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In this paper we prove exponential inequalities (also called Bernstein's inequality) for fractional martingales. As an immediate corollary, we will discuss weak law of large numbers for fractional martingales under divergence assumption on…

Probability · Mathematics 2012-04-20 Bruno Saussereau

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,…

Probability · Mathematics 2024-10-10 Hongjian Wang , Aaditya Ramdas

We show that any probability measure satisfying a Matrix Poincar\'e inequality with respect to some reversible Markov generator satisfies an exponential matrix concentration inequality depending on the associated matrix carr\'e du champ…

Probability · Mathematics 2020-06-02 Richard Aoun , Marwa Banna , Pierre Youssef

In this paper we introduce a variant of Burkholder's martingale transform associated with two martingales with respect to different filtrations. Even though the classical martingale techniques cannot be applied, we show that the discussed…

Probability · Mathematics 2015-02-24 Vjekoslav Kovač , Kristina Ana Škreb

In this article, we give a trajectorial proof of a kinetic Poincar\'e inequality which plays an important role in the De Giorgi-Nash-Moser theory for kinetic equations. The present work improves a result due to J. Guerand and C. Mouhot [10]…

Analysis of PDEs · Mathematics 2025-10-22 Lukas Niebel , Rico Zacher

We prove a noncommutative version of the John-Nirenberg theorem for nontracial filtrations of von Neumann algebras. As an application, we obtain an analogue of the classical large deviation inequality for elements of the associated $BMO$…

Functional Analysis · Mathematics 2007-05-23 Marius Junge , Magdalena Musat

In this paper, we prove several Poincar\'e inequalities of fractional type on conformally flat manifolds with finite total Q-curvature. This shows a new aspect of the $Q$-curvature on noncompact complete manifolds.

Differential Geometry · Mathematics 2016-01-05 Yannick Sire , Yi Wang

We provide generalizations of Burkholder's inequalities involving conditioned square functions of martingales to the general context of martingales in noncommutative symmetric spaces. More precisely, we prove that Burkholder's inequalities…

Operator Algebras · Mathematics 2015-06-02 Narcisse Randrianantoanina , Lian Wu

We consider Noether symmetries within Hamiltonian setting as transformations that preserve Poincar\'e-Cartan form, i.e., as symmetries of characteristic line bundles of nondegenerate 1-forms. In the case when the Poincar\'e-Cartan form is…

Mathematical Physics · Physics 2016-08-30 Bozidar Jovanovic

We give a Cram\'{e}r moderate deviation expansion for martingales with differences having finite conditional moments of order $2+\rho, \rho \in (0,1],$ and finite one-sided conditional exponential moments. The upper bound of the range of…

Probability · Mathematics 2020-05-11 Xiequan Fan , Ion Grama , Quansheng Liu

We prove a weak-type (1, 1) inequality involving conditioned versions of square functions for martingales in noncommutative $L^p$-spaces associated with finite von Neumann algebras. As application, we determine the optimal orders for the…

Operator Algebras · Mathematics 2011-11-09 Narcisse Randrianantoanina

This paper develops moving frame theory for partial difference equations and for differential-difference equations with one continuous independent variable. In each case, the theory is applied to the invariant calculus of variations and the…

Mathematical Physics · Physics 2024-01-17 Lewis C. White , Peter E. Hydon

We propose a general approach for quantitative convergence analysis of non-reversible Markov processes, based on the concept of second-order lifts and a variational approach to hypocoercivity. To this end, we introduce the flow Poincar{\'e}…

Analysis of PDEs · Mathematics 2025-07-22 Andreas Eberle , Arnaud Guillin , Leo Hahn , Francis Lörler , Manon Michel

This paper deduces exponential matrix concentration from a Poincar\'e inequality via a short, conceptual argument. Among other examples, this theory applies to matrix-valued functions of a uniformly log-concave random vector. The proof…

Probability · Mathematics 2021-01-08 De Huang , Joel A. Tropp

We propose a stochastic interpretation of spacetime non-commutativity starting from the path integral formulation of quantum mechanical commutation relations. We discuss how the (non-)commutativity of spacetime is inherently related to the…

High Energy Physics - Theory · Physics 2025-03-12 Michele Arzano , Folkert Kuipers

We consider a conservative Markov semigroup on a semi-finite $W^*$-algebra. It is known that under some reasonable assumptions it is enough to determine a kind of differential structure on such a 'noncommutative space'. We construct an…

Operator Algebras · Mathematics 2016-12-15 Danila Zaev

In this paper we consider an abstract class of quasi-linear para-differential equations on the circle. For each equation in the class we prove the existence of a change of coordinates which conjugates the equation to a diagonal and constant…

Analysis of PDEs · Mathematics 2020-03-17 Roberto Feola , Felice Iandoli

In this paper we review some classical results on the algebraic dependence of commuting elements in several noncommutative algebras as differential operator rings and Ore extensions. Then we extend all these results to a more general…

Quantum Algebra · Mathematics 2018-05-30 Armando Reyes , Héctor Suárez

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…

Functional Analysis · Mathematics 2020-08-31 Elvise Berchio , Debdip Ganguly , Prasun Roychowdhury

We extend the directional Poincar\'e inequality on the torus, introduced by Steinerberger in [Ark. Mat. 54 (2016), pp. 555--569], to the setting of compact Lie groups. We provide necessary and sufficient conditions for the existence of such…

Analysis of PDEs · Mathematics 2025-10-08 Paulo L. Dattori da Silva , André Pedroso Kowacs