Related papers: A proof of the continuous martingale convergence t…
Freedman's inequality is a martingale counterpart to Bernstein's inequality. This result shows that the large-deviation behavior of a martingale is controlled by the predictable quadratic variation and a uniform upper bound for the…
An elementary proof of Bertrand's theorem is given by examining the radial orbit equation, without needing to solve complicated equations or integrals.
We prove an analog of Lagrange's Theorem for continued fractions on the Heisenberg group: points with an eventually periodic continued fraction expansion are those that satisfy a particular type of quadratic form, and vice-versa.
We show continuity of the martingale optimal transport optimisation problem as a functional of its marginals. This is achieved via an estimate on the projection in the nested/causal Wasserstein distance of an arbitrary coupling on to the…
This paper develops techniques to study the number of descents in random permutations via martingales. We relax an assumption in the Berry-Esseen theorem of Bolthausen (1982) to extend the theorem's scope to martingale differences of…
The aim of this article is to simplify Pfanzagl's proof of consistency for asymptotic maximum likelihood estimators, and to extend it to more general asymptotic M-estimators. The method relies on the existence of a sort of contraction of…
Every submartingale S of class D has a unique Doob-Meyer decomposition S=M+A, where M is a martingale and A is a predictable increasing process starting at 0. We provide a short and elementary prove of the Doob-Meyer decomposition theorem.…
We present a new topological proof of the infinitude of prime numbers with a new topology. Furthermore, in this topology, we characterize the infinitude of any non-empty subset of prime numbers.
We provide a general theorem on the asymptotic behavior of stochastic processes that conform to a relaxed supermartingale condition. The distinguishing feature of our result is that it provides quantitative convergence guarantees at a much…
Baez-Duarte (1971) and Gilat (1972) gave examples of martingales that converge in probability (and hence in distribution) but not almost surely. Here such a martingale is constructed with uniformly bounded increments, and a construction is…
We investigate convergence of martingales adapted to a given filtration of finite $\sigma$-algebras. To any such filtration we associate a canonical metrizable compact space $K$ such that martingales adapted to the filtration can be…
Let $\{X_n\}_{n\geq 1}$ be either a sequence of arbitrary random variables, or a martingale difference sequence, or a centered sequence with a suitable level of negative dependence. We prove Baum-Katz type theorems by only assuming that the…
A short proof of the equivalence of the recurrence of non-backtracking random walk and that of simple random walk on regular infinite graphs is given. It is then shown how this proof can be extended in certain cases where the graph in…
A uniform law of large numbers and a central limit theorem are established via a martingale approach for a univariate Hawkes process with immigration given by a renewal process. The results are obtained for renewal processes with absolutely…
A simple proof for the Shannon coding theorem, using only the Markov inequality, is presented. The technique is useful for didactic purposes, since it does not require many preliminaries and the information density and mutual information…
The $\textbf{P}$ vs. $\textbf{NP}$ problem is an important problem in contemporary mathematics and theoretical computer science. Many proofs have been proposed to this problem. This paper proposes a theoretic proof for $\textbf{P}$ vs.…
We will prove the Brannan conjecture for particular values of the parameter. The basic tool of the study is an integral representation published in a recent work [3].
We show that the Proper Forcing Axiom implies the Singular Cardinal Hypothesis. The proof is by interpolation and uses the Mapping Reflection Principle.
It is be shown that the sequence of Bernstein polynomials for a function of several variables converges to this function uniformly along with every partial derivative of any order, provided that the latter derivative is well defined and…
Based on a classical result on partitions of an integer into a finite set of positive integers, we establish a general positivity result on coefficients of certain $q$-series which uniformly refines the positivity of truncated pentagonal…