Related papers: Non-commutative Law of iterated logarithm
We fit the exponent of the Pareto distribution, that is equivalent or can approximate the continuous power law distribution given a cutoff point, using linear regression (LR). We use LR on the logged variables of the empirical tail (one…
We give necessary and sufficient conditions for the (bounded) law of the iterated logarithm for canonical $U$-statistics of arbitrary order $d$, extending the previously known results for $d=2$. The nasc's are expressed as growth conditions…
This paper extends classical probabilistic results to the broader class of demimartingales and demisubmartingales. We establish variants of Doob's-type optional sampling theorem under minimal structural conditions on stopping times, relying…
We consider branching random walks with a spine in the domain of attraction of an $\alpha$-stable L\'evy process. For this process, the classical derivative martingale in general degenerates in the limit. We first determine the quantity…
We consider a class of second-order Strang splitting methods for Allen-Cahn equations with polynomial or logarithmic nonlinearities. For the polynomial case both the linear and the nonlinear propagators are computed explicitly. We show that…
The purpose of the paper is to establish weighted maximal $L_p$-inequalities in the context of operator-valued martingales on semifinite von Neumann algebras. The main emphasis is put on the optimal dependence of the $L_p$ constants on the…
The martingale characterizes a kind of fairness or unbiased nature of the stochastic process which is associated with another stochastic process. If $x_t$ evolves according to the Langevin equation whose mean drift is $a_t$ as function of…
In arXiv:0807.0677, K\"ostler and Speicher observed that de Finetti's theorem on exchangeable sequences has a free analogue if one replaces exchangeability by the stronger condition of invariance under quantum permutations. In this paper we…
We provide the first and rigorous confirmations of the hypotheses by Ludwig Boltzmann in his seminal paper \cite{Boltzmann} within the context of the Landau equation in the presence of a harmonic potential. We prove that (i) Each {\it…
We study the statistical properties of random numbers under the Martin-L\"of definition of randomness, proving that random numbers obey analogues of Strong Law of Large Numbers, the Law of the Iterated Logarithm, and that they are normal.…
Based on the d'Alembert-Lagrange-Poincar\'{e} variational principle, we formulate general equations of motion for mechanical systems subject to nonlinear nonholonomic constraints, that do not involve Lagrangian undetermined multipliers. We…
We prove integrability of a generalised non-commutative fourth order quintic nonlinear Schrodinger equation. The proof is relatively succinct and rooted in the linearisation method pioneered by Ch. Poppe. It is based on solving the…
It is a well known fact that for periodic measurable $f$ and rapidly increasing $(n_k)_{k \geq 1}$ the sequence $(f(n_kx))_{k\ge 1}$ behaves like a sequence of independent, identically distributed random variables. For example, if $f$ is a…
We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…
We propose a novel class of uniformly accurate integrators for the Klein--Gordon equation which capture classical $c=1$ as well as highly-oscillatory non-relativistic regimes $c\gg1$ and, at the same time, allow for low regularity…
It is shown that two conjectures put forward in the recent article Iksanov and Kostohryz (2025) are true. Namely, we prove a functional central limit theorem (FCLT) and a law of the iterated logarithm (LIL) for a random Dirichlet series…
We introduce the class of split Lie-Rinehart algebras as the natural extension of the one of split Lie algebras. We show that if $L$ is a tight split Lie-Rinehart algebra over an associative and commutative algebra $A,$ then $L$ and $A$…
We present a novel unity of logic, viz., a single sequent calculus that embodies classical, intuitionistic and linear logics. Concretely, we define classical linear logic negative (CLL$^-$), a new logic that is classical and linear yet…
Let X,X_1,X_2,... be independent identically distributed random variables and let h(x,y)=h(y,x) be a measurable function of two variables. It is shown that the bounded law of the iterated logarithm, $\limsup_n (n\log\log n)^{-1}|\sum_{1<=…
We give an apparently new proof of Stirling's original asymptotic formula for the behavior of $\ln z!$ for large $z$. Stirling's original formula is not the formula widely known as "Stirling's formula", which was actually due to De Moivre.…