Related papers: Normal domination of (super)martingales

Let $S_n$ be the symmetric group on the set $[n]:=\{1,2,\ldots,n\}$. Given a permutation $\sigma=\sigma_1\sigma_2 \cdots \sigma_n \in S_n$, we say it has a descent at index $i$ if $\sigma_i>\sigma_{i+1}$. Let $\mathcal{D}(\sigma)$ be the…

We present a general sparse domination principle which respects the cancellative structure of the functions under study. We obtain sparse domination results in general measure spaces, including general martingale settings in one and two…

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 $S = K[x_1, \ldots, x_n]$ denote the polynomial ring in $n$ variables over a field $K$ with each $\mathrm{deg}\ x_i = 1$ and $I \subset S$ a homogeneous ideal of $S$ with $\dim S/I = d$. The Hilbert series of $S/I$ is of the form…

It is well known that if a submartingale $X$ is bounded then the increasing predictable process $Y$ and the martingale $M$ from the Doob decomposition $% X=Y+M$ can be unbounded. In this paper for some classes of increasing convex functions…

Let $\{A_{i,n}\}$ be a triangular array of elements in a Banach algebra, whose norms do not grow too fast, and whose row averages converge to $A$. Let $\sigma \in S(n)$ be a permutation drawn uniformly at random. If the array only contains…

Consider a discrete-time martingale $\{X_t\}$ taking values in a Hilbert space $\mathcal H$. We show that if for some $L \geq 1$, the bounds $\mathbb{E} \left[\|X_{t+1}-X_t\|_{\mathcal H}^2 \mid X_t\right]=1$ and $\|X_{t+1}-X_t\|_{\mathcal…

We present for the first time a supermartingale certificate for $\omega$-regular specifications. We leverage the Robbins & Siegmund convergence theorem to characterize supermartingale certificates for the almost-sure acceptance of Streett…

We study the following generalization of Roth's theorem for 3-term arithmetic progressions. For s>1, define a nontrivial s-configuration to be a set of s(s+1)/2 integers consisting of s distinct integers x_1,...,x_s as well as all the…

Let s be an integer greater than or equal to 2. A real number is simply normal to base s if in its base-s expansion every digit 0, 1, ..., s-1 occurs with the same frequency 1/s. Let X be the set of positive integers that are not perfect…

Let $T$ be an $n\times n$ random matrix, such that each diagonal entry $T_{i,i}$ is a continuous random variable, independent from all the other entries of $T$. Then for every $n\times n$ matrix $A$ and every $t\ge0$ $$…

Self-normalized processes arise naturally in statistical applications. Being unit free, they are not affected by scale changes. Moreover, self-normalization often eliminates or weakens moment assumptions. In this paper we present several…

Our first result is a noncommutative form of Jessen/Marcinkiewicz/Zygmund theorem for the maximal limit of multiparametric martingales or ergodic means. It implies bilateral almost uniform convergence with initial data in the expected…

For a fixed alphabet A, an infinite sequence X is said to be normal if every word w over A appears in X with the same frequency as any other word of the same length. A classical result relates normality to finite automata as follows: a…

We study Sobolev mappings $f \in W_{\mathrm{loc}}^{1,n} (\mathbb{R}^n, \mathbb{R}^n)$, $n \ge 2$, that satisfy the heterogeneous distortion inequality \[\left|Df(x)\right|^n \leq K J_f(x) + \sigma^n(x) \left|f(x)\right|^n\] for almost every…

Let $F(X)= \prod_{i=1}^k(a_iX+b_i)$ be a polynomial with $a_i, b_i$ being integers. Suppose the discriminant of $F$ is non-zero and $F$ is admissible. Given any natural number $N$, let $S(F,N)$ denotes those integers less than or equal to…

We prove that, for locally bounded processes, absence of arbitrage opportunities of the first kind is equivalent to the existence of a dominating local martingale measure. This is related to and motivated by results from the theory of…

Let K be a field and let S = K[x_1, ..., x_n] be a polynomial ring. Consider a homogenous ideal I in S. Let t_i denote reg(Tor_i (S/I, K)), the maximal degree of an ith syzygy of S/I. We prove bounds on the numbers t_i for i > n/2 purely in…

Inspired by coarea formula in geometric measure theory, an occupation time formula for continuous semimartingales in $\mathbb{R}^{N}$ is proven. The occupation measure of a semimartingale, for $N\geq2$, is singular with respect to Lebesgue…

Let $S$ be a family of sequences of positive numbers that decrease to 0, let $X$ be a metric space and $A \subset X$. $A$ is said to be $S$-dominated if, for every $s\in S$, a countable cover $\{E_n\}$ of $E$ can be found such that $diam…