Related papers: Normal domination of (super)martingales

Let $(a_n), (b_n)$ be linear recursive sequences of integers with characteristic polynomials $A(X),B(X)\in \mathbb{Z}[X]$ respectively. Assume that $A(X)$ has a dominating and simple real root $\alpha$, while $B(X)$ has a pair of conjugate…

We consider the set $\mathcal{M}_n(\mathbb Z; H)$ of $n\times n$-matrices with integer elements of size at most $H$ and obtain a new upper bound on the number of matrices from $\mathcal{M}_n(\mathbb Z; H)$ with a given characteristic…

This paper presents some limit theorems for certain functionals of moving averages of semimartingales plus noise which are observed at high frequency. Our method generalizes the pre-averaging approach (see [Bernoulli 15 (2009) 634--658,…

A martingale \int H.dZ is defined as having Dimension k if H has rank k almost surely, almost all t. Dimension can be used as a geometric invariant to classify and study martingales. We also define general Brownian motions in higher…

Let $R$ be a Noetherian ring and $x_1,\ldots,x_t$ a permutable regular sequence of elements in $R$. Then there exists a finite set of primes $\Lambda$ and natural number $C$ so that for all $n_1,\ldots,n_t$ there exists a primary…

Every submartingale S of class D has a unique Doob-Meyer decomposition S=M+A, where M is a martingale and A is a predictable increasing process starting at 0. We provide a short and elementary prove of the Doob-Meyer decomposition theorem.…

A proof of the continuous martingale convergence theorem is provided. It relies on a classical martingale inequality and the almost sure convergence of a uniformly bounded non-negative super-martingale, after a truncation argument.

A supermartingale deflator (resp., local martingale deflator) multiplicatively transforms nonnegative wealth processes into supermartingales (resp., local martingales). The supermartingale numeraire (resp., local martingale numeraire) is…

Relying on results due to Shmerkin and Solomyak, we show that outside a $0$-dimensional set of parameters, for every planar homogeneous self-similar measure $\nu$, with strong separation, dense rotations and dimension greater than $1$,…

Let $A$ be an $n\times n$ matrix with mutually independent centered Gaussian entries. Define \begin{align*} \sigma^*:=\max\limits_{i,j\leq n}\sqrt{{\mathbb E}\,|A_{i,j}|^2}, \quad \sigma:=\max\bigg(\max\limits_{j\leq n}\sqrt{{\mathbb…

In the paper, we introduce the notion of a local regular supermartingale relative to a convex set of equivalent measures and prove for it the necessary and sufficient conditions of optional Doob decomposition in the discrete case. This…

We derive equivalent conditions for the (local) absolute continuity of two laws of semimartingales on random sets. Our result generalizes previous results for classical semimartingales by replacing a strong uniqueness assumption by a weaker…

Let G be a semisimple linear algebraic group defined over rational numbers, K be a maximal compact subgroup of its real points and {\Gamma} be an arithmetic lattice. One can associate a probability measure {\mu}(H) on {\Gamma}\G for each…

Positive $T$-martingales were developed as a general framework that extends the positive measure-valued martingales and are meant to model intermittent turbulence. We extend their scope by allowing the martingale to take complex values. We…

Let $s$ be a fixed positive integer constant, $\varepsilon$ be a fixed small positive number. Then, provided that a prime $p$ is large enough, we prove that for any set $\{{\mathcal M}\subseteq \mathbb F_p^*$ of size $|{\mathcal M}|=…

We consider Cantor measures on the line, with contraction factor $N^{-1}=p^{-\alpha}$ (where $p$ a positive prime, $\alpha$ a positive integer) and $m$ positive integer digits lying in distinct residue classes modulo $N$. We obtain a…

Let $L$ be one of the finite dimensional Lie algebras $W_n({\bf m}),$ $S_n({\bf m}),$ $ H_n({\bf m})$ of Cartan type over an algebraically closed field of prime characteristic $p>0.$ For an elements $F$ of the symmetrical algebra $S(L)$ we…

Supersymmetry and super-Lie algebras have been consistently generalized previously. The so-called fractional supersymmetry and $F-$Lie algebras could be constructed starting from any representation $\D$ of any Lie algebra $g$. This involves…

Let $X_n = \{1,2,\dots,n\}$ be a finite set $(n\geq 2)$ and $T_n$ the full transformation semigroup on $X_n$. For a positive integer $l\leq n-1$, we define $$T_n(l) = \{\alpha\in T_n \colon \forall x,y\in X_n,\, |x-y| = l \;\Rightarrow\;…

Suppose we are given a computably enumerable object arise from algorithmic randomness or computable analysis. We are interested in the strength of oracles which can compute an object that approximates this c.e. object. It turns out that,…