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Related papers: A remark on H1 martingales

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In the theory of algorithmic randomness, one of the central notions is that of computable randomness. An infinite binary sequence X is computably random if no recursive martingale (strategy) can win an infinite amount of money by betting on…

Computer Science and Game Theory · Computer Science 2015-05-18 Laurent Bienvenu , Frank Stephan , Jason Teutsch

For a class of martingales, this paper provides a framework on the uniform consistency with broad applicability. The main condition imposed is only related to the conditional variance of the martingale, which holds true for stationary…

Statistics Theory · Mathematics 2014-02-06 Qiying Wang , Nigel Chan

Using stopping time arguments on holomorphic martingales we present a soft way of constructing J. Bourgain's analytic partitions of unity. Applications to Marcinkiewicz interploation in weighted Hardy spaces are discussed.

Functional Analysis · Mathematics 2016-09-06 Paul F. X. Müller

We construct quantum stochastic integrals for the integrator being a martingale in a von Neumann algebra, and the integrand -- a suitable process with values in the same algebra, as densely defined operators affiliated with the algebra. In…

Functional Analysis · Mathematics 2015-05-14 Andrzej Łuczak

Let X be a Banach space. Suppose that for all $p\in (1, \infty)$ a constant $C_{p,X}$ depending only on X and p exists such that for any two X-valued martingales f and g with tangent martingale difference sequences one has \[\E\|f\|^p \leq…

Probability · Mathematics 2008-01-07 Sonja Cox , Mark Veraar

Near-integrability is usually associated with smooth small perturbations of smooth integrable systems. Studying integrable mechanical Hamiltonian flows with impacts that respect the symmetries of the integrable structure provides an…

Chaotic Dynamics · Physics 2020-11-24 Michal Pnueli , Vered Rom-Kedar

Let $f:=(f_n)_{n\in \mathbb{Z}_+}$ and $g:=(g_n)_{n\in \mathbb{Z}_+}$ be two martingales related to the probability space $(\Omega,\mathcal F,\mathbb P)$ equipped with the filtration $(\mathcal F_n)_{n\in \mathbb{Z}_+}.$ Assume that $f$ is…

Probability · Mathematics 2023-02-07 Aline Bonami , Yong Jiao , Guangheng Xie , Dachun Yang , Dejian Zhou

This paper is an exploration of the nuanced realm of reference frames within the framework of General Relativity. Our analysis exposes a violation of Earman's SP1 principle in scenarios involving fields that are dynamically uncoupled, a…

History and Philosophy of Physics · Physics 2024-10-18 Nicola Bamonti , Henrique Gomes

It is conjectured that the question of the existence of projective planes whose order is not a power of prime is intimately linked with the problem whether there exists a set of d+1 mutually unbiased bases in a d-dimensional Hilbert space…

Mathematical Physics · Physics 2009-11-10 Metod Saniga , Michel Planat , Haret Rosu

We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds:…

Functional Analysis · Mathematics 2007-05-23 Narcisse Randrianantoanina

A $\mathrm{U}(p,q)$-Higgs bundle on a Riemann surface (twisted by a line bundle) consists of a pair of holomorphic vector bundles, together with a pair of (twisted) maps between them. Their moduli spaces depend on a real parameter $\alpha$.…

Algebraic Geometry · Mathematics 2019-09-11 Peter B. Gothen , Azizeh Nozad

Given a random sample from a random variable $T$ which is bounded from above, $T\le\tau$ a.s., we define processes that are positive supermartingales if $E(T)\ge\mu$. Such processes are called test martingales. Tests of the supermartingale…

Methodology · Statistics 2018-02-20 Harrie Hendriks

In this paper we derive the density $\varphi$ of the first time $T$ that a continuous martingale $M$ with non-random quadratic variation $<M>_\cdot:=\int_0^\cdot h^2(u)du$ hits a moving boundary $f$ which is twice continuously…

Probability · Mathematics 2009-05-14 Gerardo Hernandez-del-Valle

Let $({\mathcal X}, d, \mu)$ be a metric measure space and satisfy the so-called upper doubling condition and the geometrically doubling condition. In this paper, the authors establish an interpolation result that a sublinear operator which…

Analysis of PDEs · Mathematics 2012-01-31 Haibo Lin , Dongyong Yang

\emph{Scalable spaces} are simply connected compact manifolds or finite complexes whose real cohomology algebra embeds in their algebra of (flat) differential forms. This is a rational homotopy invariant property and all scalable spaces are…

Geometric Topology · Mathematics 2022-09-16 Aleksandr Berdnikov , Fedor Manin

The uniform one-dimensional fragment U1 is a recently introduced extension of the two-variable fragment FO2. The logic U1 enables the use of relation symbols of all arities and thereby extends the scope of applications of FO2. In this…

Logic · Mathematics 2018-12-21 Jonne Iso-Tuisku , Antti Kuusisto

A notion of differentiability is being proposed for maps between Wasserstein spaces of order 2 of smooth, connected and complete Riemannian manifolds. Due to the nature of the tangent space construction on Wasserstein spaces, we only give a…

Metric Geometry · Mathematics 2020-10-06 Bernadette Lessel , Thomas Schick

In this paper, we establish continuous bilinear decompositions that arise in the study of products between elements in martingale Hardy spaces $ H^p\ (0<p\leqslant 1) $ and functions in their dual spaces. Our decompositions are based on…

Functional Analysis · Mathematics 2023-01-23 Odysseas Bakas , Zhendong Xu , Yujia Zhai , Hao Zhang

The h-principles for maximally non-integrable tangent distributions of derived length one on manifolds are studied in this paper. Such distributions of odd rank are dealt with. The formal structures for such distributions are introduced.…

Geometric Topology · Mathematics 2021-11-10 Jiro Adachi

The $2n$ dimensional manifold with two mutually commutative operators of differentiation is introduced. Nontrivial multidimensional integrable systems connected with arbitrary graded (semisimple) algebras are constructed. The general…

Mathematical Physics · Physics 2007-05-23 A. N. Leznov