相关论文: The suprema of infinitely divisible processes
This article establishes a universal robust limit theorem under a sublinear expectation framework. Under moment and consistency conditions, we show that, for $\alpha \in(1,2)$, the i.i.d. sequence \[ \left \{ \left(…
This paper gives a complete characterization of infinitely divisible semimartingales, i.e., semimartingales whose finite dimensional distributions are infinitely divisible. An explicit and essentially unique decomposition of such…
This article relaxes the integrability condition imposed in the literature for the robust $\alpha$-stable central limit theorem under sublinear expectation. Specifically, for $\alpha \in(0,1]$, we prove that the normalized sums of i.i.d.…
<i>H</i> is the theory extending β-conversion by identifying all closed unsolvables. <i>H</i>ω is the closure of this theory under the ω-rule (and β-conversion). A long-standing conjecture of H. Barendregt states that…
This paper considers the computational hardness of computing expected outcomes and deciding (universal) (positive) almost-sure termination of probabilistic programs. It is shown that computing lower and upper bounds of expected outcomes is…
While effective concentration inequalities for suprema of empirical processes exist under boundedness or strict tail assumptions, no comparable results have been available under considerably weaker assumptions. In this paper, we derive…
We address a special case of a conjecture of M. Talagrand relating two notions of "threshold" for an increasing family $\mathcal F$ of subsets of a finite set $V$. The full conjecture implies equivalence of the "Fractional…
We introduce a formal definition of Wolfram's notion of computational process based on cellular automata, a physics-like model of computation. There is a natural classification of these processes into decidable, intermediate and complete.…
We study the supremum of some random Dirichlet polynomials and obtain sharp upper and lower bounds for supremum expectation that extend the optimal estimate of Hal\'asz-Queff\'elec and enable to cunstruct random polynomials with unusually…
This note concerns bounded derivations on maximal triangular operator algebras on a Hilbert space. Given any bounded derivation $\delta$ on a maximal triangular algebra whose invariant lattice is continuous at 1, an operator which is shown…
We derive an upper bound for the mean of the supremum of the empirical process indexed by a class of functions that are known to have variance bounded by a small constant $\delta$. The bound is expressed in the uniform entropy integral of…
We derive, up to a constant factor, matching lower and upper bounds on the concentration functions of suprema of separable centered Gaussian processes and order statistics of Gaussian random fields. These bounds reveal that suprema of…
Write $\mathbf{A}_\lambda$ for what might be described as the most elementary nontrivial inverse system of abelian groups indexed by the functions from the cardinal $\lambda$ to the set of natural numbers. The question of whether for any…
The C_\ell-free process starts with the empty graph on n vertices and adds edges chosen uniformly at random, one at a time, subject to the condition that no copy of C_\ell is created. For every $\ell \geq 4$ we show that, with high…
Let $X$ be a bounded c\`adl\`ag process with positive jumps defined on the canonical space of continuous paths. We consider the problem of optimal stopping the process $X$ under a nonlinear expectation operator $\cE$ defined as the supremum…
In the paper we pursue the analysis from the section 5 of the Talagrand's paper "Sample boundedness of stochastic processes under increment conditions." Ann. Probab. 18, No. 1, 1-49. In particular we give the proof of some Sobolev…
We consider diffusion processes in Hilbert spaces with constant non-degenerate diffusion operators and show that, under broad assumptions on the drift, the transition probabilities of the process are positive on ellipsoids associated with…
Let $\mathcal{F}$ be a class of measurable functions on a measurable space $(S,\mathcal{S})$ with values in $[0,1]$ and let \[P_n=n^{-1}\sum_{i=1}^n\delta_{X_i}\] be the empirical measure based on an i.i.d. sample $(X_1,...,X_n)$ from a…
We consider the standard thermodynamic processes with constraints, but with additional uncertainty about the control parameters. Motivated by inductive reasoning, we assign prior distribution that provides a rational guess about likely…
Many different definitions of computational universality for various types of dynamical systems have flourished since Turing's work. We propose a general definition of universality that applies to arbitrary discrete time symbolic dynamical…