Related papers: Normal domination of (super)martingales

Let $\Omega$ be a countable infinite product $\Omega^\N$ of copies of the same probability space $\Omega_1$, and let ${\Xi_n}$ be the sequence of the coordinate projection functions from $\Omega$ to $\Omega_1$. Let $\Psi$ be a possibly…

On observing a sequence of i.i.d.\ data with distribution $P$ on $\mathbb{R}^d$, we ask the question of how one can test the null hypothesis that $P$ has a log-concave density. This paper proves one interesting negative and positive result:…

Let \[Y_j=f_*(X_j)+\xi_j,\qquad j=1,...,n,\] where $X,X_1,...,X_n$ are i.i.d. random variables in a measurable space $(S,\mathcal{A})$ with distribution $\Pi$ and $\xi,\xi_1,... ,\xi_n$ are i.i.d. random variables with ${\mathbb{E}}\xi=0$…

Let $n$ be a natural number. Recall that a C*-algebra is said to be $n$-subhomogeneous if all its irreducible representations have dimension at most $n$. In this short note, we give various approximation properties characterising…

Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter $p\in(0,1)$. Let $m_*(p):=(1+p+2p^2)/(2\sqrt{p-p^2}+4p^2)$ if $0<p\le 1/2$ and $m_*(p):=1$ if…

Let $(Z_n)$ be a supercritical branching process in a random environment $\xi$. We study the convergence rates of the martingale $W_n = Z_n/ E[Z_n| \xi]$ to its limit $W$. The following results about the convergence almost sur (a.s.), in…

We observe that, for $r>1$, $s$ in an $r$-dependent interval, $p$ a homogeneous pseudodifferential symbol of order $m$ having $C^{r}$ regularity in space, and $u\in H^{s+m-r}(\mathbb{R}^{n})$ such that $p(x,D)u\in H^{s}(\mathbb{R}^{n})$,…

We show that standard deviation $\s$ satisfies the Leibniz inequality $\s(fg) \leq \s(f)\|g\| + \|f\|\s(g)$ for bounded functions f, g on a probability space, where the norm is the supremum norm. A related inequality that we refer to as…

Fix a prime $p >2$ and a finite field $\mathbb{F}_{q}$ with $q$ elements, where $q$ is a power of $p$. Let $m$ be a monic polynomial in the polynomial ring $\mathbb{F}_{q}[T]$ such that $deg(m)$ is large. Fix an integer $r\geq 2$, and let…

Let $G=(V(G),E(G))$ be a graph and $H=(V(H),E(H))$ be a hypergraph. The hypergraph $H$ is a {\it Berge-G} if there is a bijection $f : E(G) \mapsto E(H)$ such that for each $e \in E(G)$ we have $e \subseteq f(e)$. We define {\it dilations…

In a previous paper, we proved that for any submartingale $(X_t)_{t \geq 0}$ of class $(\Sigma)$, defined on a filtered probability space $(\Omega, \mathcal{F}, \mathbb{P}, (\mathcal{F}_t)_{t \geq 0})$, which satisfies some technical…

Let $\mathscr{L}^*(s)$ be the maximal $\mathcal{O}^*$-algebra of unbounded operators on $\ell_2$ whose domain is the space $s$ of rapidly decreasing sequences. This is a noncommutative topological algebra with involution which can be…

In this paper we discuss existence and uniqueness for a one-dimensional time inhomogeneous stochastic differential equation directed by an $\mathbb{F}$-semimartingale $M$ and a finite cubic variation process $\xi$ which has the structure…

We define a necessary and sufficient condition on a polynomial $h\in \mathbb{Z}[x]$ to guarantee that every set of natural numbers of positive upper density contains a nonzero difference of the form $h(p)$ for some prime $p$. Moreover, we…

Let $n$ and $s$ be fixed integers such that $n\geq 2$ and $1\leq s\leq \frac{n}{2}$. Let $M_n(\mathbb{K})$ be the ring of all $n\times n$ matrices over a field $\mathbb{K}$. If a map $\delta:M_n(\mathbb{K})\rightarrow M_n(\mathbb{K})$…

We study the problem of whether a betting-strategy can be decomposed into an equivalent set of simpler betting-strategies, such as betting-strategies that bet on a restricted set of stages or bet on a restricted of favorable outcomes. We…

We establish that constructive continued fraction dimension originally defined using $s$-gales is robust, but surprisingly, that the effective continued fraction dimension and effective (base-$b$) Hausdorff dimension of the same real can be…

We elaborate the notions of Martin-L\"of and Schnorr randomness for real numbers in terms of uniform distribution of sequences. We give a necessary condition for a real number to be Schnorr random expressed in terms of classical uniform…

Let $\M$ be a hyperfinite finite von Nemann algebra and $(\M_k)_{k\geq 1}$ be an increasing filtration of finite dimensional von Neumann subalgebras of $\M$. We investigate abstract fractional integrals associated to the filtration…

Given the monomial ideal I=(x_1^{{\alpha}_1},...,x_{n}^{{\alpha}_{n}})\subset K[x_1,...,x_{n}] where {\alpha}_{i} are positive integers and K a field and let J be the integral closure of I . It is a challenging problem to translate the…