Related papers: Strict local martingales: examples

Let $A$ be a unital separable non-elementary amenable simple stably finite C*-algebra such that its tracial state space has a $\sigma$-compact countable-dimensional extremal boundary. We show that $A$ is ${\cal Z}$-stable if and only if it…

Consider a discrete-time martingale $\{X_t\}$ taking values in a Hilbert space $\mathcal H$. We show that if for some $L \geq 1$, the bounds $\mathbb{E} \left[\|X_{t+1}-X_t\|_{\mathcal H}^2 \mid X_t\right]=1$ and $\|X_{t+1}-X_t\|_{\mathcal…

We prove that a group $G$ is locally finite if and only if every surjective real (or complex) linear cellular automaton with finite-dimensional alphabet over $G$ is injective.

We use the martingale convergence method to get the weak convergence theorem on general functionals of partial sums of independent heavy-tailed random variables. The limiting process is the stochastic integral driven by $\alpha-$stable…

Let $\Gamma$ be a locally finite graph, $L$ the normalized Laplacian of $\Gamma$. If $\Gamma$ is uniformy locally finite, i.e. if each vertex has no more than $d$ adjacent vertices, then the matrix of $L$ (with respect to the standard…

In this paper, we establish a multiplicative decomposition formula for nonnegative local martingales and use it to characterize the set of continuous local submartingales Y of the form Y=N+A, where the measure dA is carried by the set of…

We study the pointwise convergence and the $\Gamma$-convergence of a family of non-local, non-convex functionals $\Lambda_\delta$ in $L^p(\Omega)$ for $p>1$. We show that the limits are multiples of $\int_{\Omega} |\nabla u|^p$. This is a…

We study the problem of best approximations of a vector $\alpha\in{\mathbb R}^n$ by rational vectors of a lattice $\Lambda\subset {\mathbb R}^n$ whose common denominator is bounded. To this end we introduce successive minima for a periodic…

We study SLE reversibility and duality using the Virasoro structure of the space of local martingales. For both problems we formulate a setup where the questions boil down to comparing two processes at a stopping time. We state algebraic…

A family of random matrices is said to converge strongly to a limiting family of operators if the operator norm of every noncommutative polynomial of the matrices converges to that of the limiting operators. Recent developments surrounding…

Let $X$ be a supermartingale starting from $0$ which has only nonnegative jumps. For each $0<p<1$ we determine the best constants $c_p$, $C_p$ and $\mathfrak{c}_p$ such that $$ \,\,\,\,\sup_{t\geq 0}\left|\left|X_t\right|\right|_p\leq…

We give a unified approach to strong maximum principles for a large class of nonlocal operators of the order $s\in(0,1)$, that includes the Dirichlet, the Neumann Restricted (or Regional) and the Neumann Semirestricted Laplacians.

A martingale transform $ T$, applied to an integrable locally supported function $ f$, is pointwise dominated by a positive sparse operator applied to $ \lvert f\rvert $, the choice of sparse operator being a function of $ T$ and $ f$. As a…

Let $u(s,t)$ be a continuous potential density of a symmetric L\'evy process or diffusion with state space $T$ killed at $T_{0}$, the first hitting time of $0$, or at $\lambda \wedge T_{0}$, where $\lambda$ is an independent exponential…

We consider Markov processes with generator of the form $\gamma \mathcal{L}_{1} + \mathcal{L}_{0}$, in which $\mathcal{L}_{1}$ generates a so-called dominant process that converges at large times towards a random point in a fixed subset…

Let $M,N$ be real-valued martingales such that $N$ is differentially subordinate to $M$. The paper contains the proofs of the following weak-type inequalities: (i) If $M\geq0$ and $0<p\leq1$, then \[\Vert N\Vert_{p,\infty}\leq2\Vert…

We investigate convergence of martingales adapted to a given filtration of finite $\sigma$-algebras. To any such filtration we associate a canonical metrizable compact space $K$ such that martingales adapted to the filtration can be…

Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…

A piecewise constant local martingale $M$ with boundedly many jumps is a uniformly integrable martingale if and only if $M_\infty^-$ is integrable.

Local fixpoint iteration describes a technique that restricts fixpoint iteration in function spaces to needed arguments only. It has been studied well for first-order functions in abstract interpretation and also in model checking. Here we…