Related papers: A proof of the continuous martingale convergence t…
We study the almost sure convergence of randomly truncated stochastic algorithms. We present a new convergence theorem which extends the already known results by making vanish the classical condition on the noise terms. The aim of this work…
The main purpose of this paper is to give a vector lattice version of a Theorem by Burkholder about convergence of martingales. The proof is based on a vector lattice analogue of Austin's sample function theorem, proved recently by Grobler,…
We survey the classical results of the Dirichlet Approximation Theorem.
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…
We use the abstract method of (local) martingale problems in order to give criteria for convergence of stochastic processes. Extending previous notions, the formulation we use is neither restricted to Markov processes (or semimartingales),…
The Fock transform recently introduced by the authors in a previous paper is applied to investigate convergence of generalized functional sequences of a discrete-time normal martingale $M$. A necessary and sufficient condition in terms of…
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…
New proofs are given of the existence of the compensator (or dual predictable projection) of a locally integrable c\'adl\'ag adapted process of finite variation and of the existence of the quadratic variation process for a c\'adl\'ag local…
We characterize the event of convergence of a local supermartingale. Conditions are given in terms of its predictable characteristics and quadratic variation. The notion of stationarily local integrability plays a key role.
We develop a general approach of the almost sure central limit theorem for the quasi-continuous vectorial martingales and we release a quadratic extension of this theorem while specifying speeds of convergence. As an application of this…
A tight upper bound is given on the distribution of the maximum of a supermartingale. Specifically, it is shown that if $Y$ is a semimartingale with initial value zero and quadratic variation process $[Y,Y]$ such that $Y + [Y,Y]$ is a…
We give a proof of the uniform convergence of Fourier series, using the methods of nonstandard analysis.
In this short paper we will show, via elementary arguments, the equivalence of the Twin Prime Conjecture to a problem which might be simpler to prove. Some conclusions are drawn, and it is shown that proving the Twin Prime Conjecture is…
We give a new proof of the sharp symmetrized form of Talagrand's transport-entropy inequality. Compared to stochastic proofs of other Gaussian functional inequalities, the new idea here is a certain coupling induced by time-reversed…
We give a simple and direct proof that super-consistency implies the cut elimination property in deduction modulo. This proof can be seen as a simplification of the proof that super-consistency implies proof normalization. It also takes…
We prove a unified convergence theorem, which presents in four equivalent forms of the famous Antosik-Mikusinski Theorems. In particular, we show that Swartz' three uniform convergence principles are all equivalent to the Antosik-Mikusinski…
We prove a strong Frankel theorem for mean curvature flow shrinkers in all dimensions: Any two shrinkers in a sufficiently large ball must intersect. In particular, the shrinker itself must be connected in all large balls. The key to the…
We established the rate of convergence in the central limit theorem for stopped sums of a class of martingale difference sequences.
In this paper we explain that the natural filtration of a continuous Hunt process is continuous, and show that martingales over such a filtration are continuous. We further establish a martingale representation theorem for a class of…
In this short note, we will show that the metric of Deligne's pairing is continous.