Related papers: Non-commutative Law of iterated logarithm
We consider stochastic differential systems driven by continuous semimartingales and governed by non-commuting vector fields. We prove that the logarithm of the flowmap is an exponential Lie series. This relies on a natural change of basis…
We give a precise, computable formula for comparing $\lambda$-invariants between modular forms in the anticyclotomic indefinite setting where the Selmer groups have positive rank. This is an improvement of Hatley-Lei \cite{HL19, HL21} where…
Let {X,X_n;n\geq 1} be a sequence of i.i.d. mean-zero random variables, and let S_n=\sum_{i=1}^nX_i,n\geq 1. We establish necessary and sufficient conditions for having with probability 1, 0<lim sup_{n\to \infty}|S_n|/\sqrtnh(n)<\infty,…
We introduce new quantile estimators with adaptive importance sampling. The adaptive estimators are based on weighted samples that are neither independent nor identically distributed. Using a new law of iterated logarithm for martingales,…
Using a generalization of the skew-product representation of planar Brownian motion and the analogue of Spitzer's celebrated asymptotic Theorem for stable processes due to Bertoin and Werner, for which we provide a new easy proof, we obtain…
Let $\{(X_t)_{t\geq 0}, \mathbb{P}_{\delta_x}, x\in E\}$ be a supercritical branching Markov process (which is not necessary symmetric) on a locally compact metric measure space $(E,\mu)$ with spatially dependent local branching mechanism.…
We introduce in this work, the class of commutative rings whose lattice of ideals forms an MTL-algebra which is not necessary a BL-algebra. The so-called class of rings will be named MTL-rings. We prove that a local commutative ring with…
Here we suppose that the observed random variable has cumulative distribution function $F$ with regularly varying tail, i.e. $1-F \in RV_{-\alpha}$, $\alpha > 0$. Using the results about exponential order statistics we investigate…
In an attempt to look for the root of nonstandard Lagrangians in the theories of the inverse variational problem we introduce a logarithmic Lagrangian (LL) in addition to the so-called reciprocal Lagrangian (RL) that exists in the…
In this paper non-asymptotic exponential and moment estimates are derived for tail of distribution for discrete time martingale under norming sequence 1/n, as in the classical Law of Large Numbers (LLN), by means of martingale differences…
This is a slightly edited version of my talk on Mathematische Arbeitstagung 2011, Bonn. I present a result relating noncommutative Laurent polynomials with algebraic functions, and show examples of integrability and Laurent phenomenon for…
In this paper using the connections between some subvarieties of residuated lattices, we investigated some properties of the lattice of ideals in commutative and unitary rings. We give new characterizations for commutative rings $A$ in…
In this paper we study the central limit theorem and its functional form for random fields which are not started from their equilibrium, but rather under the measure conditioned by the past sigma field. The initial class considered is that…
In this paper a drift-randomized Milstein method is introduced for the numerical solution of non-autonomous stochastic differential equations with non-differentiable drift coefficient functions. Compared to standard Milstein-type methods we…
We study randomness beyond $\Pi^1_1$-randomness and its Martin-L\"of type variant, introduced in \cite{MR2340241} and further studied in \cite{Continuous-higher-randomness}. The class given by the infinite time Turing machines (\ITTM s),…
In this paper we study the path-regularity and martingale properties of the set-valued stochastic integrals defined in our previous work Ararat et al. (2023). Such integrals have some fundamental differences from the well-known…
In this paper we develop non-stationary martingale techniques for dependent data. We shall stress the non-stationary version of the projective Maxwell-Woodroofe condition, which will be essential for obtaining maximal inequalities and…
We introduce a non-associative and non-commutative version of propositional intuitionistic linear logic, called propositional non-associative non-commutative intuitionistic linear logic (NACILL for short). We prove that NACILL and any of…
We develop a new method for showing that a given sequence of random variables verifies an appropriate law of the iterated logarithm. Our tools involve the use of general estimates on multidimensional Wasserstein distances, that are in turn…
We introduce the notion of a graded integral element, prove the counterpart of the lying-over theorem on commutative algebra in the context of left commutative rngs, and use the Hu-Liu product to select a class of noncommutative rings.