scholarly journals A new sufficient condition for uniform integrability of exponential local martingales

Author(s):  
Драстамат Хачатурович Казанчян ◽  
Виктор Макарович Круглов

В статье доказано новое достаточное условие для равномерной интегрируемости экспоненциальных локальных мартингалов. Условие сформулировано в терминах квадратической вариации локального мартингала. Оно обобщает ряд известных достаточных условий подобного рода. In the article it is suggested a new sufficient condition for uniform integrability of continues exponential local martingales. It is shown that the condition is much weaker then a number of known sufficient conditions for uniform integrability of exponential local martingales.


2004 ◽  
Vol 36 (01) ◽  
pp. 227-242 ◽  
Author(s):  
A. A. Borovkov ◽  
A. Hordijk

Normed ergodicity is a type of strong ergodicity for which convergence of thenth step transition operator to the stationary operator holds in the operator norm. We derive a new characterization of normed ergodicity and we clarify its relation with exponential ergodicity. The existence of a Lyapunov function together with two conditions on the uniform integrability of the increments of the Markov chain is shown to be a sufficient condition for normed ergodicity. Conversely, the sufficient conditions are also almost necessary.



2004 ◽  
Vol 36 (1) ◽  
pp. 227-242 ◽  
Author(s):  
A. A. Borovkov ◽  
A. Hordijk

Normed ergodicity is a type of strong ergodicity for which convergence of the nth step transition operator to the stationary operator holds in the operator norm. We derive a new characterization of normed ergodicity and we clarify its relation with exponential ergodicity. The existence of a Lyapunov function together with two conditions on the uniform integrability of the increments of the Markov chain is shown to be a sufficient condition for normed ergodicity. Conversely, the sufficient conditions are also almost necessary.



2020 ◽  
Vol 18 (1) ◽  
pp. 1540-1551
Author(s):  
Jung Wook Lim ◽  
Dong Yeol Oh

Abstract Let ({\mathrm{\Gamma}},\le ) be a strictly ordered monoid, and let {{\mathrm{\Gamma}}}^{\ast }\left={\mathrm{\Gamma}}\backslash \{0\} . Let D\subseteq E be an extension of commutative rings with identity, and let I be a nonzero proper ideal of D. Set \begin{array}{l}D+[\kern-2pt[ {E}^{{{\mathrm{\Gamma}}}^{\ast },\le }]\kern-2pt] := \left\{f\in [\kern-2pt[ {E}^{{\mathrm{\Gamma}},\le }]\kern-2pt] \hspace{0.15em}|\hspace{0.2em}f(0)\in D\right\}\hspace{.5em}\text{and}\\ \hspace{0.2em}D+[\kern-2pt[ {I}^{{\Gamma }^{\ast },\le }]\kern-2pt] := \left\{f\in [\kern-2pt[ {D}^{{\mathrm{\Gamma}},\le }]\kern-2pt] \hspace{0.15em}|\hspace{0.2em}f(\alpha )\in I,\hspace{.5em}\text{for}\hspace{.25em}\text{all}\hspace{.5em}\alpha \in {{\mathrm{\Gamma}}}^{\ast }\right\}.\end{array} In this paper, we give necessary conditions for the rings D+[\kern-2pt[ {E}^{{{\mathrm{\Gamma}}}^{\ast },\le }]\kern-2pt] to be Noetherian when ({\mathrm{\Gamma}},\le ) is positively ordered, and sufficient conditions for the rings D+[\kern-2pt[ {E}^{{{\mathrm{\Gamma}}}^{\ast },\le }]\kern-2pt] to be Noetherian when ({\mathrm{\Gamma}},\le ) is positively totally ordered. Moreover, we give a necessary and sufficient condition for the ring D+[\kern-2pt[ {I}^{{\Gamma }^{\ast },\le }]\kern-2pt] to be Noetherian when ({\mathrm{\Gamma}},\le ) is positively totally ordered. As corollaries, we give equivalent conditions for the rings D+({X}_{1},\ldots ,{X}_{n})E{[}{X}_{1},\ldots ,{X}_{n}] and D+({X}_{1},\ldots ,{X}_{n})I{[}{X}_{1},\ldots ,{X}_{n}] to be Noetherian.



2000 ◽  
Vol 11 (03) ◽  
pp. 515-524
Author(s):  
TAKESI OKADOME

The paper deals with learning in the limit from positive data. After an introduction and overview of earlier results, we strengthen a result of Sato and Umayahara (1991) by establishing a necessary and sufficient condition for the satisfaction of Angluin's (1980) finite tell-tale condition. Our other two results show that two notions introduced here, the finite net property and the weak finite net property, lead to sufficient conditions for learning in the limit from positive data. Examples not solvable by earlier methods are also given.



2007 ◽  
Vol 7 (7) ◽  
pp. 624-638
Author(s):  
J. de Vicente

We study the separability of bipartite quantum systems in arbitrary dimensions using the Bloch representation of their density matrix. This approach enables us to find an alternative characterization of the separability problem, from which we derive a necessary condition and sufficient conditions for separability. For a certain class of states the necessary condition and a sufficient condition turn out to be equivalent, therefore yielding a necessary and sufficient condition. The proofs of the sufficient conditions are constructive, thus providing decompositions in pure product states for the states that satisfy them. We provide examples that show the ability of these conditions to detect entanglement. In particular, the necessary condition is proved to be strong enough to detect bound entangled states.



2004 ◽  
Vol 95 (2) ◽  
pp. 517-550 ◽  
Author(s):  
William M. Grove

This article first explains concepts in taxometrics, including the meaning of “taxon” in relation to taxometric procedures. It then mathematically develops the MAXSLOPE procedure of Grove and Meehl which relies on nonlinear regression of one taxometric indicator variable on another. Sufficient conditions for MAXSLOPE's validity are set forth. The relationship between the point of maximum regression slope (MAXSLOPE point) and the HITMAX cut, i.e., the point on a variable which, if used as a diagnostic cut-off score, yields maximum classification accuracy, is analyzed. A sufficient condition is given for the MAXSLOPE point to equal the HITMAX cut; however, most distributions have different MAXSLOPE and HITMAX points. Equations and an algorithm are spelled out for making a graphical test for the existence of a taxon, estimating taxometric parameters, and conducting consistency tests; the latter serve as stringent checks on the validity of a taxonic conjecture. The plausibility of assumptions made, in deriving MAXSLOPE equations, is discussed, and the qualitative effects of violations of these assumptions are explained.



Pythagoras ◽  
2010 ◽  
Vol 0 (71) ◽  
Author(s):  
Shunmugam Pillay ◽  
Poobhalan Pillay

The centre of mass G of a triangle has the property that the rays to the vertices from G sweep out triangles having equal areas. We show that such points, termed equipartitioning points in this paper, need not exist in other polygons. A necessary and sufficient condition for a quadrilateral to have an equipartitioning point is that one of its diagonals bisects the other. The general theorem, namely, necessary and sufficient conditions for equipartitioning points for arbitrary polygons to exist, is also stated and proved. When this happens, they are in general, distinct from the centre of mass. In parallelograms, and only in them, do the two points coincide.



2004 ◽  
Vol 134 (6) ◽  
pp. 1177-1197 ◽  
Author(s):  
Martin Krupa ◽  
Ian Melbourne

Systems possessing symmetries often admit robust heteroclinic cycles that persist under perturbations that respect the symmetry. In previous work, we began a systematic investigation into the asymptotic stability of such cycles. In particular, we found a sufficient condition for asymptotic stability, and we gave algebraic criteria for deciding when this condition is also necessary. These criteria are satisfied for cycles in R3.Field and Swift, and Hofbauer, considered examples in R4 for which our sufficient condition for stability is not optimal. They obtained necessary and sufficient conditions for asymptotic stability using a transition-matrix technique.In this paper, we combine our previous methods with the transition-matrix technique and obtain necessary and sufficient conditions for asymptotic stability for a larger class of heteroclinic cycles. In particular, we obtain a complete theory for ‘simple’ heteroclinic cycles in R4 (thereby proving and extending results for homoclinic cycles that were stated without proof by Chossat, Krupa, Melbourne and Scheel). A partial classification of simple heteroclinic cycles in R4 is also given. Finally, our stability results generalize naturally to higher dimensions and many of the higher-dimensional examples in the literature are covered by this theory.



Author(s):  
Soumyodipta Karmakar ◽  
Kairat Myrzakulov ◽  
Surajit Chattopadhyay ◽  
Ratbay Myrzakulov

Inspired by the work of S. D. Odintsov and V. K. Oikonomou, Phys. Rev. D 92, 024016 (2015) [1], the present study reports a reconstruction scheme for f (R) gravity with the scale factor a(t) µ (t * - t) c22describing the pre-bounce ekpyrotic contraction, where t is the big crunch time. The reconstructed f (R) is used to derive expressions for density and pressure contributions and the equation of state parameter resulting from this reconstruction is found to behave like "quintom". It has also been observed that the reconstructed f (R) has satisfied a sufficient condition for a realistic model. In the subsequent phase the reconstructed f (R) is applied to the model of chameleon scalar field and the scalar field f and the potential V(f) are tested for quasi-exponential ex pansion. It has been observed that although the reconstructed f (R) satisfies one of the sufficient conditions for realistic model, the quasi-exponential expansion is not available due to this reconstruction. Finally, the consequences pre-bounce ekpyrotic inflation i n f (R) gravity are compared to the background solution for f (R) matter bounce.



1972 ◽  
Vol 18 (2) ◽  
pp. 129-136 ◽  
Author(s):  
Ian Anderson

A graph G is said to possess a perfect matching if there is a subgraph of G consisting of disjoint edges which together cover all the vertices of G. Clearly G must then have an even number of vertices. A necessary and sufficient condition for G to possess a perfect matching was obtained by Tutte (3). If S is any set of vertices of G, let p(S) denote the number of components of the graph G – S with an odd number of vertices. Then the conditionis both necessary and sufficient for the existence of a perfect matching. A simple proof of this result is given in (1).



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