Related papers: Modulus of continuity for a martingale sequence
In this paper we derive characterizations of boundedness of the subsequences of partial sums with respect to Vilenkin system on the martingale Hardy spaces when $ 0<p<1 $. Moreover, we find necessary and sufficient conditions for the…
In this paper we derive the moderate deviation principle for stationary sequences of bounded random variables under martingale-type conditions. Applications to functions of $\phi$-mixing sequences, contracting Markov chains, expanding maps…
In persistent topology, q-tame modules appear as a natural and large class of persistence modules indexed over the real line for which a persistence diagram is definable. However, unlike persistence modules indexed over a totally ordered…
Modal interpretations of quantum mechanics assign definite properties to physical systems and specify single-time joint probabilities of these properties. We show that a natural extension, applying to properties at several times, can be…
When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…
We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define several notions of randomness associated with interval, rather than precise,…
In this paper, a uniform approach to maximal permissiveness in modular control of discrete-event systems is proposed. It is based on three important concepts of modular closed-loops: monotonicity, distributivity, and exchangeability.…
Infinite sums of i.i.d. random variables discounted by a multiplicative random walk are called perpetuities and have been studied by many authors. The present paper provides a log-type moment result for such random variables under minimal…
The field of algorithmic randomness studies what it means for infinite binary sequences to be random for some given uncertainty model. Classically, martingale-theoretic notions of such randomness involve precise uncertainty models, and it…
We consider the problem of finding a real valued martingale fitting specified marginal distributions. For this to be possible, the marginals must be increasing in the convex order and have constant mean. We show that, under the extra…
We introduce MTT, a dependent type theory which supports multiple modalities. MTT is parametrized by a mode theory which specifies a collection of modes, modalities, and transformations between them. We show that different choices of mode…
We consider the question of defining interleaving metrics on generalized persistence modules over arbitrary preordered sets. Our constructions are functorial, which implies a form of stability for these metrics. We describe a large class of…
Intuitively, if we can prove that a program terminates, we expect some conclusion regarding its complexity. But the passage from termination proofs to complexity bounds is not always clear. In this work we consider Monotonicity Constraint…
We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…
Let $(\Omega, \A, \mu)$ be a Lebesgue space and $T$ an ergodic measure preserving automorphism on $\Omega$ with positive entropy. We show that there is a bounded and strictly stationary martingale difference sequence defined on $\Omega$…
In this article, universal concentration estimates are established for the local times of random walks on weighted graphs in terms of the resistance metric. As a particular application of these, a modulus of continuity for local times is…
For a stationary sequence that is regularly varying and associated we give conditions which guarantee that partial sums of this sequence, under normalization related to the exponent of regular variation, converge in distribution to a…
The notion of program sensitivity (aka Lipschitz continuity) specifies that changes in the program input result in proportional changes to the program output. For probabilistic programs the notion is naturally extended to expected…
Adapting rule sets to different settings, yet avoiding uncontrolled proliferation of variations, is a key challenge of rule management. One fundamental concept to foster reuse and simplify adaptation is inheritance. Building on rule…
We extend the notions of multipole and subsystem symmetries to more general {\it spatially modulated} symmetries. We uncover two instances with exponential and (quasi)-periodic modulations, and provide simple microscopic models in one, two…