Hunt’s Hypothesis(H)for the Sum of Two Independent Levy Processes

Which Levy processes satisfy Hunt’s hypothesis(H)is a long-standing open problem in probabilistic potential theory.The study of this problem for one-dimensional Levy processes suggests us to consider(H)from the point of view of the sum of Levy processes.In this paper,we present theorems and examples on the validity of(H)for the sum of two independent Levy processes.We also give a novel condition on the Levy measure which implies(H)for a large class of one-dimensional Levy processes.

Some Inequalities and Limit Theorems Under Sublinear Expectations

In this note, we study inequality and limit theory under sublinear expectations. We mainly prove Doob＇s inequality for submartingale and Kolmogrov＇s inequality. By Kolmogrov＇s inequality, we obtain a special version of Kolmogrov＇s law of large numbers. Finally, we present a strong law of large numbers for independent and identically distributed random variables under one-order type moment condition.

Some Explorations on Two Conjectures About Rademacher Sequences

In this paper,we explore two conjectures about Rademacher sequences.Let(εi)be a Rademacher sequence,i.e.,a sequence of independent{-1,1}-valued symmetric random variables.Set Sn=aiε1+…+anεn for a=(a1,…,an)∈Rn.The first con.jecture says that P(|Sn|≤‖a‖)>1/2 for all a∈Rn and n∈N.The second conjecture says that P(|Sn|>‖a‖)≥7/32 for all a∈Rn and n∈N.Regarding the first conjecture,we present several new equivalent formulations.These include a topological view,a combinatorial version and a strengthened version of the conjecture.Regarding the second conjecture,we prove that it holds true when n<7.