Related papers: Generalization of Doob decomposition Theorem

We propose a "decomposition method" to prove non-asymptotic bound for the convergence of empirical measures in various dual norms. The main point is to show that if one measures convergence in duality with sufficiently regular observables,…

From physical perspective, derivatives can be viewed as mathematical idealizations of the linear growth. The linear growth condition has special properties, which make it preferred. The manuscript investigates the general properties of the…

This paper describes a generalization of decomposition in orbifolds. In general terms, decomposition states that two-dimensional orbifolds and gauge theories whose gauge groups have trivially-acting subgroups decompose into disjoint unions…

Using the spectral measure $\mu_\mathbb{S}$ of the stopping time $\mathbb{S},$ we define the stopping element $X_\mathbb{S}$ as a Daniell integral $\int X_t\,d\mu_\mathbb{S}$ for an adapted stochastic process $(X_t)_{t\in J}$ that is a…

The objective of this paper is to establish the decomposition theorem for supermartingales under the $G$-framework. We first introduce a $g$-nonlinear expectation via a kind of $G$-BSDE and the associated supermartingales. We have shown…

The Fock transform recently introduced by the authors in a previous paper is applied to investigate convergence of generalized functional sequences of a discrete-time normal martingale $M$. A necessary and sufficient condition in terms of…

We show that for a quantum $L^p$-martingale $(X(t))$, $p>2$, there exists a Doob-Meyer decomposition of the submartingale $(|X(t)|^2)$. A noncommutative counterpart of a classical process continuous with probability one is introduced, and a…

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…

In this paper, we associate, to any submartingale of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$, which satisfies some technical conditions, a $\sigma$-finite…

In this paper, we study local convergence of high-order Tensor Methods for solving convex optimization problems with composite objective. We justify local superlinear convergence under the assumption of uniform convexity of the smooth…

We generalize the notion of the submartingale property and Doob's inequality. Furthermore, we show how the latter leads to new inequalities for several stochastic processes: certain time series, Levy processes, random walks, processes with…

In this paper we prove a generalization of Montel's theorem for a class of first order elliptic equations with measurable coefficients involving Hodge-Dirac operators. We then apply this result to sequences of solutions of second order…

The purpose of this paper is to generalize the classical Mazur's lemma from the classical convex analysis to the framework of locally $L^0$-convex modules. In this version an extra condition of countable concatenation is included. We…

The notion of random self-decomposability is generalized here. Its relation to self-decomposability, Harris infinite divisibility and its connection with a stationary first order generalized autoregressive model are presented. The notion is…

In this paper, we introduce two new forms of the dual Hartwig-Spindelb{\"o}ck decomposition and employ them to derive explicit representations for several classes of dual generalized inverses. Building on these representations, we further…

A new proof of the decomposition theorem is established using a relation with a version of the local purity theorem of Deligne and Gabber adapted to complex algebraic varieties.

This paper establishes the equivalence of the Aubin property and the strong regularity for generalized equations over $C^2$-cone reducible sets. This result resolves a long-standing question in variational analysis and extends the…

In this paper, we study the cohomology of semisimple local systems in the spirit of classical Hodge theory. On the one hand, we establish a generalization of Hodge-Riemann bilinear relations. For a semisimple local system on a smooth…

Here we follow on the proposed generalization of Maeda's conjecture made in [2]. We report on computations that suggest a relation between the number of local types and the number of non-CM newform Galois orbits. We extend the conjecture…

Local superlinear convergence of the semismooth Newton method usually necessitates assumptions on the uniform invertibility of the utilized, generalized Jacobian matrices, such as, e.g., BD- or CD-regularity. For certain composite-type…