Related papers: Normal domination of (super)martingales

In this paper we generalize the main result of [13] in two different situations: in the first case for MOTSs of genus greater than one and, in the second case, for MOTSs of high dimension with negative $\sigma$-constant. In both cases we…

Let $X$ be a supermartingale starting from $0$ which has only nonnegative jumps. For each $0<p<1$ we determine the best constants $c_p$, $C_p$ and $\mathfrak{c}_p$ such that $$ \,\,\,\,\sup_{t\geq 0}\left|\left|X_t\right|\right|_p\leq…

Let $X=(X_t)_{t\geq 0}$ be a one-dimensional L\'evy process such that each $X_t$ has a $C^1_b$-density w.r.t. Lebesgue measure and certain polynomial or exponential moments. We characterize all polynomially bounded functions…

We consider the real number $\sigma$ with continued fraction expansion $[a_0, a_1, a_2,\ldots] = [1,2,1,4,1,2,1,8,1,2,1,4,1,2,1,16,\ldots]$, where $a_i$ is the largest power of $2$ dividing $i+1$. We compute the irrationality measure of…

We construct a class of homogeneous Cantor-Moran measures with all contraction ratios being reciprocal of integers, and prove that they are pointwise absolutely normal. Our approach relies on methods developed by Davenport, Erd{\H{o}}s, and…

In this paper, we consider the special class of positive local submartingales (X_{t}) of the form: X_{t}=N_{t}+A_{t}, where the measure (dA_{t}) is carried by the set {t: X_{t}=0}. We show that many examples of stochastic processes studied…

In this note we construct Swiss cheeses X such that R(X) is non-regular but such that R(X) has no non-trivial Jensen measures. We also construct a non-regular uniform algebra with compact, metrizable character space such that every point of…

We consider a completely resonant nonlinear Schr\"odinger equation on the $d$-dimensional torus, for any $d\geq 1$, with polynomial nonlinearity of any degree $2p+1$, $p\geq1$, which is gauge and translation invariant. We study the…

We propose new supermartingale-based certificates for verifying almost sure satisfaction of $\omega$-regular properties: (1) generalised Streett supermartingales (GSSMs) and their lexicographic extension (LexGSSMs), (2) distribution-valued…

Let $1 \leq m < s \leq n$ and let $A \subseteq \mathbb{R}^n$ be a Borel set of with $s$-dimensional Hausdorff measure $\mathcal{H}^s(A) > 0$. The classical Marstrand slicing theorem states that, for almost every $m$-dimensional subspace $V…

Under long memory, the limit theorems for normalized sums of random variables typically involve a positive integer called "Hermite rank". There is a different limit for each Hermite rank. From a statistical point of view, however, we argue…

Let $S_n^{(2)}$ denote the iterated partial sums. That is, $S_n^{(2)}=S_1+S_2+ ... +S_n$, where $S_i=X_1+X_2+ ... s+X_i$. Assuming $X_1, X_2,....,X_n$ are integrable, zero-mean, i.i.d. random variables, we show that the persistence…

In the first part of this paper, we study RBSDEs in the case where the filtration is not quasi-left continuous and the lower obstacle is given by a predictable process. We prove the existence and uniqueness by using some results of optimal…

We study some divisibility properties of multiperfect numbers. Our main result is: if $N=p_1^{\alpha_1}... p_s^{\alpha_s} q_1^{2\beta_1}... q_t^{2\beta_t}$ with $\beta_1, ..., \beta_t$ in some finite set S satisfies…

We show that a continuous local martingale is a strict local martingale if its supremum process is not in $ L_\alpha$ for a positive number $\alpha $ smaller than $1$. Using this we construct a family of strict local martingales.

The main focus of this work is the asymptotic behavior of mass-conservative homogeneous fragmentations. Considering the logarithm of masses makes the situation reminiscent of branching random walks. The standard approach is to study {\bf…

Let $S_n$ be the set of all permutations of $\{1,2,\ldots,n\}$ and let $\sigma=(\sigma_1,\sigma_2,\ldots,\sigma_n)\in S_n$. The {\it initial longest increasing sequence} (ILIS) in $\sigma$ has length $m$ if, for $1\le m\le n-1$,…

Let $S \subseteq \mathbb{N}$ have the property that for each $k \in S$ the set $(S - k) \cap \mathbb{N} \setminus S$ has asymptotic density $0$. We prove that there exists a basic sequence $Q$ where the set of numbers $Q$-normal of all…

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…

Let $S$ be a Scott set, or even an $\omega$-model of $\mathsf{WWKL}$. Then for each $A\in S$, either there is $X \in S$ that is weakly 2-random relative to $A$, or there is $X\in S$ that is 1-generic relative to $A$. It follows that if…