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A proof of the continuous martingale convergence theorem is provided. It relies on a classical martingale inequality and the almost sure convergence of a uniformly bounded non-negative super-martingale, after a truncation argument.

Probability · Mathematics 2021-11-25 Joe Ghafari

We use recently introduced Rasmussen invariant to find knots that are topologically locally-flatly slice but not smoothly slice. We note that this invariant can be used to give a combinatorial proof of the slice-Bennequin inequality.…

Geometric Topology · Mathematics 2018-06-19 Alexander N. Shumakovitch

The martingale comparison method is extended to derive comparison results for path-independent functions for general semimartingales. Our approach allows to dismiss with the Markovian assumption on one of the processes made in previous…

Probability · Mathematics 2019-08-28 Benedikt Köpfer , Ludger Rüschendorf

A new relativistic invariant version of nonlinear Maxwell equations is offerred. Some properties of these equations are considered.

Classical Physics · Physics 2015-06-26 G. A. Kotel'nikov

We present a definition of and discuss basic properties of cross-ratios over noncommutative skew-fields. A new theorem was added.

Rings and Algebras · Mathematics 2015-06-18 Vladimir Retakh

We establish Sobolev type inequalities in the noncommutative settings by generalizing monotone metrics in the space of quantum states, such as matrix-valued Beckner inequalities. We also discuss examples such as random transpositions and…

Differential Geometry · Mathematics 2020-08-24 Haojian Li

We prove a concentration inequality for invariant means on topological groups, namely for such adapted to a chain of amenable topological subgroups. The result is based on an application of Azuma's martingale inequality and provides a…

Functional Analysis · Mathematics 2024-01-29 Friedrich Martin Schneider

We consider M-estimators and derive supremal-inequalities of exponential-or polynomial type according as a boundedness- or a moment-condition is fulfilled. This enables us to derive rates of r-complete convergence and also to show r-qick…

Statistics Theory · Mathematics 2023-11-30 Dietmar Ferger

We prove a noncommutative $(p,p)$-Poincar\'e inequality for trace-symmetric quantum Markov semigroups on tracial von Neumann algebras, assuming only the existence of a spectral gap. Extending semi-commutative results of Huang and Tropp, our…

Operator Algebras · Mathematics 2026-01-12 Marius Junge , Jia Wang

We propose new concentration inequalities for self-normalized martingales. The main idea is to introduce a suitable weighted sum of the predictable quadratic variation and the total quadratic variation of the martingale. It offers much more…

Probability · Mathematics 2019-06-17 Bernard Bercu , Taieb Touati

Following the initial work by Robbins, we rigorously present an extended theory of nonnegative supermartingales, requiring neither integrability nor finiteness. In particular, we derive a key maximal inequality foreshadowed by Robbins,…

Probability · Mathematics 2024-10-10 Hongjian Wang , Aaditya Ramdas

We provide generalizations of Burkholder's inequalities involving conditioned square functions of martingales to the general context of martingales in noncommutative symmetric spaces. More precisely, we prove that Burkholder's inequalities…

Operator Algebras · Mathematics 2015-06-02 Narcisse Randrianantoanina , Lian Wu

We prove inequalities involving noncommutative differentially subordinate martingales. More precisely, we prove that if $x$ is a self-adjoint noncommutative martingale and $y$ is weakly differentially subordinate to $x$ then $y$ admits a…

Operator Algebras · Mathematics 2019-03-27 Yong Jiao , Narcisse Randrianantoanina , Lian Wu , Dejian Zhu

We derive a new maximal inequality for stationary sequences under a martingale-type condition introduced by Maxwell and Woodroofe [Ann. Probab. 28 (2000) 713-724]. Then, we apply it to establish the Donsker invariance principle for this…

Probability · Mathematics 2007-05-23 Magda Peligrad , Sergey Utev

We establish the uniqueness of solutions of the Camassa-Holm equation on a finite interval with non-homogeneous boundary conditions in the case of bounded momentum. A similar result for the higher-order Camassa-Holm system is also given.…

Analysis of PDEs · Mathematics 2023-03-23 Florent Noisette

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…

Probability · Mathematics 2009-05-19 Yves F. Atchade

Theory of matrix factorizations is useful to study hypersurfaces in commutative algebra. To study noncommutative hypersurfaces, which are important objects of study in noncommutative algebraic geometry, we introduce a notion of…

Rings and Algebras · Mathematics 2021-08-05 Izuru Mori , Kenta Ueyama

Following Artin and Zhang's formulation of noncommutative projective geometry, we classify up a family of skew polynomial quadratic algebras up to graded Morita equivalence and their corresponding noncommutative projective spaces up to…

Rings and Algebras · Mathematics 2015-03-13 Jorge Vitoria

We continue our development of a new basis for the algebra of non-commutative symmetric functions. This basis is analogous to the Schur basis for the algebra of symmetric functions, and it shares many of its wonderful properties. For…

Combinatorics · Mathematics 2017-08-04 Chris Berg , Nantel Bergeron , Franco Saliola , Luis Serrano , Mike Zabrocki

We prove some special cases of Bergeron's inequality involving two Gaussian polynomials (or $q$-binomials).

Combinatorics · Mathematics 2023-04-10 Tewodros Amdeberhan , David Callan