Related papers: Extremizers and Bellman function for martingale we…
This paper considers the martingale problem for a class of weakly coupled L\'{e}vy type operators. It is shown that under some mild conditions, the martingale problem is well-posed and uniquely determines a strong Markov process…
This paper deals with the Fisher-consistency, weak continuity and differentiability of estimating functionals corresponding to a class of both linear and nonlinear regression high breakdown M estimates, which includes S and MM estimates. A…
We solve an extremal problem that arises in the study of the refractive indices of passive metamaterials. The problem concerns Hermitian functions in $H^2$ of the upper half-plane, i.e., $H^2$ functions satisfying $f(-x)=\bar{f(x)}$. An…
We give geometrical conditions under which there exist extremal functions for the sharp $L^2$-Nash inequality.
Our main goal is to investigate supercritical Hardy-Sobolev type inequalities with a logarithmic term and their corresponding variational problem. We prove the existence of extremal functions for the associated variational problem, despite…
The multivariate extremal index function relates the asymptotic distribution of the vector of pointwise maxima of a multivariate stationary sequence to that of the independent sequence from the same stationary distribution. It also measures…
In this note we find optimal one-sided majorants of exponential type for the signum function subject to certain monotonicity conditions. As an application, we use these special functions to obtain a simple Fourier analysis proof of the…
In this paper, we first introduce some new classes of weighted amalgam spaces. Then we give the weighted strong-type and weak-type estimates for fractional integral operators $I_\gamma$ on these new function spaces. Furthermore, the…
We address the estimation of quantiles from heavy-tailed distributions when functional covariate information is available and in the case where the order of the quantile converges to one as the sample size increases. Such "extreme"…
We prove that there exists an extremal function to the Airy Strichartz inequality, $e^{-t\partial_x^3}: L^2(\mathbb{R})\to L^8_{t,x}(\mathbb{R}^2)$ by using the linear profile decomposition. Furthermore we show that, if $f$ is an…
In this paper we discuss the explicit solution of certain extremal problems in Bergman spaces. In order to do this, we develop methods to calculate the Bergman projections of various functions. As a special case, we deal with canonical…
We establish the existence of extremizers for a Fourier restriction inequality on planar convex arcs without points with colinear tangents whose curvature satisfies a natural assumption. More generally, we prove that any extremizing…
For extreme value copulas with a known upper tail dependence coefficient we find pointwise upper and lower bounds, which are used to establish upper and lower bounds of the Spearman and Kendall correlation coefficients. We shown that in all…
In recent years some near-optimal estimates have been established for certain sum-product type estimates. This paper gives some first extremal results which provide information about when these bounds may or may not be tight. The main tool…
When the limiting compensator of a sequence of martingales is continuous, we obtain a weak convergence theorem for the martingales; the limiting process can be written as a Brownian motion evaluated at the compensator and we find sufficient…
The paper deals with the asymptotic laws of functional of standard random variables. These classes of statistics are closely related to estimators of the extreme value index when the underlying distribution function is in the Weibull domain…
We consider several weak type estimates for singular operators using the Bellman function approach. We disprove the $A_1$ conjecture, thus strengthening the counterexamples built by Reguera--Thiele. We show a certain logarithmic blow-up for…
We obtain the sharp asymptotic behavior at infinity of extremal functions for the fractional critical Sobolev embedding.
We consider a multidimensional extremal problem formulated in terms of tropical mathematics. The problem is to minimize a nonlinear objective function, which is defined on a finite-dimensional semimodule over an idempotent semifield,…
We study limiting trace inequalities in the style of Maz'ya and Meyers--Ziemer for Sobolev martingales. We develop the Bellman function approach to such estimates, which allows to provide sufficient and almost necessary conditions on the…