Related papers: Convergence of Local Supermartingales
The locality hypothesis is generally considered necessary for the study of the kinematics of non-inertial systems in special relativity. In this paper we discuss this hypothesis, showing the necessity of an improvement, in order to get a…
Mathematical programs with complementarity constraints (MPCCs) are a challenging class of nonlinear optimization problems, because their nonlinear programming reformulations violate standard constraint qualifications at every feasible…
We consider the decreasing and the increasing $r$-excessive functions $\varphi_r$ and $\psi_r$ that are associated with a one-dimensional conservative regular continuous strong Markov process $X$ with values in an interval with endpoints…
We prove that in many cases the existence of an extremal metric for some Laplace eigenvalue in a conformal class allows to find extremal metrics in conformal classes close by. As a consequence and as part of the arguments we obtain…
This article studies the quasi-stationary behaviour of absorbed one-dimensional diffusions. We obtain necessary and sufficient conditions for the exponential convergence to a unique quasi-stationary distribution in total variation,…
We investigate the conformal and superconformal properties of a non-relativistic spinning particle propagating in a curved background coupled to a magnetic field and with a scalar potential. We derive the conditions on the couplings for a…
The aim of the paper is to understand the local forms of conformal vector fields in the neighborhood of a singularity. We begin a general study in this direction, for any pseudo-Riemannian type, and give a complete answer in the Riemannian…
We study a particular class of moving average processes which possess a property called localisability. This means that, at any given point, they admit a ``tangent process'', in a suitable sense. We give general conditions on the kernel g…
This paper introduces a martingale that characterizes two properties of evolving forecast distributions. Ideal forecasts of a future event behave as martingales, sequen- tially updating the forecast to leverage the available information as…
We study conformal properties of local terms such as contact terms and semi-local terms in correlation functions of a conformal field theory. Not all of them are universal observables but they do appear in physically important correlation…
In this paper we introduce the notion of fractional martingale as the fractional derivative of order $\alpha$ of a continuous local martingale, where $\alpha\in(-{1/2},{1/2})$, and we show that it has a nonzero finite variation of order…
In this note we connect the notion of solutions of a martingale problem to the notion of a strongly continuous and locally equi-continuous semigroup on the space of bounded continuous functions equipped with the strict topology. This…
We give concentration bounds for martingales that are uniform over finite times and extend classical Hoeffding and Bernstein inequalities. We also demonstrate our concentration bounds to be optimal with a matching anti-concentration…
Integrable quantum field theories in 1+1 dimensions have recently become amenable to a rigorous construction, but many questions about the structure of their local observables remain open. Our goal is to characterize these local observables…
A sequence of large invertible matrices given by a small random perturbation around a fixed diagonal and positive matrix induces a random dynamics on a high-dimensional sphere. For a certain class of rotationally invariant random…
In this paper, we formulate a conjecture that describes the local theta correspondences in terms of the local Langland correspondences for rigid inner twists, which contain the correspondences for quaternionic dual pairs. Moreover, we…
In this paper, we aim at estimating the quarticity of continuous It\^{o} semimartingales. Instead of using some classical estimators, we introduce a more intuitive one and establish a central limit theorem (CLT) for it, with a convergence…
Monotone processes, just like martingales, can often be recovered from their final values. Examples include running maxima of supermartingales, as well as running maxima, local times, and various integral functionals of sticky processes…
We give optimal convergence rates in the central limit theorem for a large class of martingale difference sequences with bounded third moments. The rates depend on the behaviour of the conditional variances and for stationary sequences the…
We construct a class of discontinuous superprocesses with dependent spatial motion and general branching mechanism. The process arises as the weak limit of critical interacting-branching particle systems where the spatial motions of the…