Related papers: Modulus of continuity for a martingale sequence
We study in this paper the sufficient conditions for enhanced continuity of random fields, i.e. such that the modulus of its continuity allows the factorable representation by the product of random variable on the deterministic module of…
A sufficient condition for the uniform modulus of continuity of a random field $X = \{X(t), t \in \R^N\}$ is provided. The result is applicable to random fields with heavy-tailed distribution such as stable random fields.
A stationary random sequence admits under some assumptions a representation as the sum of two others: one of them is a martingale difference sequence, and another is a so-called coboundary. Such a representation can be used for proving some…
The martingale expansion provides a refined approximation to the marginal distributions of martingales beyond the normal approximation implied by the martingale central limit theorem. We develop a martingale expansion framework specifically…
The Castelnuovo-Mumford regularity of a module gives a rough measure of its complexity. We bound the regularity of a module given a system of approximating modules whose regularities are known. Such approximations can arise naturally for…
In this paper, we obtain stability results for martingale representations in a very general framework. More specifically, we consider a sequence of martingales each adapted to its own filtration, and a sequence of random variables…
In this paper we introduce the concept of modulus of regularity as a tool to analyze the speed of convergence, including the finite termination, for classes of Fej\'er monotone sequences which appear in fixed point theory, monotone operator…
This paper, in the setting at infinity, presents some relationships between the modulus of metric regularity and the radius of (strong) metric regularity that gives a measure of the extent to which a set-valued mapping can be perturbed…
In this paper, we study modulus of continuity and rate of convergence of series of conditionally sub-Gaussian random fields. This framework includes both classical series representations of Gaussian fields and LePage series representations…
This paper aims at finding conditions on a Hamburger or Stieltjes moment sequence, under which the change of at most a finite number of its entries produces another sequence of the same type. It turns out that a moment sequence allows all…
We prove a central limit theorem for a random field generated by d commuting probability preserving transformations; the martingale is given by a commuting filtration (cf. D. Khosnevisan, Multiparameter Processes, Springer 2002). The result…
Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…
The use of available disturbance predictions within a nominal model predictive control formulation is studied. The main challenge that arises is the loss of recursive feasibility and stability guarantees when a persistent disturbance is…
We extend the close interplay between continued fractions, orthogonal polynomials, and Gaussian quadrature rules to several variables in a special but natural setting which we characterize in terms of moment sequences. The crucial condition…
In this article we introduce the new modulus $\triangle'_{X,\phi}(\varepsilon)$, for which we prove that in the general case is different from the classical modulus of noncompact convexity. The main result of the paper is showing the…
Persistence modules are representations of products of totally ordered sets in the category of vector spaces. They appear naturally in the representation theory of algebras, but in recent years they have also found applications in other…
We study the moduli of continuity of functions of bounded variation and of their variation functions. It is easy to see that the modulus of continuity of a function of bounded variation is always smaller or equal to the modulus of…
We present necessary conditions for monotonicity, in one form or another, of fixed point iterations of mappings that violate the usual nonexpansive property. We show that most reasonable notions of linear-type monotonicity of fixed point…
A permutation sequence is said to be convergent if the density of occurrences of every fixed permutation in the elements of the sequence converges. We prove that such a convergent sequence has a natural limit object, namely a Lebesgue…
We give a new characterization for mutual absolute continuity of probability measures on a filtered space. For this, we introduce a martingale limit $M$ that measures the similarity between the tails of the probability measures restricted…