math.PR · 2026-08-23 · No. 93

Probability, 2026-08-23.

1 new papers in math.PR. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    Information on trajectories: martingales and random times

    Akshay Balsubramani

    math.PR · cs.IT · cs.LG · math.ST

    Accounting for information flow on the path space of trajectories of a nonnegative martingale yields exact variational identities for it, even at arbitrary random times. This recovers the widely used classical concentration inequalities, from Ville to PAC-Bayes, and measures what each one discards. The tail a bound controls is itself a relative entropy, resolved by the chain rule into per-step conditional divergences. The discarded slack has...

    arxiv.org/abs/2608.20337 · PDF

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