We prove game-theoretic generalizations of some well known zero-one laws. Our proofs make the martingales behind the laws explicit, and our results illustrate how martingale arguments can have implications going beyond measure-theoretic probability.
For any fixed positive integer $k$, let $alpha_{k}$ denote the smallest $alpha in (0,1)$ such that the random graph sequence $left{Gleft(n, n^{-alpha}right)right}$ does not satisfy the zero-one law for the set $mathcal{E}_{k}$ of all existential first order sentences that are of quantifier depth at most $k$. This paper finds upper and lower bounds on $alpha_{k}$, showing that as $k rightarrow infty$, we have $alpha_{k} = left(k - 2 - t(k)right)^{-1}$ for some function $t(k) = Theta(k^{-2})$. We also establish the precise value of $alpha_{k}$ when $k = 4$.
Markov categories are a recent category-theoretic approach to the foundations of probability and statistics. Here we develop this approach further by treating infinite products and the Kolmogorov extension theorem. This is relevant for all aspects of probability theory in which infinitely many random variables appear at a time. These infinite tensor products $bigotimes_{i in J} X_i$ come in t
We investigate the regularity of shot noise series and of Poisson integrals. We give conditions for the absolute continuity of their law with respect to Lebesgue measure and for their continuity in total variation norm. In particular, the case of truncated series in adressed. Our method relies on a disintegration of the probability space based on a mere conditioning by the first jumps of the underlying Poisson process.
We analyze almost sure asymptotic behavior of extreme values of a regenerative process. We show that under certain conditions a properly centered and normalized running maximum of a regenerative process satisfies a law of the iterated logarithm for the $limsup$ and a law of the triple logarithm for the $liminf$. This complements a previously known result of Glasserman and Kou [Ann. Appl. Probab. 5(2) (1995), 424--445]. We apply our results to several queuing systems and a birth and death process.
For $widetilde{cal R} = 1 - exp(- {cal R})$ a random closed set obtained by exponential transformation of the closed range ${cal R}$ of a subordinator, a regenerative composition of generic positive integer $n$ is defined by recording the sizes of clusters of $n$ uniform random points as they are separated by the points of $widetilde{cal R}$. We focus on the number of parts $K_n$ of the composition when $widetilde{cal R}$ is derived from a gamma subordinator. We prove logarithmic asymptotics of the moments and central limit theorems for $K_n$ and other functionals of the composition such as the number of singletons, doubletons, etc. This study complements our previous work on asymptotics of these functionals when the tail of the Levy measure is regularly varying at $0+$.