Related papers: A proof of the continuous martingale convergence t…
To determine whether a number is congruent or not is an old and difficult topic and progress is slow. The paper presents a new theorem when a prime number is a congruent number or not. The proof is not necessarily any simpler or shorter…
Given a random sample from a random variable $T$ which is bounded from above, $T\le\tau$ a.s., we define processes that are positive supermartingales if $E(T)\ge\mu$. Such processes are called test martingales. Tests of the supermartingale…
We show that strongly monotone systems of ordinary differential equations which have a certain translation-invariance property are so that all solutions converge to a unique equilibrium. The result may be seen as a dual of a well-known…
We show an invariance result for the L2-torsion of groups under uniform measure equivalence provided a measure-theoretic version of the determinant conjecture holds. The measure-theoretic determinant conjecture is discussed and, for…
In this paper, we proved the normal scalar curvature conjecture and the Bottcher-Wenzel conjecture.
We present a simple extension of Lindeberg's argument for the Central Limit Theorem to get a general invariance result. We apply the technique to prove results from random matrix theory, spin glasses, and maxima of random fields.
We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…
Certain countably and finitely additive measures can be associated to a given nonnegative supermartingale. Under weak assumptions on the underlying probability space, existence and (non)uniqueness results for such measures are proven.
We revisit a classic proof of the Blaschke-Lebesgue theorem. It is based on the support function of a convex curve and the approximation of constant width curves by Reuleaux polygons.
A new simple proof of Stirling's formula via the partial fraction expansion for the tangent function is presented.
We prove thin-thick decompositions, for the class of Hardy martingales and thereby strengthen its square function characterization. We apply the underlying method to several classical martingale inequalities, for which we give new proofs .
We study the categorical framework for the computation of persistent homology, without reliance on a particular computational algorithm. The computation of persistent homology is commonly summarized as a matrix theorem, which we call the…
Some general connections between martingales and character ratios of finite groups are developed. As an application we sharpen the convergence rate in a central limit theorem for the character ratio of a random representation of the…
We give a short proof of a strengthening of the Maximal Ergodic Theorem which also immediately yields the Pointwise Ergodic Theorem.
An algebraic proof is presented for the finite strong standard completeness of involutive uninorm logic with fixed point. The result may provide a first step towards settling the open standard completeness problem for involutive uninorm…
We study Tao's finitary viewpoint of convergence in metric spaces, as captured by the notion of metastability. We adopt the perspective of continuous model theory. We show that, in essence, metastable convergence with a given rate is the…
We give a new proof of the classical Central Limit Theorem, in the Mallows ($L^r$-Wasserstein) distance. Our proof is elementary in the sense that it does not require complex analysis, but rather makes use of a simple subadditive inequality…
In this paper some proof theory for propositional Lax Logic is developed. A cut free terminating sequent calculus is introduced for the logic, and based on that calculus it is shown that the logic has uniform interpolation. Furthermore, a…
We prove a central limit theorem for a random field generated by d commuting probability preserving transformations; the martingale is given by a commuting filtration (cf. D. Khosnevisan, Multiparameter Processes, Springer 2002). The result…
We provide a systematic approach to stable central limit theorems for d-dimensional martingale difference arrays and martingale difference sequences. The conditions imposed are straightforward extensions of the univariate case.