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The present paper is devoted to the second part of our project on asymmetric maximal inequalities, where we consider martingales in continuous time. Let $(\mathcal M,\tau)$ be a noncommutative probability space equipped with a continuous…

Probability · Mathematics 2016-11-07 Guixiang Hong , Marius Junge , Javier Parcet

MaxEnt inference algorithm and information theory are relevant for the time evolution of macroscopic systems considered as problem of incomplete information. Two different MaxEnt approaches are introduced in this work, both applied to…

Statistical Mechanics · Physics 2012-02-21 Domagoj Kuic , Pasko Zupanovic , Davor Juretic

We consider a sequence of i.i.d. random variables $\{\xi_k\}$under a sublinear expectation $\mathbb{E}=\sup_{P\in\Theta}E_P$. We first give a new proof to the fact that, under each $P\in\Theta$, any cluster point of the empirical averages…

Probability · Mathematics 2022-07-12 Yongsheng Song

Mixture of experts (MoE) models are widely applied for conditional probability density estimation problems. We demonstrate the richness of the class of MoE models by proving denseness results in Lebesgue spaces, when inputs and outputs…

Statistics Theory · Mathematics 2021-10-12 Hien Duy Nguyen , TrungTin Nguyen , Faicel Chamroukhi , Geoffrey McLachlan

This paper presents two general criteria to determine spaceability results in the complements of unions of subspaces. The first criterion applies to countable unions of subspaces under specific conditions and is closely related to the…

Functional Analysis · Mathematics 2024-11-15 Gustavo Araújo , Anderson Barbosa , Anselmo Raposo , Geivison Ribeiro

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…

Probability · Mathematics 2023-12-20 Markus Passenbrunner

Motivated by the fact that circular or spherical data are often much concentrated around a location $\pmb\theta$, we consider inference about $\pmb\theta$ under "high concentration" asymptotic scenarios for which the probability of any…

Statistics Theory · Mathematics 2019-06-11 Davy Paindaveine , Thomas Verdebout

Let $f:M\rightarrow M$ be a $C^1$ diffeomorphism with a dominated splitting on a compact Riemanian manifold $M$ without boundary. We state and prove several sufficient conditions for the topological entropy of $f$ to be positive. The…

Dynamical Systems · Mathematics 2016-06-08 Eleonora Catsigeras , Xueting Tian

We study the maximum achievable differential entropy at the output of a system assigning to each input X the sum X+N, with N a given noise with probability law absolutely continuous with respect to the Lebesgue measure and where the input…

Optimization and Control · Mathematics 2016-02-04 Francisco J. Piera

The conditional maximum-entropy method (abbreviated here as C-MaxEnt) is formulated for selecting prior probability distributions in Bayesian statistics for parameter estimation. This method is inspired by a statistical-mechanical approach…

Statistical Mechanics · Physics 2015-03-18 Sumiyoshi Abe

We study conditions for containment of a given space $X$ of analytic functions on the unit disk $\mathbb{D}$ in the de Branges-Rovnyak space $\mathcal{H}(b)$. We deal with the non-extreme case in which $b$ admits a Pythagorean mate $a$, and…

Complex Variables · Mathematics 2024-04-02 Bartosz Malman , Daniel Seco

For an $N \times T$ random matrix $X(\beta)$ with weakly dependent uniformly sub-Gaussian entries $x_{it}(\beta)$ that may depend on a possibly infinite-dimensional parameter $\beta\in \mathbf{B}$, we obtain a uniform bound on its operator…

Econometrics · Economics 2025-12-17 Grigory Franguridi , Hyungsik Roger Moon

We develop a Thermodynamic Formalism for bounded continuous potentials defined on the sequence space $X\equiv E^{\mathbb{N}}$, where $E$ is a general Borel standard space. In particular, we introduce meaningful concepts of entropy and…

Dynamical Systems · Mathematics 2020-06-26 L. Cioletti , E. A. Silva , M. Stadlbauer

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…

Probability · Mathematics 2017-08-16 Yoichi Nishiyama

In a previous work, we associated with any submartingale $X$ of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$ satisfying some technical conditions, a…

Probability · Mathematics 2009-11-16 Joseph Najnudel , Ashkan NIkeghbali

We introduce a new isomorphism-invariant notion of entropy for measure preserving actions of arbitrary countable groups on probability spaces, which we call orbital Rokhlin entropy. It employs Danilenko's orbital approach to entropy of a…

Dynamical Systems · Mathematics 2019-03-14 Amos Nevo , Felix Pogorzelski

Completeness for a (topological) space is often based on the existence of special structures (such as metrics, uniformities, proximities, convergences, etc) that explicitly induce the topology, making the completeness induction-dependent.…

General Topology · Mathematics 2026-03-06 Earnest Akofor

We investigate the almost sure asymptotic properties of vector martingale transforms. Assuming some appropriate regularity conditions both on the increasing process and on the moments of the martingale, we prove that normalized moments of…

Probability · Mathematics 2018-12-05 Bernard Bercu , Peggy Cénac , Guy Fayolle

In this paper we consider an SPDE where the leading term is a second order operator with periodic boundary conditions, coefficients which are measurable in $(t,\omega)$, and H\"older continuous in space. Assuming stochastic parabolicity…

Probability · Mathematics 2023-12-12 Antonio Agresti , Mark Veraar

Let G be an infinite discrete countable amenable group acting continuously on a Lebesgue space X. In this article, using partition and factor-space, the conditional entropy of the action G is defined. We introduction some properties of…

Dynamical Systems · Mathematics 2025-05-06 Yuan Lian , Bin Zhu