Related papers: Martingale convergence Theorems for Tensor Splines
We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…
The paper considers the martingale theory in the $G$-framework. A form of Doob's optional sampling is established, which allows to prove the exact analogue of the classical maximal inequality. The obtained results are used to improve the…
We study some sufficient conditions imposed on the sequence of martingale differences (m.d.) in the separable Banach spaces of continuous functions defined on the metric compact set for the Central Limit Theorem in this space. We taking…
This note investigates core properties of martingales, emphasizing the measure-theoretic formulation of conditional expectation, the martingale transform, and the upcrossing lemma. These results lead to the Martingale Convergence Theorem,…
In the paper, the martingales and super-martingales relative to a convex set of equivalent measures are systematically studied. The notion of local regular super-martingale relative to a convex set of equivalent measures is introduced and…
Using martingale methods, we provide bounds for the entropy of a probability measure on $\mathbb {R}^d$ with the right-hand side given in a certain integral form. As a corollary, in the one-dimensional case, we obtain a weighted log-Sobolev…
We prove martingale-ergodic and ergodic-martingale theorems for vector valued Bochner integrable functions. We obtain dominant and maximal inequalities. We also prove weighted and multiparameter martingale-ergodic and ergodic martingale…
Let $V$ be a complete discrete valued ring of mixed characteristic $(0,p)$, $K$ its field of fractions, $k$ its residue field which is supposed to be perfect. Let $X$ be a separated $k$-scheme of finite type and $Y$ be a smooth open of $X$.…
Strassen's classical martingale coupling theorem states that two real-valued random variables are ordered in the convex (resp.\ increasing convex) stochastic order if and only if they admit a martingale (resp.\ submartingale) coupling. By…
The main goal of this paper is to extend the so-called Dirac-Frenkel Variational Principle in the framework of tensor Banach spaces. To this end we observe that a tensor product of normed spaces can be described as a union of disjoint…
Certain vector-valued inequalities are shown to hold for a Walsh analog of the bilinear Hilbert transform. These extensions are phrased in terms of a recent notion of quartile type of a UMD (Unconditional Martingale Differences) Banach…
A net $(x_\alpha)_{\alpha\in \Gamma}$ in a vector lattice $X$ is unbounded order convergent (uo-convergent) to $x$ if $|x_\alpha-x| \wedge y \xrightarrow{o} 0$ for each $y \in X_+$, and is unbounded order Cauchy (uo-Cauchy) if the net…
We prove several noncommutative maximal inequalities associated with convex functions, including a Doob type inequality for a convex function of maximal operators on noncommutative martingales, noncommutative Dunford-Schwartz and Stein…
We introduce so-called super/sub-martingale projections as a family of endomorphisms defined on unions of Polish spaces. Such projections allow us to identify martingales as collections of transformations that relate path-valued random…
We study weighted Walsh--Carleson maximal operators arising from dyadic martingale transforms associated with Walsh--Fourier partial sums. For weights satisfying a uniform dyadic variation condition and a uniform bound at the top dyadic…
Sard's theorem asserts that the set of critical values of a smooth map from one Euclidean space to another one has measure zero. A version of this result for infinite-dimensional Banach manifolds was proven by Smale for maps with Fredholm…
The Erd\H{o}s-Anning theorem states that every point set in the Euclidean plane with integer distances must be either collinear or finite. More strongly, for any (non-degenerate) triangle of diameter~$\delta$, at most $O(\delta^2)$ points…
We show that D. L\'{e}pingle's $L_1(\ell_2)$-inequality \begin{equation*} \Big\| \big( \sum_n \mathbb E[f_n | \mathscr F_{n-1}]^2 \big)^{1/2}\Big\|_1 \leq 2\cdot \Big\| \big( \sum_n f_n^2 \big)^{1/2} \Big\|_1, \qquad f_n\in\mathscr F_n,…
We generalize the notion of the submartingale property and Doob's inequality. Furthermore, we show how the latter leads to new inequalities for several stochastic processes: certain time series, Levy processes, random walks, processes with…
We consider the "order" analogues of some classical notions of Banach space geometry: extreme points and convex hulls. A Hahn-Banach type separation result is obtained, which allows us to establish an "order" Krein-Milman Theorem. We show…