Related papers: Martingale spaces and representations under absolu…

Under mild regularity assumptions, the transport problem is stable in the following sense: if a sequence of optimal transport plans $\pi_1, \pi_2, \ldots$ converges weakly to a transport plan $\pi$, then $\pi$ is also optimal (between its…

We prove the existence of local constancy phenomena for reductions in a general prime power setting of two-dimensional irreducible crystalline representations. Up to twist, these representations depend on two parameters: a trace $a_p$ and a…

In this paper we study the path-regularity and martingale properties of the set-valued stochastic integrals defined in our previous work Ararat et al. (2023). Such integrals have some fundamental differences from the well-known…

Continual learning systems are increasingly deployed in environments where retraining or reset is infeasible, yet many approaches emphasize task performance rather than the evolution of internal representations over time. In this work, we…

Continuity of the value of the martingale optimal transport problem on the real line w.r.t. its marginals was recently established in Backhoff-Veraguas and Pammer [2] and Wiesel [21]. We present a new perspective of this result using the…

We prove that any absolutely continuous probability measure on a high-dimensional linear space has low-dimensional marginals that are approximately spherically-symmetric.

We consider the optimal mass transportation problem in $\RR^d$ with measurably parameterized marginals, for general cost functions and under conditions ensuring the existence of a unique optimal transport map. We prove a joint measurability…

In this paper, we study the summability properties of double sequences of real constants which map sequences of random variables to sequences of random variables that are defined on the same probability sample space. We show that a regular…

We consider a random walk on $\R^d$ in a polynomially mixing random environment that is refreshed at each time step. We use a martingale approach to give a necessary and sufficient condition for the almost-sure functional central limit…

We characterize the conditions under which a translationally invariant matrix product state (MPS) is invariant under local transformations. This allows us to relate the symmetry group of a given state to the symmetry group of a simple…

This paper deals with asset price bubbles modeled by strict local martingales. With any strict local martingale, one can associate a new measure, which is studied in detail in the first part of the paper. In the second part, we determine…

This note continues investigation of randomness-type properties emerging in idealized financial markets with continuous price processes. It is shown, without making any probabilistic assumptions, that the strong variation exponent of…

New proofs are given of the existence of the compensator (or dual predictable projection) of a locally integrable c\'adl\'ag adapted process of finite variation and of the existence of the quadratic variation process for a c\'adl\'ag local…

Let $M$ be an $n \times m$ matrix of independent Rademacher ($\pm 1$) random variables. It is well known that if $n \leq m$, then $M$ is of full rank with high probability. We show that this property is resilient to adversarial changes to…

We propose a family of "exactly solvable" probability distributions to approximate partition functions of two-dimensional statistical mechanics models. While these distributions lie strictly outside the mean-field framework, their free…

We present a measure-theoretic condition for a property to hold ``almost everywhere'' on an infinite-dimensional vector space, with particular emphasis on function spaces such as $C^k$ and $L^p$. Like the concept of ``Lebesgue almost…

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

We provides some useful estimates for solving martingale representation problem under G-expectations. We also study the corresponding conditions for the existence and uniqueness.

We perform a stability analysis for the utility maximization problem in a general semimartingale model where both liquid and illiquid assets (random endowments) are present. Small misspecifications of preferences (as modeled via expected…

Let $X$ be the total space of canonical bundle of $\pp$, we study an invariant subspace of stability conditions on $X$ under an autoequivalence of $D^b(X)$. We describe the complete set of stable objects with respect to the invariant…