Related papers: Noncommutative martingale deviation and Poincar\'e…
We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…
We prove an inequality for polynomials applied in a symmetric way to non-commuting operators.
In this paper we prove discrete Poincar\'e inequalities that are uniform in the mesh size for the discrete de Rham complex of differential forms developed in [Bonaldi, Di Pietro, Droniou, and Hu, An exterior calculus framework for polytopal…
We propose to extend ``invertibility'' to ``regularity'' for categories in general abstract algebraic manner. Higher regularity conditions and ``semicommutative'' diagrams are introduced. Distinction between commutative and…
We study Poincar{\'e} inequalities and long-time behavior for diffusion processes on R^n under a variable curvature lower bound, in the sense of Bakry-Emery. We derive various estimates on the rate of convergence to equilibrium in L^1…
We establish nonuniform Berry-Esseen bounds for martingales under the conditional Bernstein condition. These bounds imply Cram\'er type large deviations for moderate $x$'s, and are of exponential decay rate as de la Pe\~na's inequality when…
We have derived a variational principle that defines the nonequilibrium steady-state transport across a correlated impurity mimicking, e.g., a quantum dot coupled to biased leads. This variational principle has been specialized to a…
We prove a new general Poincar\'e-type inequality for differential forms on compact Riemannian manifolds with nonempty boundary. When the boundary is isometrically immersed in Euclidean space, we derive a new inequality involving mean and…
We derive inequalities for time-discrete and time-continuous martingales that are similar to the well-known Burkholder inequalities. For the time-discrete case arbitrary martingales in $L^p(\Omega)$ are treated, whereas in the…
In this paper, we establish an extension of a noncommutative Bennett inequality with a parameter $1\leq r\leq2$ and use it together with some noncommutative techniques to establish a Rosenthal inequality. We also present a noncommutative…
We extend the dimension free Talagrand inequalities for convex distance \cite{talagrand:1995} using an extension of Marton's weak transport \cite{marton:1996a} to other metrics than the Hamming distance. We study the dual form of these weak…
The aim of this note is to show that Poincar\'e inequalities imply corresponding weighted versions in a quite general setting. Fractional Poincar\'e inequalities are considered, too. The proof is short and does not involve covering…
We apply Lindeberg's method, invented to prove a central limit theorem, to analyze the moderate deviations around such a central limit theorem. In particular, we will show moderate deviation principles for martingales as well as for random…
The main purpose of this paper is to give a vector lattice version of a Theorem by Burkholder about convergence of martingales. The proof is based on a vector lattice analogue of Austin's sample function theorem, proved recently by Grobler,…
For $k=1,\ldots,K$, let $A_k$ and $B_k$ be positive semidefinite matrices such that, for each $k$, $A_k$ commutes with $B_k$. We show that, for any unitarily invariant norm, \[ |||\sum_{k=1}^K A_kB_k||| \le ||| (\sum_{k=1}^K…
We present an argument which leads from the Brunn-Minkowski inequality to a Poincare' type inequality on the boundary of convex bodies with smooth boundary and positive Gauss curvature
The purpose of the present paper is to establish moderate deviation principles for a rather general class of random variables fulfilling certain bounds of the cumulants. We apply a celebrated lemma of the theory of large deviations…
With direct and simple proofs, we establish Poincar\'{e} type inequalities (including Poincar\'{e} inequalities, weak Poincar\'{e} inequalities and super Poincar\'{e} inequalities), entropy inequalities and Beckner-type inequalities for…
We use the formalism of Poincar\'e $ \infty $-categories, as developed by Calm\`es-Dotto-Harpaz-Hebestreit-Land-Moi-Nardin-Nikolaus-Steimle, to define and study moduli stacks of line bundles with $ \lambda $-hermitian pairings and of Morita…
The martingale part in the semimartingale decomposition of a Brownian motion with respect to an enlargement of its filtration, is an anticipative mapping of the given Brownian motion. In analogy to optimal transport theory, we define causal…