Related papers: Alberti's type rank one theorem for martingales

We give a sufficient condition for a Borel subset $E\subset X$ of a complete metric space with $\mathcal{H}^n(E)<\infty$ to be $n$-rectifiable. This condition involves a decomposition of $E$ into rectifiable curves known as an Alberti…

We consider rank one perturbations $A_\alpha=A+\alpha(\cdot,\varphi)\varphi$ of a self-adjoint operator $A$ with cyclic vector $\varphi\in\mathcal H_{-1}(A)$ on a Hilbert space $\mathcal H$. The spectral representation of the perturbed…

Polar decompositions of quaternion matrices with respect to a given indefinite inner product are studied. Necessary and sufficient conditions for the existence of an $H$-polar decomposition are found. In the process an equivalent to Witt's…

Strassen's classical martingale coupling theorem states that two real-valued random variables are ordered in the convex (resp.\ increasing convex) stochastic order if and only if they admit a martingale (resp.\ submartingale) coupling. By…

Employing two models, we show that various counting functions of a random variable defined by restriction or contraction of a ranked set with multiplicity (e.g., classical and arithmetic matroids) have expectations given by the…

Our main theorem classifies the Auslander-Reiten triangles according to properties of the morphisms involved. As a consequence, we are able to compute the mapping cone of an irreducible morphism. We finish by showing a technique for…

For a $d$-dimensional stochastic process $(S_n)_{n=0}^N$ we obtain criteria for the existence of an equivalent martingale measure, whose density $z$, up to a normalizing constant, is bounded from below by a given random variable $f$. We…

From the perspective of expectations of randomly stopped sums, Wald's equation and the Optional Sampling Theorem identify situations in which the stopping time can be decoupled from the stopping place, acting as if the two were independent.…

In the paper, we introduce the notion of a local regular supermartingale relative to a convex set of equivalent measures and prove for it an optional Doob decomposition in the discrete case. This Theorem is a generalization of the famous…

We provide an epsilon-delta interpretation of Chatterjee's rank correlation by tracing its origin to a notion of local dependence between random variables. Starting from a primitive epsilon-delta construction, we show that rank-based…

Assume that we are given a filtration $(\mathscr F_n)$ on a probability space $(\Omega,\mathscr F,\mathbb P)$ of the form that each $\mathscr F_n$ is generated by the partition of one atom of $\mathscr F_{n-1}$ into two atoms of $\mathscr…

Let $A$ be a matrix of size $n \times n$ over an algebraically closed field $F$ and $q(t)$ a monic polynomial of degree $n$. In this article, we describe the necessary and sufficient conditions of $q(t)$ so that there exists a rank one…

We investigate a possible definition of expectation and conditional expectation for random variables with values in a local field such as the $p$-adic numbers. We define the expectation by analogy with the observation that for real-valued…

We prove that for any martingale with respect to a biparameter atomic filtration satisfying $(F_4)$ condition there is a martingale having the same joint distribution but with respect to the canonical $(F_4)$ filtration. Even in one…

We prove one decomposition theorem of complex Monge-Ampere measures of plurisubharmonic functions in connection with their pluripolar sets.

We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…

In this article we prove martingale type pointwise convergence theorems pertaining to tensor product splines defined on $d$-dimensional Euclidean space ($d$ is a positive integer), where conditional expectations are replaced by their…

We examine how the measure and the number of vertices of the convex hull of a random sample of $n$ points from an arbitrary probability measure in $\mathbf{R}^d$ relates to the wet part of that measure. This extends classical results for…

The Riccati equations reducible to first-order linear equations by an appropriate change the dependent variable are singled out. All these equations are integrable by quadrature. A wide class of linear ordinary differential equations…

For orthogonal polynomials defined by compact Jacobi matrix with exponential decay of the coefficients, precise properties of orthogonality measure is determined. This allows showing uniform boundedness of partial sums of orthogonal…