Related papers: A detailed treatment of Doob's theorem
This article establishes general conditions for posterior consistency of Bayesian finite mixture models with a prior on the number of components. That is, we provide sufficient conditions under which the posterior concentrates on…
We consider the Bayesian analysis of a few complex, high-dimensional models and show that intuitive priors, which are not tailored to the fine details of the model and the estimated parameters, produce estimators which perform poorly in…
We provide a coupling proof of Doob's theorem which says that the transition probabilities of a regular Markov process which has an invariant probability measure $\mu$ converge to $\mu$ in the total variation distance. In addition we show…
The consistency of the Bayesian estimation of a parameter is shown for a class of ergodic discrete Markov chains. J.L. Doob's method was used, offered earlier for the i.i.d. situation. The result may be useful in the reliability theory for…
In the paper, we introduce the notion of a local regular supermartingale relative to a convex set of equivalent measures and prove for it an optional Doob decomposition in the discrete case. This Theorem is a generalization of the famous…
In this paper we formulate and prove a general theorem of stability of exactness properties under the pro-completion, which unifies several such theorems in the literature and gives many more. The theorem depends on a formal approach to…
In this note we give a detailed proof of a theorem of Aubin.
G{\"o}del's second incompleteness theorem forbids to prove, in a given theory U, the consistency of many theories-in particular, of the theory U itself-as well as it forbids to prove the normalization property for these theories, since this…
We study Doob's martingale convergence theorem for computable continuous time martingales on Brownian motion, in the context of algorithmic randomness. A characterization of the class of sample points for which the theorem holds is given.…
We study Doob's Consistency Theorem and Freedman's Inconsistency Theorem from the vantage point of computable probability and algorithmic randomness. We show that the Schnorr random elements of the parameter space are computably consistent,…
The prevalent interpretation of G\"odel's Second Theorem states that a sufficiently adequate and consistent theory does not prove its consistency. It is however not entirely clear how to justify this informal reading, as the formulation of…
A very simple but useful almost sure convergence theorem of probability is given.
The Doob convergence theorem implies that the set of divergence of any martingale has measure zero. We prove that, conversely, any $G\_{\delta\sigma}$ subset of the Cantor space with Lebesgue-measure zero can be represented as the set of…
The purpose of this article is to formulate a number of probabilistic hidden-variable theorems, to provide proofs in some cases, and counterexamples to some conjectured relationships. The first theorem is the fundamental one. It asserts the…
Using techniques due to Coster, we prove a supercongruence for a generalization of the Domb numbers. This extends a recent result of Chan, Cooper and Sica and confirms a conjectural supercongruence for numbers which are coefficients in one…
In scientific inference problems, the underlying statistical modeling assumptions have a crucial impact on the end results. There exist, however, only a few automatic means for validating these fundamental modelling assumptions. The…
We introduce a new notion of the stability of computations, which holds under post-processing and adaptive composition. We show that the notion is both necessary and sufficient to ensure generalization in the face of adaptivity, for any…
We consider the problem of closeness of solutions of an exact and an averaged difference equations on an infinite interval. Appropriate assertions are derived from one special theorem on the stability under constantly acting perturbations.
The celebrated Trotter approximation theorem provides a sufficient condition for the convergence of a sequence of operator semigroups in terms of the corresponding sequence of infinitesimal generators. There exist a few results on the rate…
We first partly develop a mathematical notion of stable consistency intended to reflect the actual consistency property of human beings. Then we give a generalization of the first and second G\"odel incompleteness theorem to stably…