Related papers: Optimal L$^1$-bounds for submartingales

This paper associates a dual problem to the minimization of an arbitrary linear perturbation of the robust sum function introduced in DOI 10.1007/s11228-019-00515-2. It provides an existence theorem for primal optimal solutions and, under…

We conjecture the true rate of growth of the maximum size of the Riemann zeta function and other $L$-functions. We support our conjecture using arguments from random matrix theory, conjectures for moments of $L$-functions, and also by…

The most important open problem in Monotone Operator Theory concerns the maximal monotonicity of the sum of two maximally monotone operators provided that Rockafellar's constraint qualification holds. In this paper, we prove the maximal…

Real continuous submodular functions, as a generalization of the corresponding discrete notion to the continuous domain, gained considerable attention recently. The analog notion for entropy functions requires additional properties: a real…

Given Mikhlin-H\"ormander multipliers $m_i$, $i=1,..., N$, with uniform estimates we prove an optimal $\sqrt{\log(N+1)}$ bound in $L^p$ for the maximal function $\sup_i|\cF^{-1}[m_i\hat f]|$ and related bounds for maximal functions…

A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…

We determine the optimal structure of couplings for the \emph{Martingale transport problem} between radially symmetric initial and terminal laws $\mu, \nu$ on $\R^d$ and show the uniqueness of optimizer. Here optimality means that such…

Let $A_tf(x)=\int f(x+ty)d\sigma(y)$ denote the spherical means in $\Bbb R^d$ ($d\sigma$ is surface measure on $S^{d-1}$, normalized to $1$). We prove sharp estimates for the maximal function $M_E f(x)=\sup_{t\in E}|A_tf(x)|$ where $E$ is a…

We prove endpoint bounds for derivatives of fractional maximal functions with either smooth convolution kernel or lacunary set of radii in dimensions $n \geq 2$. We also show that the spherical fractional maximal function maps $L^{p}$ into…

In this paper the necessary conditions of optimality in the form of maximum principle are derived for a very general class of variational problems. This class includes problems with any optimization criteria and constraints that can be…

The classical problem of maximizing the Shannon entropy of a sum of independent random variables supported on a finite alphabet is considered and settled in the ternary case. Namely, the following theorem is established: if…

The classical Davis inequality $\mathbb{E} Mf\simeq \mathbb{E} Sf$, where $(Sf)^2=\sum_{k}\left|f_{k}-f_{k-1}\right|^2$ is the square function and $Mf= \sup_n \left|f_n\right|$ is the maximal function, is true with a universal constant for…

Submodular continuous functions are a category of (generally) non-convex/non-concave functions with a wide spectrum of applications. We characterize these functions and demonstrate that they can be maximized efficiently with approximation…

Let p be a prime and let F_pbar be the algebraic closure of the finite field of p elements. Let f(x) be any one variable rational function over F_pbar with n poles of orders d_1, ...,d_n. Suppose p is coprime to d_i for every i. We prove…

This paper considers the problem of smoothing convex functions and sets, seeking the nearest smooth convex function or set to a given one. For convex cones and sublinear functions, a full characterization of the set of all optimal…

For a function $f\in L^p(\Bbb R^d)$, $d\ge 2$, let $A_t f(x)$ be the mean of $f$ over the sphere of radius $t$ centered at $x$. Given a set $E\subset (0,\infty)$ of dilations we prove endpoint bounds for the maximal operator $M_E$ defined…

A Boolean function $g$ is said to be an optimal predictor for another Boolean function $f$, if it minimizes the probability that $f(X^{n})\neq g(Y^{n})$ among all functions, where $X^{n}$ is uniform over the Hamming cube and $Y^{n}$ is…

Let G be a compact group acting in a real vector space V. We obtain a number of inequalities relating the L^infinity norm of a matrix element of the representation of G with its L^p norm for p<infinity. We apply our results to obtain…

Many online decision-making problems correspond to maximizing a sequence of submodular functions. In this work, we introduce sum-max functions, a subclass of monotone submodular functions capturing several interesting problems, including…

Suppose $X$ is a uniformly distributed $n$-dimensional binary vector and $Y$ is obtained by passing $X$ through a binary symmetric channel with crossover probability $\alpha$. A recent conjecture by Courtade and Kumar postulates that…