Related papers: The suprema of infinitely divisible processes
We use Shelah's theory of possible cofinalities in order to solve a problem about ultrafilters. THEOREM. Suppose that $ \lambda $ is a singular cardinal, $ \lambda ' < \lambda $, and the ultrafilter $D$ is $ \kappa $-decomposable for all…
In this article we derive formula for probability $\Prob(\sup_{t\leq T} (X(t)-ct)>u)$ where $X=\{X(t)\}$ is a spectrally positive L\'evy process and $c\in\RL$. As an example we investigate the inverse Gaussian L\'evy process.
We study two empirical process of special structure: firstly, the centred multiplier process indexed by a class $F$, $f \to \left|\sum_{i=1}^N (\xi_i f(X_i) - \E \xi f)\right|$, where the i.i.d. multipliers $(\xi_i)_{i=1}^N$ need not be…
We derive two-sided bounds for expected values of suprema of canonical processes based on random variables with moments growing regularly. We also discuss a Sudakov-type minoration principle for canonical processes.
Suppose $(X_t)_{t \in T}$ is a Gaussian process indexed by some arbitrary set $T:$ the random variable $\sup_{t \in T}{X_t}$ can be very intricate and bounding its expectation is a natural step towards understanding it. Sudakov-Fernique…
In spite of the Lebesgue density theorem, there is a positive $\delta$ such that, for every non-trivial measurable set $S$ of real numbers, there is a point at which both the lower densities of $S$ and of the complement of $S$ are at least…
We establish a nondominated version of the optional decomposition theorem in a setting that includes jump processes with nonvanishing diffusion as well as general continuous processes. This result is used to derive a robust superhedging…
We develop a methodology for closing duality gap and guaranteeing strong duality in infinite convex optimization. Specifically, we examine two new Lagrangian-type dual formulations involving infinitely many dual variables and infinite sums…
In this article, we consider a sequence $(N_n)_{n \geq 1}$ of point processes, whose points lie in a subset $E$ of $\bR \verb2\2 \{0\}$, and satisfy an asymptotic independence condition. Our main result gives some necessary and sufficient…
The theorem on the existence of maximal nonnegative invariant subspaces for a special class of dissipative operators in Hilbert space with indefinite inner product is proved in the paper. It is shown in addition that the spectra of the…
The optimized linear $\delta$-expansion is applied to the $\lambda \phi^4$ theory at high temperature. Using the imaginary time formalism the thermal mass is evaluated perturbatively up to order $\delta^2$. A variational procedure…
We develop a new semantics for defeasible inference based on extended probability measures allowed to take infinitesimal values, on the interpretation of defaults as generalized conditional probability constraints and on a preferred-model…
We show that under minimal assumptions on a class of functions $\mathcal{H}$ defined on a probability space $(\mathcal{X},\mu)$, there is a threshold $\Delta_0$ satisfying the following: for every $\Delta\geq\Delta_0$, with probability at…
We study conditions so that the determinantal point process $\Lambda_\phi$ associated to a generalized Fock space defined by a doubling subharmonic weight $\phi$ is almost surely a separated sequence in $\mathbb C$. Under a natural…
Integral representations for expectations of functions of a stable L\'evy process $X$ and its supremum $\bar X$ are derived. As examples, cumulative probability distribution functions (cpdf) of $X_T, \barX_T$, the joint cpdf of $X_T$ and…
In this paper, we present a new necessary and sufficient condition for which the supremum exists with respect to the logic order. Moreover, we give out a new and much simpler representation of the supremum with respect to the order, our…
We describe indecomposable objects in Deligne's category $\underline{\operatorname{Re}}\!\operatorname{p}(O_\delta)$ and explain how to decompose their tensor products. We then classify thick ideals in…
We present a positive solution to the so-called Bernoulli Conjecture concerning the characterization of sample boundedness of Bernoulli processes. We also discuss some applications and related open problems.
This paper derives new maximal inequalities for empirical processes associated with separately exchangeable random arrays. For fixed index dimension $K\ge 1$, we establish a global maximal inequality bounding the $q$-th moment…
An elliptic divisibility sequence, generated by a point in the image of a rational isogeny, is shown to possess a uniformly bounded number of prime terms. This result applies over the rational numbers, assuming Lang's conjecture, and over…