan \cite{FanETDS}, and to dilated series, including Davenport…

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…

If (B_x: x in N) is a Borel family of sets, indexed by the Baire space N = omega^omega, all B_x have measure zero, and the family is increasing, then the union of all B_x also has measure zero. We give two proofs of this theorem: one in the…

We consider fixed points of the Feigenbaum (periodic-doubling) operator whose orders tend to infinity. It is known that the hyperbolic dimension of their Julia sets go to 2. We prove that the Lebesgue measure of these Julia sets tend to…

We explore the interaction between Lebesgue measure and dominating functions. We show, via both a priority construction and a forcing construction, that there is a function of incomplete degree that dominates almost all degrees. This…