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Results 1 - 10
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251
Martingale proofs of many-server heavy-traffic limits for Markovian queues
- PROBABILITY SURVEYS
, 2007
"... ..."
A Martingale Proof of Dobrushin’s Theorem for Non-Homogeneous Markov Chains
, 2008
"... In 1956, Dobrushin proved a definitive central limit theorem for non-homogeneous Markov chains. In this note, a shorter and different proof elucidating more the assumptions is given through martingale approximation. Partially supported by NSF/DMS-0071504 and NSF/DMS-0104343. ..."
Abstract
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Cited by 9 (0 self)
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In 1956, Dobrushin proved a definitive central limit theorem for non-homogeneous Markov chains. In this note, a shorter and different proof elucidating more the assumptions is given through martingale approximation. Partially supported by NSF/DMS-0071504 and NSF/DMS-0104343.
Spine proofs for Lp-convergence of branching-diffusion martingales
, 2006
"... Using the foundations laid down in Hardy and Harris [8], we present new spine proofs of the Lp-convergence of some key additive martingales for three distinct models of branching diffusions, including branching Brownian motion. The spine techniques we develop give clear and simple arguments in the s ..."
Abstract
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Cited by 7 (7 self)
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Using the foundations laid down in Hardy and Harris [8], we present new spine proofs of the Lp-convergence of some key additive martingales for three distinct models of branching diffusions, including branching Brownian motion. The spine techniques we develop give clear and simple arguments
The critical random graph, with martingales
, 2006
"... We give a short proof that the largest component of the random graph G(n, 1/n) is of size approximately n 2/3. The proof gives explicit bounds for the probability that the ratio is very large or very small. ..."
Abstract
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Cited by 19 (5 self)
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We give a short proof that the largest component of the random graph G(n, 1/n) is of size approximately n 2/3. The proof gives explicit bounds for the probability that the ratio is very large or very small.
Martingale Representation And A Simple Proof Of Logarithmic Sobolev Inequalities On Path Spaces
, 1997
"... We show how the Clark-Ocone-Haussmann formula for Brownian motion on a compact Riemannian manifold put forward by S. Fang in his proof of the spectral gap inequality for the Ornstein-Uhlenbeck operator on the path space can yield in a very simple way the logarithmic Sobolev inequality on the same sp ..."
Abstract
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Cited by 43 (1 self)
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We show how the Clark-Ocone-Haussmann formula for Brownian motion on a compact Riemannian manifold put forward by S. Fang in his proof of the spectral gap inequality for the Ornstein-Uhlenbeck operator on the path space can yield in a very simple way the logarithmic Sobolev inequality on the same
A simple path to Biggins' martingale convergence for branching random walks
, 1995
"... We give a simple non-analytic proof of Biggins’ theorem on martingale convergence for branching random walks. ..."
Abstract
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Cited by 93 (1 self)
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We give a simple non-analytic proof of Biggins’ theorem on martingale convergence for branching random walks.
Exponential inequalities, with constants, for U-statistics of order two
- IN STOCHASTIC INEQUALITIES AND APPLICATIONS, VOLUME 56 OF PROGR. PROBAB
, 2003
"... A martingale proof of a sharp exponential inequality (with constants) is given for U-statistics of order two as well as for double integrals of Poisson processes. ..."
Abstract
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Cited by 21 (1 self)
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A martingale proof of a sharp exponential inequality (with constants) is given for U-statistics of order two as well as for double integrals of Poisson processes.
Martingales and character ratios
- Trans. Amer. Math. Soc
, 2006
"... Abstract. Some general connections between martingales and character ratios of finite groups are developed. As an application we sharpen the convergence rate in a central limit theorem for the character ratio of a random representation of the symmetric group on transpositions. A generalization of th ..."
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Cited by 5 (3 self)
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Abstract. Some general connections between martingales and character ratios of finite groups are developed. As an application we sharpen the convergence rate in a central limit theorem for the character ratio of a random representation of the symmetric group on transpositions. A generalization
Probabilistic Martingales and BPTIME Classes
- In Proc. 13th Annual IEEE Conference on Computational Complexity
, 1998
"... 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 [BMR + 98], and can cover the same class t ..."
Abstract
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Cited by 5 (1 self)
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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 [BMR + 98], and can cover the same class
Results 1 - 10
of
251
