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The $L^p$ maximal inequalities for martingales are one of the classical results in the theory of stochastic processes. Here we establish the sharp moderate maximal inequalities for one-dimensional diffusion processes, which include the…

Probability · Mathematics 2021-11-05 Xian Chen , Yong Chen , Mumien Cheng , Chen Jia

Let $S_N$ be the sum of vector-valued functions defined on a finite Markov chain. An analogue of the Bernstein--Hoeffding inequality is derived for the probability of large deviations of $S_N$ and relates the probability to the spectral gap…

Probability · Mathematics 2009-09-29 Vladislav Kargin

Bernstein polynomials, long a staple of approximation theory and computational geometry, have also increasingly become of interest in finite element methods. Many fundamental problems in interpolation and approximation give rise to…

Numerical Analysis · Mathematics 2019-07-15 Larray Allen , Robert C. Kirby

Wirsing's theorem on approximating algebraic numbers by algebraic numbers of bounded degree is a generalization of Roth's theorem in Diophantine approximation. We study variations of Wirsing's theorem where the inequality in the theorem is…

Number Theory · Mathematics 2014-02-20 Aaron Levin

Due to the invalidation of the Gauss-Lucas type result for quaternionic polynomials, we first give in this paper an alternative proof of the Bernstein inequality in $L^{p} (1\leq p \leq+\infty)$ for slice regular polynomials by the Fej\'er…

Complex Variables · Mathematics 2019-04-24 Zhenghua Xu

The entropy power inequality, which plays a fundamental role in information theory and probability, may be seen as an analogue of the Brunn-Minkowski inequality. Motivated by this connection to Convex Geometry, we survey various recent…

Information Theory · Computer Science 2020-02-07 Mokshay Madiman , James Melbourne , Peng Xu

We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…

Probability · Mathematics 2017-05-12 Andreas Maurer

We obtain convolution inequalities in Lebesgue and Lorentz spaces with power weights when the functions involved are assumed to be radially symmetric. We also present applications of these results to inequalities for Riesz potentials of…

Classical Analysis and ODEs · Mathematics 2013-08-01 Pablo L. De Nápoli , Irene Drelichman

The paper develops Bernstein von Mises Theorem under hierarchical $g$ -priors for linear regression models. The results are obtained both when the error variance is known, and also when it is unknown. An inverse gamma prior is attached to…

Statistics Theory · Mathematics 2024-01-29 Xiao Fang , Malay Ghosh

In the paper, we study inequalities for the best trigonometric approximations and fractional moduli of smoothness involving the Weyl and Liouville-Gr\"unwald derivatives in $L_p$, $0<p<1$. We extend known inequalities to the whole range of…

Classical Analysis and ODEs · Mathematics 2018-11-09 Yurii Kolomoitsev , Tetiana Lomako

We present a short proof of a conjecture proposed by I. Ra\c{s}a (2017), which is an inequality involving basic Bernstein polynomials and convex functions. This proof was given in the letter to I. Ra\c{s}a (2017). The methods of our proof…

Classical Analysis and ODEs · Mathematics 2018-01-09 Andrzej Komisarski , Teresa Rajba

In a non supervised Bayesian estimation approach for inverse problems in imaging systems, one tries to estimate jointly the unknown image pixels $\fb$ and the hyperparameters $\thetab$. This is, in general, done through the joint posterior…

Data Analysis, Statistics and Probability · Physics 2007-06-14 Ali Mohammad-Djafari

In this article we present a Bernstein inequality for sums of random variables which are defined on a spatial lattice structure. The inequality can be used to derive concentration inequalities. It can be useful to obtain consistency…

Statistics Theory · Mathematics 2017-12-06 Eduardo Valenzuela-Domínguez , Johannes T. N. Krebs , Jürgen E. Franke

The inverse problem of determining the unknown potential $f>0$ in the partial differential equation $$\frac{\Delta}{2} u - fu =0 \text{ on } \mathcal O ~~\text{s.t. } u = g \text { on } \partial \mathcal O,$$ where $\mathcal O$ is a bounded…

Statistics Theory · Mathematics 2018-06-18 Richard Nickl

This paper develops systematic approaches to obtain $f$-divergence inequalities, dealing with pairs of probability measures defined on arbitrary alphabets. Functional domination is one such approach, where special emphasis is placed on…

Information Theory · Computer Science 2016-12-06 Igal Sason , Sergio Verdú

The inversion problem for rational B\'ezier curves is addressed by using resultant matrices for polynomials expressed in the Bernstein basis. The aim of the work is not to construct an inversion formula but finding the corresponding value…

Numerical Analysis · Mathematics 2010-07-19 Ana Marco , José-Javier Martinez

An approximation result for the bilinear Hilbert transform is proved and used for the inversion of the bilinear Hilbert transform. Also, p-Lebesgue points $(p\geq 1)$ are analyzed.

Functional Analysis · Mathematics 2016-08-14 A. Bučkovska , S. Pilipović , M. Vuković

Simple inequalities are established for some integrals involving the modified Bessel functions of the first and second kind. In most cases, we show that we obtain the best possible constant or that our bounds are tight in certain limits. We…

Classical Analysis and ODEs · Mathematics 2018-02-09 Robert E. Gaunt

Inverse transport theory concerns the reconstruction of the absorption and scattering coefficients in a transport equation from knowledge of the albedo operator, which models all possible boundary measurements. Uniqueness and stability…

Analysis of PDEs · Mathematics 2017-03-03 Guillaume Bal , Alexandre Jollivet

We explore the distinctions between $L^p$ convergence of metric tensors on a fixed Riemannian manifold versus Gromov-Hausdorff, uniform, and intrinsic flat convergence of the corresponding sequence of metric spaces. We provide a number of…

Metric Geometry · Mathematics 2020-06-02 Brian Allen , Christina Sormani