Related papers: Concrete representation of martingales

We provide conditions which yield a strong law of large numbers for expressions of the form $1/N\sum_{n=1}^{N}F\big(X(q_1(n)),..., X(q_\ell(n))\big)$ where $X(n),n\geq 0$'s is a sufficiently fast mixing vector process with some moment…

We present a multidimensional generalization of Zeckendorf's Theorem (any positive integer can be written uniquely as a sum of non-adjacent Fibonacci numbers) to a large family of linear recurrences. This extends work of Anderson and…

We investigate here the representability of integers as sums of triangular numbers, where the $n$-th triangular number is given by $T_n = n(n + 1)/2$. In particular, we show that $f(x_1,x_2,..., x_k) = b_1 T_{x_1} +...+ b_k T_{x_k}$, for…

When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…

This paper provides a mean value theorem for arithmetic functions $f$ defined by $$f(n)=\prod_{d|n}g(d),$$ where $g$ is an arithmetic function taking values in $(0, 1]$ and satisfying some generic conditions. As an application of our main…

The theory of derivatives and integrals of non-integer order goes back to Leibniz, Liouville, Grunwald, Letnikov and Riemann. The history of fractional vector calculus (FVC) has only 10 years. The main approaches to formulate a FVC, which…

Let $F(\boldsymbol x)$ be a homogeneous polynomial in $n \ge 1$ variables of degree $1 \leq d \leq n$ with integer coefficients so that its degree in every variable is equal to $1$. We give some sufficient conditions on $F$ to ensure that…

In this article we prove martingale type pointwise convergence theorems pertaining to tensor product splines defined on $d$-dimensional Euclidean space ($d$ is a positive integer), where conditional expectations are replaced by their…

We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…

For one-dimensional diffusions on the half-line, we study a specific type of conditioning to avoid zero. We introduce supermartingales defined via concave functions with respect to the scale function. A conditioning is formulated through…

An order theoretic and algebraic framework for the extended real numbers is established which includes extensions of the usual difference to expressions involving $-\infty$ and/or $+\infty$, so-called residuations. Based on this,…

Let $\{X, X_n, n\geq 1\}$ be a sequence of independent identically distributed non-degenerate random variables. Put $S_0=0, S_n = \sum^n_{i=1} X_i$ and $V_n^2=\sum^n_{i=1} X_i^2, n\ge 1.$ A weak convergence theorem is established for the…

A simple proof is given for the explicit formula which allows one to recover a $C^2-$smooth vector field $A=A(x)$ in $\mathbb{R}^3$, decaying at infinity, from the knowledge of its $\nabla \times A$ and $\nabla \cdot A$. The representation…

Let $f_1,\dots,f_k \in \mathbb{R}[X]$ be polynomials of degree at most $d$ with $f_1(0)=\dots=f_k(0)=0$. We show that there is an $n<x$ such that $\|f_i(n)\|\ll x^{-1/10.5kd(d-1)+o(1)}$ for all $1\le i\le k$. This improves on an earlier…

We provide a composite version of Ville's theorem that an event has zero measure if and only if there exists a nonnegative martingale which explodes to infinity when that event occurs. This is a classic result connecting measure-theoretic…

Let $f(z) = \sum_{k=0}^\infty d_k z^k$, $d_k\in\mathbb{C}\backslash\{ 0 \}$, $d_0=1$, be a power series with a non-zero radius of convergence $\rho$: $0 <\rho \leq +\infty$. Denote by $f_n(z)$ the n-th partial sum of $f$, and $R_{2n}(z) =…

In this work, we study vector-valued functional equations with multiple recursive terms that arise naturally when we are dealing with vector-valued multiplicative Lindley-type recursions. We provide a detailed framework for the solution of…

The main goal in this manuscript is to present a class of functions satisfying a certain orthogonality property for which there also exists a three term recurrence formula. This class of functions, which can be considered as an extension to…

Representing meaning in the form of high dimensional vectors is a common and powerful tool in biologically inspired architectures. While the meaning of a set of concepts can be summarized by taking a (possibly weighted) sum of their…

We define an enumerative function F(n,k,P,m) which is a generalization of binomial coefficients. Special cases of this function are also power function, factorials, rising factorials and falling factorials. The first section of the paper is…