30 citations · 110 across the 29 of their papers we have counts for
44 papers
Langevin dynamics along the zero set of real-analytic potentials
Martin Larsson
We consider the Langevin diffusion for a general nonnegative real-analytic potential and a large parameter . In the large- li…
Propagation of chaos for point processes induced by particle systems with mean-field drift interaction
Nikolaos Kolliopoulos, Martin Larsson, Zeyu Zhang
We study the asymptotics of the point process induced by an interacting particle system with mean-field drift interaction. Under suitable assumptions, we establish propagation of c…
Propagation of chaos for maxima of particle systems with mean-field drift interaction
Nikolaos Kolliopoulos, Martin Larsson, Zeyu Zhang
We study the asymptotic behavior of the normalized maxima of real-valued diffusive particles with mean-field drift interaction. Our main result establishes propagation of chaos: in…
Anytime-valid sequential testing for elicitable functionals via supermartingales
Philippe Casgrain, Martin Larsson, Johanna Ziegel
We design sequential tests for a large class of nonparametric null hypotheses based on elicitable and identifiable functionals. Such functionals are defined in terms of scoring fun…
A composite generalization of Ville's martingale theorem using e-processes
Johannes Ruf, Martin Larsson, Wouter M. Koolen +1
We provide a composite version of Ville's theorem that an event has zero measure if and only if there exists a nonnegative martingale which explodes to infinity when that event occ…
Open Markets and Hybrid Jacobi Processes
David Itkin, Martin Larsson
We propose a unified approach to several problems in Stochastic Portfolio Theory (SPT), which is a framework for equity markets with a large number of stocks. Our approach comb…