Related papers: Hoeffding's inequality for supermartingales

We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions…

This paper studies Hoeffding's inequality for Markov chains under the generalized concentrability condition defined via integral probability metric (IPM). The generalized concentrability condition establishes a framework that interpolates…

We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…

We prove fractional Hardy--Sobolev--Maz'ya inequality for balls and a half-space, partially answering the open problem posed by Frank and Seiringer [arXiv:0906.1561v1 [math.FA], 2009] We note that for half-spaces this inequality has been…

A generalization of classical determinant inequalities like Hadamard's inequality and Fischer's inequality is studied. For a version of the inequalities originally proved by Arveson for positive operators in von Neumann algebras with a…

Certain rearrangement inequalities of a type considered by Hardy, Riesz, and Brascamp-Lieb-Luttinger are studied. Subsets of the real line that extremize these inequalities are characterized. Our results apply only to special cases, and…

We shall discuss a higher-rank Khovanskii-Teissier inequality, generalizing a theorem of Li. In the course of the proof, we develop new Hodge-Riemann bilinear relations in certain mixed settings, which in themselves slightly extend the…

Considering some parameters and by means of an inequality of Hadamard, we derive general half-discrete Hilbert-type inequalities. Then we highlight some special cases.

We analyze recent criticisms of the use of hyperreal probabilities as expressed by Pruss, Easwaran, Parker, and Williamson. We show that the alleged arbitrariness of hyperreal fields can be avoided by working in the Kanovei-Shelah model or…

We derive Taylor's Formula for conformable fractional derivatives. This is then employed to extend some recent and classical integral inequalities to the conformable fractional calculus, including the inequalities of Steffensen, Chebychev,…

We prove second and fourth order improved Poincar\'e type inequalities on the hyperbolic space involving Hardy-type remainder terms. Since theirs l.h.s. only involve the radial part of the gradient or of the laplacian, they can be seen as…

Certain countably and finitely additive measures can be associated to a given nonnegative supermartingale. Under weak assumptions on the underlying probability space, existence and (non)uniqueness results for such measures are proven.

We give a proof of the maximal inequalities of Burkholder, Davis and Gundy for real as well as Hilbert-space-valued local martingales using almost only stochastic calculus. Some parts of the exposition, especially in the infinite…

We establish a noncommutative Blackwell--Ross inequality for supermartingales under a suitable condition which generalize Khan's works to the noncommutative setting. We then employ it to deduce an Azuma-type inequality.

For self-normalized martingales with conditionally symmetric differences, de la Pe\~{n}a [A general class of exponential inequalities for martingales and ratios. Ann. Probab. 27, No.1, 537-564] established the Gaussian type exponential…

We derive explicit Bernstein-type and Bennett-type concentration inequalities for matrix-valued martingale processes with unbounded observations from the Hermitian space $\mathbb{H}(d)$. Specifically, we assume that the…

We prove some extensions of Andrews inequality.

We develop a class of exponential bounds for the probability that a martingale sequence crosses a time-dependent linear threshold. Our key insight is that it is both natural and fruitful to formulate exponential concentration inequalities…

Popoviciu's inequality is extended to the framework of h-convexity and also to convexity with respect to a pair of quasi-arithmetic means. Several applications are included.

This paper aims to characterize the function appearing in the weighted Hermite-Hadamard inequality. We provide improved inequalities for the weighted means as applications of the obtained results. Modifications of the weighted…