Related papers: Extremizers and Bellman function for martingale we…
An estimation method is proposed for a wide variety of discrete time stochastic processes that have an intractable likelihood function but are otherwise conveniently specified by an integral transform such as the characteristic function,…
A unifying framework for some extremal problems on locally compact Abelian groups is considered, special cases of which include the Delsarte and Tur\'an extremal problems. A slight variation of the extremal problem is introduced and the…
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…
We prove a necessary condition that has every extremal sequence for the Bellman function of the dyadic maximal operator.This implies the weak-Lp uniqueness for such a sequence.
The aim of this paper is to study two-weight norm inequalities for fractional maximal functions and fractional Bergman operator defined on the upper-half space. Namely, we characterize those pairs of weights for which these maximal…
In this paper, we study the extremal problem for the Strichartz inequality for the Schr\"{o}dinger equation on the $\mathbb{R} \times \mathbb{R}^2$; we provide a new proof to the characterization of the extremal functions. The only extremal…
We present a systematic method for computing explicit approximations to martingale representations for a large class of Brownian functionals. The approximations are obtained by obtained by computing a directional derivative of the weak…
Extremiles provide a generalization of quantiles which are not only robust, but also have an intrinsic link with extreme value theory. This paper introduces an extremile regression model tailored for functional covariate spaces. The…
We prove the endpoint weak type estimate for square functions of Marcinkiewicz type with fractional integrals associated with non-isotropic dilations. This generalizes a result of C. Fefferman on functions of Marcinkiewicz type by…
We study the shape of solutions to some variational problems in Sobolev spaces with weights that are powers of |x|. In particular, we detect situations when the extremal functions lack symmetry properties such as radial symmetry and…
We prove the existence of extremals for fractional Moser-Trudinger inequalities in an interval and on the whole real line. In both cases we use blow-up analysis for the corresponding Euler-Lagrange equation, which requires new sharp…
We look for pointwise bounds on a plurisubharmonic function near its singularity point, given the value of its generalized Lelong number with respect to a plurisubharmonic weight. To this end, an extremal problem is considered. In certain…
We consider three classes of linear differential equations on distribution functions, with a fractional order $\alpha\in [0,1].$ The integer case $\alpha =1$ corresponds to the three classical extreme families. In general, we show that…
Due to globalization and relaxed market regulation, we have assisted to an increasing of extremal dependence in international markets. As a consequence, several measures of tail dependence have been stated in literature in recent years,…
Inspired by a conjecture of Vladimir Maz'ya on $\Phi$-inequalities in the spirit of Bourgain and Brezis, we establish some $\Phi$-inequalities for fractional martingale transforms. These inequalities may be thought of as martingale models…
In this article, we consider weighted weak type $(1,1)$ inequality for certain square function associated to differences of ball averages and martingale in the non-commutative setting. This establishes a weighted version of main result of…
We extend the classical Heisenberg uncertainty principle to a fractional $L^p$ setting by investigating a novel class of uncertainty inequalities derived from the fractional Schr\"odinger equation. In this work, we establish the existence…
We investigate weak-type $(1, 1)$ boundedness of sparse operators with respect to Lebesgue measure. Specifically, we find the Bellman function maximizing level sets of sparse operators (localized to an interval) and use this to find the…
Weak convergence of inertial iterative method for solving variational inequalities is the focus of this paper. The cost function is assumed to be non-Lipschitz and monotone. We propose a projection-type method with inertial terms and give…
We address the estimation of "extreme" conditional quantiles i.e. when their order converges to one as the sample size increases. Conditions on the rate of convergence of their order to one are provided to obtain asymptotically Gaussian…