Related papers: Concrete representation of martingales

Solutions of Schr\"oder-Poincar\'e's polynomial equations $f(az)=P(f(z))$ usually do not admit a simple closed-form representation in terms of known standard functions. We show that there is a one-to-one correspondence between zeros of $f$…

Given a continuous function from Euclidean space to the real line, we analyze (under some natural assumption on the function), the set of values it takes on translates of lattices. Our results are of the flavor: For almost any translate,…

Multivariable, real-valued functions induce matrix-valued functions defined on the space of d-tuples of n-times-n pairwise-commuting self-adjoint matrices. We examine the geometry of this space of matrices and conclude that the best notion…

We prove a generalisation to any characteristic of a result of Macdonald that describes strict polynomial functors in characteristic zero in terms of representations of the groupoid of finite sets and bijections. Our result will give an…

A functional analog of the Klain-Schneider theorem for vector-valued valuations on convex functions is established, providing a classification of continuous, translation covariant, simple valuations. Under additional rotation equivariance…

We investigate the behavior of sequences $(f(c_nx))$ for Lebesgue integrable functions $f:\mathbb R^d\to\mathbb R$. In particular, we give a~description of classes of multipliers $(c_n)$ and $(d_n)$ such that $f(c_nx)\to0$ or…

This paper is devoted to tangent martingales in Banach spaces. We provide the definition of tangency through local characteristics, basic $L^p$- and $\phi$-estimates, a precise construction of a decoupled tangent martingale, new estimates…

We prove that non-commutative martingale transforms are of weak type $(1,1)$. More precisely, there is an absolute constant $C$ such that if $\M$ is a semi-finite von Neumann algebra and $(\M_n)_{n=1}^\infty$ is an increasing filtration of…

The operator monotone functions defined in the positive half-line are of particular importance. We give a version of the theory in which integral representations for these functions can be established directly without invoking L\"owner's…

We are developing the algebraic construction for form factors of local operators in the sinh-Gordon theory proposed in [B.Feigin, M.Lashkeivch, 2008]. We show that the operators corresponding to the null vectors in this construction are…

Let $(X_i, \mathcal{F}_i)_{i\geq1}$ be a martingale difference sequence in a smooth Banach space. Let $S_n=\sum_{i=1}^nX_i, n\geq 1,$ be the partial sums of $(X_i, \mathcal{F}_i)_{i\geq 1}$. We give upper bounds on the quantity…

It is well known that for every $f\in C^m$ there exists a polynomial $p_n$ such that $p^{(k)}_n\rightarrow f^{(k)}$, $k=0,\ldots,m$. Here we prove such a result for fractional (non-integer) derivatives. Moreover, a numerical method is…

We give a general expression for the normally ordered form of a function F(w(a,a*)) where w is a function of boson annihilation and creation operators satisfying [a,a*]=1. The expectation value of this expression in a coherent state becomes…

A promising theory of quaternion-valued functions of one quaternionic variable, now called slice regular functions, has been introduced in 2006. The basic examples of slice regular functions are power series centered at 0 on their balls of…

We obtain a new decomposition of the Riemann-Liouville operators of fractional integration as a series involving derivatives (of integer order). The new formulas are valid for functions of class $C^n$, $n \in \mathbb{N}$, and allow us to…

Suppose l=2m+1, m>0. We introduce m "theta-series", [1],...,[m], in Z/2[[x]]. It has been conjectured that the n for which the coefficient of x^n in 1/[i] is 1 form a set of density 0. This is probably always false, but in certain cases,…

We construct families of rational functions $f \colon \bP^1_k \to \bP^1_k$ of degree $d \geq 2$ over a perfect field $k$ whose associated fixed-point processes fail to be martingales. Conversely, for any normal variety $X \subset…

Let $v_1$,..., $v_n$ be $n$ vectors in an inner product space. Can we find a natural number $d$ and positive (semidefinite) complex matrices $A_1$,..., $A_n$ of size $d \times d$ such that ${\rm Tr}(A_kA_l)= <v_k, v_l>$ for all $k,l=1,...,…

Subdifferentials (in the sense of convex analysis) of matrix-valued functions defined on $\mathbb{R}^d$ that are convex with respect to the L\"{o}wner partial order can have a complicated structure and might be very difficult to compute…

The optimal function $f$ satisfying $$ \mathbb{E} |\sum_{1}^n X_i | \ge f(\mathrbb{E}|X_1|,...,\mathbb{E}|X_n|) $$ for every martingale $(X_1,X_1+X_2, ...,\sum_{i=1}^n X_i)$ is shown to be given by $$ f(a) = \max \Big\{a_k-\sum_{i=1}^{k-1}…