Related papers: Strict local martingales: examples
We study proximal random reshuffling for minimizing the sum of locally Lipschitz functions and a proper lower semicontinuous convex function without assuming coercivity or the existence of limit points. The algorithmic guarantees pertaining…
Given a multiplicatively closed subset $S$ of the integers, there exist Structure Theorems for $LC$ modules over the localization $\mathbb{Z}S^{-1}$ that are "similar" to those of $LCA$ groups. The most notable one is the 1st Theorem: Given…
Suppose that $X=(X_{t})_{t\ge 0}$ is either a general supercritical non-local branching Markov process, or a general supercritical non-local superprocess, on a Luzin space. Here, by ``supercritical" we mean that the mean semigroup of $X$…
A lattice is called periodic extreme if it cannot locally be modified to yield a better periodic sphere packing. It is called strict periodic extreme if its sphere packing density is an isolated local optimum among periodic point sets. In…
We prove a duality theorem the computation of certain Bellman functions is usually based on. As a byproduct, we obtain sharp results about the norms of monotonic rearrangements. The main novelty of our approach is a special class of…
We obtain a condition for the $L^q$-convergence of martingales generated by random multiplicative cascade measures for $q>1$ without any self-similarity requirements on the cascades.
We prove a martingale triangular array generalization of the Chow-Birnbaum-Marshall's inequality. The result is used to derive a strong law of large numbers for martingale triangular arrays whose rows are asymptotically stable in a certain…
We present a local algorithm (constant-time distributed algorithm) for approximating max-min LPs. The objective is to maximise $\omega$ subject to $Ax \le 1$, $Cx \ge \omega 1$, and $x \ge 0$ for nonnegative matrices $A$ and $C$. The…
Let $M =(M_t)_{t\geq 0}$ be any continuous real-valued stochastic process. We prove that if there exists a sequence $(a_n)_{n\geq 1}$ of real numbers which converges to 0 and such that $M$ satisfies the reflection property at all levels…
We call an $\alpha \in \mathbb{R}$ regainingly approximable if there exists a computable nondecreasing sequence $(a_n)_n$ of rational numbers converging to $\alpha$ with $\alpha - a_n < 2^{-n}$ for infinitely many $n \in \mathbb{N}$. We…
Given the univariate marginals of a real-valued, continuous-time martingale, (respectively, a family of measures parameterised by $t \in [0,T]$ which is increasing in convex order, or a double continuum of call prices) we construct a family…
We construct pathological examples of MMP singularities in every positive characteristic using quotients by $\alpha_p$-actions. In particular, we obtain non-$S_3$ terminal singularities, as well as locally stable (respectively stable)…
Let $M$ be a $C$-minimal structure and $T$ its canonical tree (which corresponds in an ultrametric space to the set of closed balls with radius different than $\infty$ ordered by inclusion). We present a description of definable locally…
In this article, we introduce a conditional marginal model for longitudinal data, in which the residuals form a martingale difference sequence. This model allows us to consider a rich class of estimating equations, which contains several…
We study the size of the set of points where the $\alpha$-divided difference of a function in the H\"older class $\Lambda_\alpha$ is bounded below by a fixed positive constant. Our results are obtained from their discrete analogues which…
Let ${\mathfrak F}$ be a category of subanalytic subsets of real analytic manifolds that is closed under basic set-theoretical and basic topological operations. Let $M$ be a real analytic manifold and denote ${\mathfrak F}(M)$ the family of…
In this paper we generalize the martingale of Kella and Whitt to the setting of L\'{e}vy-type processes and show that the (local) martingales obtained are in fact square integrable martingales which upon dividing by the time index converge…
The definition of the local fractional derivative has been generalised to the orders beyond the critical order. This makes it possible to retain more terms in the local fractional Taylor expansion leading to better approximation. This also…
In this paper, we provide a pathwise spine decomposition for multitype superdiffusions with non-local branching mechanisms under a martingale change of measure. As an application of this decomposition, we obtain a necessary and sufficient…
The long-term behavior of a supercritical branching random walk can be described and analyzed with the help of Biggins' martingales, parametrized by real or complex numbers. The study of these martingales with complex parameters is a rather…