Related papers: Extremizers and Bellman function for martingale we…
Let $L$ be a linear operator in $L^2(\mathbb{R}^n)$ which generates a semigroup $e^{-tL}$ whose kernels $p_t(x,y)$ satisfy the Gaussian upper bound. In this paper, we investigate several kinds of weighted norm inequalities for the conical…
In this paper we discuss the problem of the estimation of extreme event occurrence probability for data drawn from some multifractal process. We also study the heavy (power-law) tail behavior of probability density function associated with…
In this article we use the Bellman function technique to characterize the measures for which the weighted Hardy's inequality holds on dyadic trees. We enunciate the (dual) Hardy's inequality over the dyadic tree and we use the associated…
In this paper we classify all positive extremal functions to a sharp weighted Sobolev inequality on the upper half space, which involves divergent operators with degeneracy on the boundary. As an application of the results, we can derive a…
The relation between the boolean functions and Bell inequalities for qubits is analyzed. The connection between the maximal quantum violation of a Bell inequality and the nonlinearity of the corresponding boolean function is discussed. A…
We study properties of relative types of plurisubharmonic functions with respect to maximal plurisubharmonic weights. It is shown that they give a general form for upper semicontinuous, tropically additive functionals on plurisubharmonic…
The extremes of a stationary time series typically occur in clusters. A primary measure for this phenomenon is the extremal index, representing the reciprocal of the expected cluster size. Both a disjoint and a sliding blocks estimator for…
We give an overview of several aspects arising in the statistical analysis of extreme risks with actuarial applications in view. In particular it is demonstrated that empirical process theory is a very powerful tool, both for the asymptotic…
We define the mulati-parameter maximal function $\mathcal{M}$ as $$ \mathcal{M} f(x)=\sup _{0<h_1,h_2,\cdots,h_n<1} \frac{1}{h_1h_2\cdots h_n}\left|\int_0^{h_1}\cdots \int_0^{h_n} f(x-P(t_1,\cdots,t_n)) \mathrm{d}t_1\cdots \mathrm{d}…
We identify the linear space spanned by the real-valued excessive functions of a Markov process with the set of those functions which are quasimartingales when we compose them with the process. Applications to semi-Dirichlet forms are…
The purpose of the paper is to establish weighted maximal $L_p$-inequalities in the context of operator-valued martingales on semifinite von Neumann algebras. The main emphasis is put on the optimal dependence of the $L_p$ constants on the…
In this paper, we obtain some new results about weakly singular integral inequalities. These inequalities are used to discuss the global existence and uniqueness results for fractional differential equations of Riemann-Liouville type. Some…
We prove some Sawyer-type characterizations for multilinear fractional maximal function for the upper triangle case. We also provide some two-weight norm estimates for this operator. As one of the main tools, we use an extension of the…
Weighted pluripotential theory is a rapidly developing area; and Callaghan \cite{Callaghan} recently introduced $\theta$-incomplete polynomials in \cd for $d>1$. In this paper we combine these two theories by defining weighted…
We revisit the problem of computing extremal and non-extremal three point functions of semiclassical probes with single trace operators and point out certain inconsistencies in previous approaches in the literature. We clarify the roles of…
In many problems of classical analysis extremal configurations appear to exhibit complicated fractal structure. This makes it much harder to describe extremals and to attack such problems. Many of these problems are related to the…
We introduce the notion of multiple extremal integrals as an extension of single extremal integrals, which have played important roles in extreme value theory. The multiple extremal integrals are formulated in terms of a product-form random…
We provide sufficient conditions for polynomial rate of convergence in the weak law of large numbers for supercritical general indecomposable multi-type branching processes. The main result is derived by investigating the embedded…
Suppose Xt is either a regular exponential type Levy process or a Levy process with a bounded variation jumps measure. The distribution of the extrema of Xt play a crucial role in many financial and actuarial problems. This article employs…
We study Moser-Trudinger type functionals in the presence of singular potentials. In particular we propose a proof of a singular Carleson-Chang type estimate by means of Onofri's inequality for the unit disk in $\mathbb{R}^2$. Moreover we…