Some Classes of Two-Parameter Martingales
نویسندگان
چکیده
منابع مشابه
Probabilistic Martingales and BPTIME Classes
We define probabilistic martingales based on randomized approximation schemes, and show that the resulting notion of probabilistic measure has several desirable robustness properties. Probabilistic martingales can simulate the “betting games” of [BMR98], and can cover the same class that a “natural proof” diagonalizes against, as implicitly already shown in [RSC95]. The notion would become a fu...
متن کاملSome numerical results on two classes of finite groups
In this paper, we consider the finitely presented groups $G_{m}$ and $K(s,l)$ as follows;$$G_{m}=langle a,b| a^m=b^m=1,~[a,b]^a=[a,b],~[a,b]^b=[a,b]rangle $$$$K(s,l)=langle a,b|ab^s=b^la,~ba^s=a^lbrangle;$$and find the $n^{th}$-commutativity degree for each of them. Also we study the concept of $n$-abelianity on these groups, where $m,n,s$ and $l$ are positive integers, $m,ngeq 2$ and $g.c.d(s,...
متن کاملOn the Paper “ Weak Convergence of Some Classes of Martingales with Jumps ”
This note extends some results of Nishiyama [Ann. Probab. 28 (2000) 685–712]. A maximal inequality for stochastic integrals with respect to integer-valued random measures which may have infinitely many jumps on compact time intervals is given. By using it, a tightness criterion is obtained; if the so-called quadratic modulus is bounded in probability and if a certain entropy condition on the pa...
متن کاملSome fixed-parameter tractable classes of Dual and related problems⋆
In this paper we present fixed-parameter algorithms for the problem Dual—given two hypergraphs, decide if one is the transversal hypergraph of the other—and related problems. In the first part, we give algorithms for the parameters number of edges of the hypergraphs, the maximum degree of a vertex, and vertex complementary degrees. In the second part, we use an Apriori approach to obtain FPT re...
متن کاملPredictable Representation Property of Some Hilbertian Martingales
We prove as for the real case that a martingale with values in a separabale real Hilbert space is extremal if and only if it satisfies the predictable representation property.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1981
ISSN: 0091-1798
DOI: 10.1214/aop/1176994466