Related papers: A proof of the continuous martingale convergence t…
Tchakaloff's Theorem establishes the existence of a quadrature rule of prescribed degree relative to a positive, compactly supported measure that is absolutely continuous with respect to Lebesgue measure on $\mathbb{R}^{d}$. Subsequent…
A multivariate Gauss-Lucas theorem is proved, sharpening and generalizing previous results on this topic. The theorem is stated in terms of a seemingly new notion of convexity. Applications to multivariate stable polynomials are given.
In a previous paper, the author proved the existence of extremal function for the Moser-Trudinger inequality on a compact manifold. In the this paper, we will give a new proof of one of the key proposition.
For each 1 < p < infinity, there exists a positive constant c_p, depending only on p, such that the following holds. Let (d_k), (e_k) be real-valued martingale difference sequences. If for for all bounded nonnegative predictable sequences…
We construct a class of nonnegative martingale processes that oscillate indefinitely with high probability. For these processes, we state a uniform rate of the number of oscillations and show that this rate is asymptotically close to the…
In this note, we give an alternate proof of the multinomial theorem using a probabilistic approach. Although the multinomial theorem is basically a combinatorial result, our proof may be simpler for a student familiar with only basic…
We prove Union-Closed sets conjecture.
Given a martingale sequence of random fields that satisfies a natural assumption of boundedness, it is shown that the pointwise limit of this sequence can be modified in such a way that a certain class of moduli of continuity is preserved.…
Based on the multidimensional irreducible paving of De March & Touzi, we provide a multi-dimensional version of the quasi sure duality for the martingale optimal transport problem, thus extending the result of Beiglb\"ock, Nutz & Touzi.…
We develop a general framework for extracting highly uniform bounds on local stability for stochastic processes in terms of information on fluctuations or crossings. This includes a large class of martingales: As a corollary of our main…
In this paper, we prove Strassen's strong invariance principle for a vector-valued additive functionals of a Markov chain via the martingale argument and the theory of fractional coboundaries. The hypothesis is a moment bound on the…
Myriad articles are devoted to Mertens's theorem. In yet another, we merely wish to draw attention to a proof by Hardy, which uses a Tauberian theorem of Landau that "leads to the conclusion in a direct and elegant manner". Hardy's proof is…
Proofs of Tychonoff's theorem often seem to require a bit of magic. Machinery such as ultrafilters, nets or maximal families with the finite intersection property are employed to give proofs that can be very neat, but not the kind of thing…
In this paper, we study the stability and convergence of some general quadratic semimartingales. Motivated by financial applications, we study simultaneously the semimartingale and its opposite. Their characterization and integrability…
Let $\mm_n, n=0,1,...$ be the supercritical branching random walk, in which the number of direct descendants of one individual may be infinite with positive probability. Assume that the standard martingale $W_n$ related to $\mm_n$ is…
We prove a central limit theorem for stationary multiple (random) fields of martingale differences $f\circ T_{\underline{i}}$, $\underline{i}\in \Bbb Z^d$, where $T_{\underline{i}}$ is a $\Bbb Z^d$ action. In most cases the multiple…
We present a new proof of the celebrated quadratic reciprocity law. Our proof is based on group theory.
Kolmogorov's invariant torus theorem is proved using a simple fixed point theorem.
A common statistical task lies in showing asymptotic normality of certain statistics. In many of these situations, classical textbook results on weak convergence theory suffice for the problem at hand. However, there are quite some…
We survey some results that provide different versions of classical results through different summability methods. Specifically, in order to adapt such classical results, we analyze which properties should satisfy the summability methods.…