Related papers: Inequality for Burkholder's martingale transform

We present an existence theory for martingale and strong solutions to doubly nonlinear evolution equations in a separable Hilbert space in the form $$d(Au) + Bu\,dt \ni F(u)\,dt + G(u)\,dW$$ where both $A$ and $B$ are maximal monotone…

Let $X$ be a symmetric Banach function space on $[0,1]$ with the Kruglov property, and let $\mathbf{f}=\{f_k\}_{{k=1}}^n$, $n\ge1$ be an arbitrary sequence of independent random variables in $X$. This paper presents sharp estimates in the…

In this paper, we present a refined version of the (classical) Stein inequality for the Fourier transform, elevating it to a new level of accuracy. Furthermore, we establish extended analogues of a more precise version of the Stein…

The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…

Let $l\geq 6$ be any integer, where $l\equiv 2$ mod $4$. Suppose that $\mu(\tau)d\tau$ is a measure with bounded variation and is supported on a compact subset of the complex plane, where…

In this paper, among other results, we improve the best known estimates for the constants of the generalized Bohnenblust-Hille inequality. These enhancements are then used to improve the best known constants of the Hardy--Littlewood…

Sharp constants for an inequality of Poincar\'e type is studied. The problem is solved by using optimal control theory.

We obtain new proofs with improved constants of the Khintchine-type inequality with matrix coefficients in two cases. The first case is the Pisier and Lust-Piquard noncommutative Khintchine inequality for $p=1$, where we obtain the sharp…

Let $(X,\mathcal{B}, \mu, T)$ be an ergodic dynamical system on a non-atomic finite measure space. We assume without loss of generality that $\mu(X)=1.$ Consider the maximal function $\dis R^*:(f, g) \in L^p\times L^q \to R^*(f, g)(x) =…

The present paper is devoted to the second part of our project on asymmetric maximal inequalities, where we consider martingales in continuous time. Let $(\mathcal M,\tau)$ be a noncommutative probability space equipped with a continuous…

It is known that the Poincar\'e inequality is equivalent to the quadratic transportation-variance inequality (namely $W_2^2(f\mu,\mu) \leqslant C_V \mathrm{Var}_\mu(f)$), see Jourdain \cite{Jourdain} and most recently Ledoux…

We give upper bounds on the size of the gap between the constant term and the next non-zero Fourier coefficient of an entire modular form of given weight for \Gamma_0(2). Numerical evidence indicates that a sharper bound holds for the…

We obtain an improvement of the Beckner's inequality $\| f\|^{2}_{2} -\|f\|^{2}_{p} \leq (2-p) \| \nabla f\|_{2}^{2}$ valid for $p \in [1,2]$ and the Gaussian measure. Our improvement is essential for the intermediate case $p \in (1,2)$,…

When studying the weighted Hardy-Rellich inequality in $L^2$ with the full gradient replaced by the radial derivative the best constant becomes trivially larger or equal than in the first situation. Our contribution is to determine the new…

In this paper, we obtain almost sure invariance principles with rate of order $n^{1/p}\log^\beta n$, $2< p\le 4$, for sums associated to a sequence of reverse martingale differences. Then, we apply those results to obtain similar…

We present several applications of the pathwise Burkholder-Davis-Gundy (BDG) inequalities. Most importantly we prove them for cadlag semimartingales and a general function $\Phi$, and use this to derive BDG inequalities (non-pathwise ones)…

We prove the inequality $E[(X/\mu)^k] \le (\frac{k/\mu}{\log(k/\mu+1)})^k \le \exp(k^2/(2\mu))$ for sub-Poissonian random variables, such as Binomially or Poisson distributed random variables with mean $\mu$. The asymptotics $1+O(k^2/\mu)$…

For $p\in (1,\infty)$ and $\alpha\in\mathbb{R}$, we consider measurable functions $g$ on $\mathbb{S}^{N-1}$ that satisfy the following weighted Hardy inequality: \begin{equation}\label{abs} \int_{\mathbb{R}^N}\frac{ g…

We present a precise calculation of the dilepton invariant-mass spectrum and the decay rate for $B^\pm \to \pi^\pm \ell^+ \ell^-$ ($\ell^\pm = e^\pm, \mu^\pm $) in the Standard Model (SM) based on the effective Hamiltonian approach for the…

We prove a number of results regarding odd values of the Ramanujan $\tau$-function. For example, we prove the existence of an effectively computable positive constant $\kappa$ such that if $\tau(n)$ is odd and $n \ge 25$ then either \[…