Related papers: From Doob's maximal identity to Azema supermarting…

We investigate the moments of the derivative, on the unit circle, of characteristic polynomials of random unitary matrices and use this to formulate a conjecture for the moments of the derivative of the Riemann zeta-function on the critical…

Let $(S_0,S_1,...)$ be a supermartingale relative to a nondecreasing sequence of $\sigma$-algebras $H_{\le0},H_{\le1},...$, with $S_0\le0$ almost surely (a.s.) and differences $X_i:=S_i-S_{i-1}$. Suppose that $X_i\le d$ and $\mathsf…

Let $\mathbb{\hat{E}}$ be the upper expectation of a weakly compact but non-dominated family $\mathcal{P}$ of probability measures. Assume that $Y$ is a $d$-dimensional $\mathcal{P}$-semimartingale under $\mathbb{\hat{E}}$. Given an open…

Programs with randomization constructs is an active research topic, especially after the recent introduction of martingale-based analysis methods for their termination and runtimes. Unlike most of the existing works that focus on proving…

For a spectrally negative positive self-similar Markov process with an a.s. finite overall supremum we provide, in tractable detail, a kind of conditional Wiener-Hopf factorization at the maximum of the absorption time at zero, the…

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…

Through a straightforward Bayesian approach we show that under some general conditions a maximum running time, namely the number of discrete steps performed by a computer program during its execution, can be defined such that the…

An important question for a probabilistic program is whether the probability mass of all its diverging runs is zero, that is that it terminates "almost surely". Proving that can be hard, and this paper presents a new method for doing so; it…

This work provides a novel convergence analysis for stochastic optimization in terms of stopping times, addressing the practical reality that algorithms are often terminated adaptively based on observed progress. Unlike prior approaches,…

We propose a notion of autoreducibility for infinite time computability and explore it and its connection with a notion of randomness for infinite time machines.

We investigate superdiffusion for stochastic processes generated by nonuniformly hyperbolic system models, in terms of the convergence of rescaled distributions to the normal distribution following the abnormal central limit theorem, which…

We study asymptotics of the partition function $Z_N$ of a Laguerre-type random matrix model when the matrix order $N$ tends to infinity. By using the Deift-Zhou steepest descent method for Riemann-Hilbert problems, we obtain an asymptotic…

The problem of drawing samples from a discrete distribution can be converted into a discrete optimization problem. In this work, we show how sampling from a continuous distribution can be converted into an optimization problem over…

Let U be an open set in R^d. We show that under a mild assumption on the richness of the generator a Feller process in U with (predictable) killing is a semimartingale. To this end we generalize the notion of semimartingales in a natural…

The asymptotic law of the truncated $S\times S$ random submatrix of a Haar random matrix in $\mathrm{GL}_N(\mathbb{Z}_m)$ as $N$ goes to infinity is obtained. The same result is also obtained when $\mathbb{Z}_m$ is replaced by any…

We calculate the discrete moments of the characteristic polynomial of a random unitary matrix, evaluated a small distance away from an eigenangle. Such results allow us to make conjectures about similar moments for the Riemann zeta…

We prove non-autonomous maximal $L^p$-regularity results on UMD spaces replacing the common H\"older assumption by a weaker fractional Sobolev regularity in time. This generalizes recent Hilbert space results by Dier and Zacher. In…

We study periodic points for endomorphisms $\sigma$ of abelian varieties $A$ over algebraically closed fields of positive characteristic $p$. We show that the dynamical zeta function $\zeta_\sigma$ of $\sigma$ is either rational or…

For a branching random walk that drifts to infinity, consider its Malthusian martingale, i.e.~the additive martingale with parameter $\theta$ being the smallest root of the characteristic equation. When particles are killed below the…

Let $G$ be an infinite, locally finite graph. We investigate the relation between supercritical, transient branching random walk and the Martin boundary of its underlying random walk. We show results regarding the typical asymptotic…