Related papers: Hoeffding's inequality for supermartingales
In the paper we study sharp maximal inequalities for martingales and non-negative submartingales: if $f$, $g$ are martingales satisfying \[|\mathrm{d}g_n|\leq|\mathrm{d}f_n|,\qquad n=0,1,2,...,\] almost surely, then…
This is a brief survey of recent works by Neil Trudinger and myself on the Bernstein problem and Plateau problem for affine maximal hypersurfaces.
The celebrated Heinz inequality asserts that $ 2|||A^{1/2}XB^{1/2}|||\leq |||A^{\nu}XB^{1-\nu}+A^{1-\nu}XB^{\nu}|||\leq |||AX+XB|||$ for $X \in \mathbb{B}(\mathscr{H})$, $A,B\in \+$, every unitarily invariant norm $|||\cdot|||$ and $\nu \in…
Redheffer's inequality and its extensions are applied to study the behavior and estimates of the first eigenvalue of $p$-Laplacian with respect to $p$. Furthermore, a Redheffer-type inequality for the generalized trigonometric function is…
In this note, we study inequality and limit theory under sublinear expectations. We mainly prove Doob's inequality for submartingale and Kolmogrov's inequality. By Kolmogrov's inequality, we obtain a special version of Kolmogrov's law of…
Hadamard's determinant inequality was refined and generalized by Zhang and Yang in [Acta Math. Appl. Sinica 20 (1997) 269-274]. Some special cases of the result were rediscovered recently by Rozanski, Witula and Hetmaniok in [Linear Algebra…
Improved rates of convergence for ergodic Markov chains and relaxed conditions for them, as well as analogous convergence results for some non-homogeneous Markov chains are studied. The setting from the previous works is extended. Examples…
In the present paper we establish some new integral inequalities analogous to the well known Hadamard inequality by using a fairly elementary analysis.
Hoeffding has shown that tail bounds on the distribution for sampling from a finite population with replacement also apply to the corresponding cases of sampling without replacement. (A special case of this result is that binomial tail…
The purpose of this letter is to improve Hoeffding's lemma and consequently Hoeffding's tail bounds. The improvement pertains to left skewed zero mean random variables $X\in[a,b]$, where $a<0$ and $-a>b$. The proof of Hoeffding's improved…
Following the initial work by Robbins, we rigorously present an extended theory of nonnegative supermartingales, requiring neither integrability nor finiteness. In particular, we derive a key maximal inequality foreshadowed by Robbins,…
We study an inequality suggested by Littlewood, our result refines a result of Bennett.
For a Hilbert space valued martingale $(f_n)$ and an adapted sequence of positive random variables $(w_n)$, we show the weighted Davis type inequality \[ \mathbb{E} \Bigl( |f_0| w_0 + \frac{1}{4} \sum_{n=1}^{N} \frac{|df_n|^2}{f^*_n} w_n…
We prove fractional Sobolev-Poincar\'e inequalities in unbounded John domains and we characterize fractional Hardy inequalities there.
In [1], Theorem 3, the authors proved, in one dimension, a generalization of the Hopf Lemma, and the question arose if it could be extended to higher dimensions. In this paper we present two conjectures as possible extensions, and give a…
We revisit and comment on the Harnack type determinantal inequality for contractive matrices obtained by Tung in the nineteen sixtieth and give an extension of the inequality involving multiple positive semidefinite matrices.
We show how the recent improvement of the Hermite-Hadamard inequality can be applied to some (not necessarily convex) planar figures and three-dimensional bodies satisfying some kind of regularity.
We prove a H\"older-type inequality for the Hausdorff distance between Lagrangians with respect to the Lagrangian spectral distance or the Hofer-Chekanov distance in the spirit of Joksimovi\'c-Seyfaddini [arXiv:2207.11813]. This inequality…
In this work, we discuss generalizations of the classical Bernstein and Markov type inequalities for polynomials and we present some new inequalities for the $k$th Fr\'echet derivative of homogeneous polynomials on real and complex…
First and second-order inequalities of Friedrichs type for Sobolev functions in arbitrary domains are offered. The relevant inequalities involve optimal norms and constants that are independent of the geometry of the domain. Parallel…