相关论文: The extended Ville's inequality for nonintegrable …

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…

Essentially all anytime-valid methods hinge on Ville's inequality to gain validity across time without incurring a union bound. Ville's inequality is a proper generalisation of Markov's inequality. It states that a non-negative…

The Robbins-Siegmund theorem establishes the convergence of stochastic processes that are almost supermartingales and is one of the most commonly used approaches for analyzing stochastic iterative algorithms in stochastic approximation and…

We design sequential tests for a large class of nonparametric null hypotheses based on elicitable and identifiable functionals. Such functionals are defined in terms of scoring functions and identification functions, which are ideal…

Confidence sequences, anytime p-values (called p-processes in this paper), and e-processes all enable sequential inference for composite and nonparametric classes of distributions at arbitrary stopping times. Examining the literature, one…

In a recent paper, Melbourne and Terhesiu [Operator renewal theory and mixing rates for dynamical systems with infinite measure, Invent. Math. 189 (2012), 61-110] obtained results on mixing and mixing rates for a large class of…

We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…

The concept of finitely additive supermartingales, originally due to Bochner, is revived and developed. We exploit it to study measure decompositions over filtered probability spaces and the properties of the associated Dol\'{e}ans-Dade…

We prove a deviation inequality for noncommutative martingales by extending Oliveira's argument for random matrices. By integration we obtain a Burkholder type inequality with satisfactory constant. Using continuous time, we establish…

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

We introduce mixed Segre numbers of ideals which generalize the notion of mixed multiplicities of ideals of finite colength and show how many results on mixed multiplicities can be extended to results on mixed Segre numbers. In particular,…

A novel approach is proposed to establish a sharp upper bound on the expected supremum of a separable martingale random field, serving as an alternative to classical universal chaining-based methods. The proposed approach begins by deriving…

This paper presents theoretical results on combining non-probability and probability survey samples through mass imputation, an approach originally proposed by Rivers (2007) as sample matching without rigorous theoretical justification.…

We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include…

Certain countably and finitely additive measures can be associated to a given nonnegative supermartingale. Under weak assumptions on the underlying probability space, existence and (non)uniqueness results for such measures are proven.

We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…

In this work we obtain mixing (and in some cases sharp mixing rates) for a reasonable large class of invertible systems preserving an infinite measure. The examples considered here are the invertible analogue of both Markov and non Markov…

Let $(R, \mathfrak m)$ be a Noetherian local ring. In this work we extend the notion of mixed multiplicities of modules, given in \cite{Kleiman-Thorup2} and \cite{Kirby-Rees1} (see also \cite{Bedregal-Perez}), to an arbitrary family…

We recall some of the history of the information-theoretic approach to deriving core results in probability theory and indicate parts of the recent resurgence of interest in this area with current progress along several interesting…