Related papers: Martin's maximum and the non-stationary ideal
This paper investigates new first-order optimality conditions for general optimization problems. These optimality conditions are stronger than the commonly used M-stationarity conditions and are in particular useful when the latter cannot…
In this paper, using an optimal partition approach, we study the parametric analysis of a second-order conic optimization problem, where the objective function is perturbed along a fixed direction. We characterize the notions of so-called…
We investigate the continuous non-monotone DR-submodular maximization problem subject to a down-closed convex solvable constraint. Our first contribution is to construct an example to demonstrate that (first-order) stationary points can…
The purpose of this paper is to describe the feedback particle filter algorithm for problems where there are a large number ($M$) of non-interacting agents (targets) with a large number ($M$) of non-agent specific observations…
We consider a stochastic sequence $\xi(m)$ with periodically stationary generalized multiple increments of fractional order which combines cyclostationary, multi-seasonal, integrated and fractionally integrated patterns. The filtering…
Combining stationary reflection (a compactness property) with the failure of SCH (an instance of non-compactness) has been a long-standing theme. We obtain this at $\aleph_{\omega_1}$, answering a question of Ben-Neria, Hayut, and Unger: We…
We show that Kunen's saturated ideal over $\aleph_1$ is not centered. We also evaluate the extent of saturation of Laver's saturated ideal in terms of $(\kappa,\lambda,<\nu)$-saturation.
Assuming $M_1$, the canonical inner model with one Woodin cardinal exists, we construct a model in which the nonstationary ideal on $\omega_1$ is $\aleph_2$-saturated, $\Delta_1$-definable with $\omega_1$ as the only parameter and there is…
Addressing a question of Paul Larson we prove the following statement. If Chang's conjecture fails, Martin's axiom holds and the continuum is greater than $\aleph_2$, there are no weakly Laver ideals over $\aleph_1$. We also prove that…
The filtering problem for finite state Markov chains is revisited, when the intensity of the observation noise increases. We give a description of conditional measure concentration around the invariant distribution of the signal and derive…
We study the analyticity of the value function in optimal investment with expected utility from terminal wealth and the relation to stochastically dominant financial models. We identify both a class of utilities and a class of…
In this paper we consider the continuous--time nonlinear filtering problem, which has an infinite--dimensional solution in general, as proved by Chaleyat--Maurel and Michel. There are few examples of nonlinear systems for which the optimal…
This paper will be devoted to study the two-weight norm inequalities of the multilinear fractional maximal operator $\mathcal{M}_{\alpha}$ and the multilinear fractional integral operator $\mathcal{I}_{\alpha}$. The entropy conditions in…
An intuitive probabilistic alternative for the construction of the Martin boundary is presented along with a construction of maximal representing measures for positive harmonic functions.
In dimensions $n\ge 2$ we obtain $L^{p_1}(\mathbb R^n) \times\dots\times L^{p_m}(\mathbb R^n)$ to $L^p(\mathbb R^n)$ boundedness for the multilinear spherical maximal function in the largest possible open set of indices and we provide…
Under MA we prove that for the ideal $\cal I$ of thin sets on $\omega$ and for any ordinal $\gamma \leq \omega_1$ there is an ${\cal I}$-ultrafilter (in the sense of Baumgartner), which belongs to the class ${\cal P}_{\gamma}$ of…
The present paper is devoted to the second part of our project on asymmetric maximal inequalities, where we consider martingales in continuous time. Let $(\mathcal M,\tau)$ be a noncommutative probability space equipped with a continuous…
We present optimality results for robust Kalman filtering where robustness is understood in a distributional sense, i.e.; we enlarge the distribution assumptions made in the ideal model by suitable neighborhoods. This allows for outliers…
In this paper, we investigated the effect on extreme of random replacing for a stationary sequence satisfying a type of long dependent condition and a local dependent condition, and derived the joint asymptotic distribution of maximum from…
The problem of $H_{\infty}$ filtering for attitude estimation using rotation matrices and vector measurements is studied. Starting from a storage function on the Special Orthogonal Group $SO(3)$, a dissipation inequality is considered, and…