Related papers: A proof of the continuous martingale convergence t…
A novel approach is proposed to establish a sharp upper bound on the expected supremum of a separable martingale random field, serving as an alternative to classical universal chaining-based methods. The proposed approach begins by deriving…
We develop a class of exponential bounds for the probability that a martingale sequence crosses a time-dependent linear threshold. Our key insight is that it is both natural and fruitful to formulate exponential concentration inequalities…
We prove the existence of the unique solution of a general Backward Stochastic Differential Equation with quadratic growth driven by martingales. Some kind of comparison theorem is also proved.
We introduce a new technique for proving the classical Stable Manifold theorem for hyperbolic fixed points. This method is much more geometrical than the standard approaches which rely on abstract fixed point theorems. It is based on the…
These are classified by the direction of approximation (from above or below), the set family types (partition or covering) of simple functions, the coefficient signature (non-negative or signed), and cardinal number of terms of simple…
This is an expository review paper elaborating on the proof of the martingale functional central limit theorem (FCLT). This paper also reviews tightness and stochastic boundedness, highlighting one-dimensional criteria for tightness used in…
We present a new proof of the classical divergence theorem in bounded domains. Our proof is based on a nonlocal analog of the divergence theorem and a rescaling argument. Main ingredients in the proof are nonlocal versions of the divergence…
In this article we present Pickands theorem and his double sum method. We follow Piterbarg's proof of this theorem. Since his proof relies on general lemmas we present a complete proof of Pickands theorem using Borell inequality and Slepian…
Biggins [Uniform convergence of martingales in the branching random walk. {\em Ann. Probab.}, 20(1):137--151, 1992] proved local uniform convergence of additive martingales in $d$-dimensional supercritical branching random walks at complex…
We study the well-posedness of general reflected BSDEs driven by a continuous martingale, when the coefficient f of the driver has at most quadratic growth in the control variable Z, with a bounded terminal condition and a lower obstacle…
Multi-class systems having possibly both finite and infinite classes are investigated under a natural partial exchangeability assumption. It is proved that the conditional law of such a system, given the vector of the empirical measures of…
We prove results about uniform convergence of densities in the free central limit theorem without assumptions of boundedness on the support.
In this paper, we study the almost sure boundedness and the convergence of the stochastic approximation (SA) algorithm. At present, most available convergence proofs are based on the ODE method, and the almost sure boundedness of the…
In this article, we give proofs on the Arnold Lagrangian intersection conjecture on the cotangent bundles, Arnold-Givental Lagrangian intersection conjecture and the Arnold fixed point conjecture.
The phenomenon of superconvergence is proved for all freely infinitely divisible distributions. Precisely, suppose that the partial sums of a sequence of free identically distributed, infinitesimal random variables converge in distribution…
The integral representation theorem for martingales has been widely used in probability theory. In this work, we propose and prove a general representation theorem for a class of set-valued submartingales. We also extend the stochastic…
I present a simple, elementary proof of Morley's theorem, highlighting the naturalness of this theorem.
The Taylor expansion is a widely used and powerful tool in all branches of Mathematics, both pure and applied. In Probability and Mathematical Statistics, however, a stronger version of Taylor's classical theorem is often needed, but only…
In this paper we consider Erd\"os-Mordell inequality and its extension in the plane of triangle to the Erd\"os-Mordell curve. Algebraic equation of this curve is derived, and using modern computer tools in mathematics, we verified one…
An elementary proof is given for a theorem showing that certain birth-death chains show martingale-like behavior at large stopping times. This is a generalization of and new proof for a theorem from a earlier paper by the author.