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We give here a simple proof of weighted logarithmic Sobolev inequality, for example for Cauchy type measures, with optimal weight, sharpening results of Bobkov-Ledoux. Some consequences are also discussed.

Probability · Mathematics 2010-07-26 Patrick Cattiaux , Arnaud Guillin , Liming Wu

For a $d$-dimensional stochastic process $(S_n)_{n=0}^N$ we obtain criteria for the existence of an equivalent martingale measure, whose density $z$, up to a normalizing constant, is bounded from below by a given random variable $f$. We…

Probability · Mathematics 2008-04-11 Dmitry B. Rokhlin

We precisely compute the Bellman function of two variables of the dyadic maximal operator in relation to Kolmogorov inequality. In this way we give an alternative proof of the results in [5].Additionally, we characterize the sequences of…

Functional Analysis · Mathematics 2014-04-01 Eleftherios Nikolidakis

Resonant motions of integrable systems subject to perturbations may continue to exist and to cover surfaces with parametric equations admitting a formal power expansion in the strength of the perturbation. Such series may be, sometimes,…

Mathematical Physics · Physics 2007-05-23 O. Costin , G. Gallavotti , G. Gentile , A. Giuliani

We generalize the notion of the submartingale property and Doob's inequality. Furthermore, we show how the latter leads to new inequalities for several stochastic processes: certain time series, Levy processes, random walks, processes with…

Probability · Mathematics 2018-12-24 János Engländer

This paper deals with functions that defined in metric spaces and valued in complete paranormed vector spaces or valued in Banach spaces, and obtains some necessary and sufficient conditions for weak convergence of finite measures.

Probability · Mathematics 2024-05-03 Renying Zeng

This is the second of two works concerning the Sobolev calculus on metric measure spaces and its applications. In this work, we focus on several approaches to vector calculus in the non-smooth setting of complete and separable metric spaces…

Functional Analysis · Mathematics 2025-10-15 Luigi Ambrosio , Toni Ikonen , Danka Lučić , Enrico Pasqualetto

In this note we describe some recent advances in the area of maximal function inequalities. We also study the behaviour of the centered Hardy-Littlewood maximal operator associated to certain families of doubling, radial decreasing…

Classical Analysis and ODEs · Mathematics 2013-02-12 J. M. Aldaz , J. Pérez Lázaro

The present paper develops two concepts of pointwise differentiability of higher order for arbitrary subsets of Euclidean space defined by comparing their distance functions to those of smooth submanifolds. Results include that…

Differential Geometry · Mathematics 2019-04-11 Ulrich Menne

Evaluation of the Bellman functions is a difficult task. The exact Bellman functions of the dyadic Carleson Embedding Theorem 1.1 and the dyadic maximal operators are obtained in [3] and [4]. Actually, the same Bellman functions also work…

Classical Analysis and ODEs · Mathematics 2015-02-12 Jingguo Lai

The present paper is devoted to the second part of our project on asymmetric maximal inequalities, where we consider martingales in continuous time. Let $(\mathcal M,\tau)$ be a noncommutative probability space equipped with a continuous…

Probability · Mathematics 2016-11-07 Guixiang Hong , Marius Junge , Javier Parcet

We prove several noncommutative maximal inequalities associated with convex functions, including a Doob type inequality for a convex function of maximal operators on noncommutative martingales, noncommutative Dunford-Schwartz and Stein…

Operator Algebras · Mathematics 2014-12-31 Turdebek N. Bekjan , Zeqian Chen , Adam Osȩkowski

In this paper, the boundedness properties of vector-valued intrinsic square functions and their vector-valued commutators with $BMO(\mathbb R^n)$ functions are discussed. We first show the weighted strong type and weak type estimates of…

Classical Analysis and ODEs · Mathematics 2016-03-16 Hua Wang

We study weighted Walsh--Carleson maximal operators arising from dyadic martingale transforms associated with Walsh--Fourier partial sums. For weights satisfying a uniform dyadic variation condition and a uniform bound at the top dyadic…

Classical Analysis and ODEs · Mathematics 2026-05-11 Ushangi Goginava , Farrukh Mukhamedov

We establish the characterizations of commutators of several versions of maximal functions on spaces of homogeneous type. In addition, with the aid of interpolation theory, we provide weighted version of the commutator theorems by…

Functional Analysis · Mathematics 2019-07-29 Zunwei Fu , Elodie Pozzi , Qingyan Wu

Interpolation inequalities play an important role in the study of PDEs and their applications. There are still some interesting open questions and problems that related to integral estimates and regularity of solutions to the elliptic…

Classical Analysis and ODEs · Mathematics 2019-05-30 Minh-Phuong Tran , Thanh-Nhan Nguyen

This paper considers the problem of $L^p$-estimates for a certain multilinear functional involving integration against a kernel with the structure of a determinant. Examples of such objects are ubiquitous in the study of Fourier restriction…

Classical Analysis and ODEs · Mathematics 2009-11-09 Philip T. Gressman

We study the existence and properties of metrics maximising the first Laplace eigenvalue among conformal metrics of unit volume on Riemannian surfaces. We describe a general approach to this problem and its higher eigenvalue versions via…

Spectral Theory · Mathematics 2014-03-13 Gerasim Kokarev

A novel approach is proposed to establish a sharp upper bound on the expected supremum of a separable martingale random field, serving as an alternative to classical universal chaining-based methods. The proposed approach begins by deriving…

Probability · Mathematics 2026-04-07 Yoichi Nishiyama

Our main result is an estimate for a sharp maximal function, which implies a Keith-Zhong type self-improvement property of Poincar\'e inequalities related to differentiable structures on metric measure spaces. As an application, we give…

Classical Analysis and ODEs · Mathematics 2017-05-16 Juha Kinnunen , Juha Lehrbäck , Antti V. Vähäkangas , Xiao Zhong
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