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251
Martingale proofs of manyserver heavytraffic limits for Markovian queues
 PROBABILITY SURVEYS
, 2007
"... ..."
A Martingale Proof of Dobrushin’s Theorem for NonHomogeneous Markov Chains
, 2008
"... In 1956, Dobrushin proved a definitive central limit theorem for nonhomogeneous Markov chains. In this note, a shorter and different proof elucidating more the assumptions is given through martingale approximation. Partially supported by NSF/DMS0071504 and NSF/DMS0104343. ..."
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Cited by 9 (0 self)
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In 1956, Dobrushin proved a definitive central limit theorem for nonhomogeneous Markov chains. In this note, a shorter and different proof elucidating more the assumptions is given through martingale approximation. Partially supported by NSF/DMS0071504 and NSF/DMS0104343.
Spine proofs for Lpconvergence of branchingdiffusion martingales
, 2006
"... Using the foundations laid down in Hardy and Harris [8], we present new spine proofs of the Lpconvergence 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 ..."
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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 Lpconvergence 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. ..."
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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 ClarkOconeHaussmann formula for Brownian motion on a compact Riemannian manifold put forward by S. Fang in his proof of the spectral gap inequality for the OrnsteinUhlenbeck operator on the path space can yield in a very simple way the logarithmic Sobolev inequality on the same sp ..."
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Cited by 43 (1 self)
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We show how the ClarkOconeHaussmann formula for Brownian motion on a compact Riemannian manifold put forward by S. Fang in his proof of the spectral gap inequality for the OrnsteinUhlenbeck 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 nonanalytic proof of Biggins’ theorem on martingale convergence for branching random walks. ..."
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Cited by 93 (1 self)
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We give a simple nonanalytic proof of Biggins’ theorem on martingale convergence for branching random walks.
Exponential inequalities, with constants, for Ustatistics 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 Ustatistics of order two as well as for double integrals of Poisson processes. ..."
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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 Ustatistics 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 ..."
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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