相关论文: Martingale selection theorem for a stochastic sequ…

This article offers a gentle introduction to the axiom of choice. We introduce the axiom, discuss some common objections to it, and present three kinds of reasons to accept it. Although the exposition is aimed at non-experts in set theory,…

This note establishes that if a sequence $P_n, n=1,\ldots$ of probability measures converges in total variation to the limiting probability measure $P$, and $\sigma$-algebras $\mathbb{A}$ and $\mathbb{B}$ are conditionally independent given…

Selection bias is a common concern in epidemiologic studies. In the literature, selection bias is often viewed as a missing data problem. Popular approaches to adjust for bias due to missing data, such as inverse probability weighting, rely…

A method of calculating probability values from a system of marginal constraints is presented. Previous systems for finding the probability of a single attribute have either made an independence assumption concerning the evidence or have…

We consider sequential selection of an alternating subsequence from a sequence of independent, identically distributed, continuous random variables, and we determine the exact asymptotic behavior of an optimal sequentially selected…

We consider a model of selective prediction, where the prediction algorithm is given a data sequence in an online fashion and asked to predict a pre-specified statistic of the upcoming data points. The algorithm is allowed to choose when to…

In the pivotal variable selection problem, we derive the exact non-asymptotic minimax selector over the class of all $s$-sparse vectors, which is also the Bayes selector with respect to the uniform prior. While this optimal selector is, in…

We consider a complete probability space $(\Omega,\mathcal{F},\mathbb{P})$, which is endowed with two filtrations, $\mathbb{G}$ and $\mathbb{F}$, assumed to satisfy the usual conditions and such that $\mathbb{F} \subset \mathbb{G}$. On this…

Motivated by stochastic optimization, we introduce the problem of learning from samples of contextual value distributions. A contextual value distribution can be understood as a family of real-valued distributions, where each sample…

The concept of "stochastic precedence" between two real-valued random variables has often emerged in different applied frameworks. In this paper we consider a slightly more general, and completely natural, concept of stochastic precedence…

Let $(\Omega, \A, \mu)$ be a Lebesgue space and $T$ an ergodic measure preserving automorphism on $\Omega$ with positive entropy. We show that there is a bounded and strictly stationary martingale difference sequence defined on $\Omega$…

It is illustrated by the fitted Regge trajectories for a large majority of mesons that both the radial and orbital Regge trajectories for mesons prefer being concave. The concavity of the meson Regge trajectories is model-independent. If…

Motivated by random evolutions which do not start from equilibrium, in a recent work, Peligrad and Voln\'{y} (2018) showed that the quenched CLT (central limit theorem) holds for ortho-martingale random fields. In this paper, we study the…

The main result states that every convex set-valued function defined on a real interval with compact values in a locally convex space, admits an affine selection. In the case if the target space is a real line and the values are closed real…

Let $\mm_n, n=0,1,...$ be the supercritical branching random walk, in which the number of direct descendants of one individual may be infinite with positive probability. Assume that the standard martingale $W_n$ related to $\mm_n$ is…

In the present paper, classical tools of convex analysis are used to study the solution set to a certain class of set-inclusive generalized equations. A condition for the solution existence and global error bounds is established, in the…

We give a collection of explicit sufficient conditions for the true martingale property of a wide class of exponentials of semimartingales. We express the conditions in terms of semimartingale characteristics. This turns out to be very…

For certain weak versions of the Axiom of Choice (most notably, the Boolean Prime Ideal theorem), we obtain equivalent formulations in terms of partial orders, and filter-like objects within them intersecting certain dense sets or…

We illustrate a process that constructs martingales from raw material that arises naturally from the theory of sampling without replacement.The usefulness of the new martingales is illustrated by the development of maximal inequalities for…

Suppose X is a random vector, that is distributed uniformly in some n-dimensional convex set. It was conjectured that when the dimension n is very large, there exists a non-zero vector u, such that the distribution of the real random…