pith:3GSESU34
From a stochastic maximal inequality to infinite-dimensional martingales, towards high-dimensional statistics
A novel oracle maximal inequality via integration by parts yields sharp bounds for martingale random field suprema.
arxiv:2603.29739 v3 · 2026-03-31 · math.PR
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Claims
A novel approach is proposed to establish a sharp upper bound on the expected supremum of a separable martingale random field, serving as an alternative to classical universal chaining-based methods. This yields a generalization of Lenglart's inequality to finite-dimensional and certain infinite-dimensional settings via a finite approximation device.
The finite approximation device successfully extends the finite-dimensional generalization to the relevant infinite-dimensional cases while preserving the sharpness of the bound, assuming the martingale random field is separable.
A new oracle maximal inequality for finite submartingales is derived via integration by parts, generalizing Lenglart's inequality to finite- and certain infinite-dimensional martingale random fields through finite approximation from below.
Receipt and verification
| First computed | 2026-06-10T01:11:00.338419Z |
|---|---|
| Builder | pith-number-builder-2026-05-17-v1 |
| Signature | Pith Ed25519
(pith-v1-2026-05) · public key |
| Schema | pith-number/v1.0 |
Canonical hash
d9a449537c4ea845580b8e4cf1a078782f9794ec5f32305ecc5134d3196562b7
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curl -sH 'Accept: application/ld+json' https://pith.science/pith/3GSESU34J2UEKWALRZGPDIDYPA \
| jq -c '.canonical_record' \
| python3 -c "import sys,json,hashlib; b=json.dumps(json.loads(sys.stdin.read()), sort_keys=True, separators=(',',':'), ensure_ascii=False).encode(); print(hashlib.sha256(b).hexdigest())"
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Canonical record JSON
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