Related papers: Martin's maximum and the non-stationary ideal

We present maximality results in the setting of non necessarily bounded operators. In particular, we discuss and establish results showing when the "inclusion" between operators becomes a full equality.

We consider the problem of optimal investment with intermediate consumption in a general semimartingale model of an incomplete market, with preferences being represented by a utility stochastic field. We show that the key conclusions of the…

This thesis is concerned with the stochastic filtering problem for a hidden Markov model (HMM) with the white noise observation model. For this filtering problem, we make three types of original contributions: (1) dual controllability…

Maximizing monotone submodular functions under cardinality constraints is a classic optimization task with several applications in data mining and machine learning. In this paper we study this problem in a dynamic environment with…

We give two results on guessing unbounded subsets of lambda^+. The first is a positive result and applies to the situation of lambda regular and at least equal to aleph_3, while the second is a negative consistency result which applies to…

This paper deals with the optimal stopping problem under partial observation for piecewise-deterministic Markov processes. We first obtain a recursive formulation of the optimal filter process and derive the dynamic programming equation of…

We study the optimal control of discrete time mean filed dynamical systems under partial observations. We express the global law of the filtered process as a controlled system with its own dynamics. Following a dynamic programming approach,…

Set-Membership Filter (SMF) has been extensively studied for state estimation in the presence of bounded noises with unknown statistics. Since it was first introduced in the 1960s, the studies on SMF have used the set-based description as…

This paper explores the duality between ideals of the ring $B_1(X)$ of all real valued Baire one functions on a topological space $X$ and typical families of zero sets, called $Z_B$-filters, on $X$. As a natural outcome of this study, it is…

We prove the consistency of ``CH + 2^{aleph_1} is arbitrarily large + 2^{aleph_1} not-> (omega_1 x omega)^2_2''. If fact, we can get 2^{aleph_1} not-> [omega_1 x omega]^2_{aleph_0}. In addition to this theorem, we give generalizations to…

Let $A_tf(x)=\int f(x+ty)d\sigma(y)$ denote the spherical means in $\Bbb R^d$ ($d\sigma$ is surface measure on $S^{d-1}$, normalized to $1$). We prove sharp estimates for the maximal function $M_E f(x)=\sup_{t\in E}|A_tf(x)|$ where $E$ is a…

In most practical adaptive signal processing systems, e.g., active noise control, active vibration control, and acoustic echo cancellation, substantial nonlinearities that cannot be neglected exist. In this paper, we analyze the behaviors…

In this paper we study nonconvex and nonsmooth multi-block optimization over Riemannian manifolds with coupled linear constraints. Such optimization problems naturally arise from machine learning, statistical learning, compressive sensing,…

Given a real inner product space $V$ and a group $G$ of linear isometries, we construct a family of $G$-invariant real-valued functions on $V$ that we call max filters. In the case where $V=\mathbb{R}^d$ and $G$ is finite, a suitable max…

The problem of nonlinear functional of parameters, such as differential entropy, has received much attention in information theory and statistics. In many situations, prior information about the parameters is available in the form of order…

Motivated by the papers of Mladenovc and Piterbarg (2006), Krajka (2011) and Pereira and Tan (2017), we study the limit properties for the maxima from nonstationary random fields subject to missing observations and obtain the weakly…

We consider the averages of a function $ f$ on $ \mathbb R ^{n}$ over spheres of radius $ 0< r< \infty $ given by $ A_{r} f (x) = \int_{\mathbb S ^{n-1}} f (x-r y) \; d \sigma (y)$, where $ \sigma $ is the normalized rotation invariant…

This note answers the following question: Is it consistent that for an arbitrary tall summable ideal I_g there exists an I_g-ultrafilter which is not rapid? We show that assuming Martin's Axiom for \sigma-centered posets such ultrafilters…

We show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to stationarity of order $1$),…

Let $\mathcal{E}$ denote the $\sigma$-ideal generated by closed null sets on the reals. We show that the uniformity and the covering of $\mathcal{E}$ can be added to Cicho\'n's maximum with distinct values. More specifically, it is…