Related papers: Noncommutative martingale concentration inequaliti…
We discuss a family of inequalities involving the area, angular momentum and charges of stably outermost marginally trapped surfaces in generic non-vacuum dynamical spacetimes, with non-negative cosmological constant and matter sources…
We obtain Marcinkiewicz--ygmund (MZ) inequalities in various Banach and quasi-Banach spaces under minimal assumptions on the structural properties of these spaces. Our main results show that the Bernstein inequality in a general…
We study Hamilton-Jacobi equations in [0, +$\infty$) of evolution type with nonlinear boundary conditions of Neumann type in the case where the Hamiltonian is non necessarily convex with respect to the gradient variable. In this paper, we…
For a real-valued measurable function $f$ and a nonnegative, nondecreasing function $\phi$, we first obtain a Chebyshev type inequality which provides an upper bound for $\displaystyle \phi(\lambda_{1}) \mu(\{x \in \Omega : f(x) \geq…
We derive exponential bounds on probabilities of large deviations for "light tail" martingales taking values in finite-dimensional normed spaces. Our primary emphasis is on the case where the bounds are dimension-independent or nearly so.…
In this paper, we establish a class of Stein-Weiss type inequality with partial variable weight functions on the upper half space using a weighted Hardy type inequality. Overcoming the impact of weighted functions, the existence of extremal…
In this paper we study the (strong) Leibniz property of centered moments of bounded random variables. We shall answer a question raised by M. Rieffel on the non-commutative standard deviation.
We explore the boundedness of the Hardy-Littlewood maximal operator $M$ on variable exponent spaces. Our findings demonstrate that the Muckenhoupt condition, in conjunction with Nekvinda's decay condition, implies the boundedness of $M$…
Given a probability space $(\Omega, \mathsf{A}, \mu)$, let $\mathsf{A}_1, \mathsf{A}_2, ...$ be a filtration of $\sigma$-subalgebras of $\mathsf{A}$ and let $\mathsf{E}_1, \mathsf{E}_2, ...$ denote the corresponding family of conditional…
This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequalities for martingales. The approach is entirely probabilistic…
We establish the Lipschitz regularity of the a priori bounded local minimizers of integral functionals with non autonomous energy densities satisfying non standard growth conditions under a sharp bound on the gap between the growth and the…
By using the conjugate distribution technique of Cram\'er, we obtain some expansions of large deviation probabilities for martingales with differences satisfying the conditional Bernstein's condition. The expansions are of the same order as…
In this paper, we obtain sufficient conditions in terms of projective criteria under which the partial sums of a stationary process with values in ${\mathcal{H}}$ (a real and separable Hilbert space) admits an approximation, in…
This paper is devoted to the study of Lyapunov-type inequality for Neumann boundary conditions at higher eigenvalues. Our main result is derived from a detailed analysis about the number and distribution of zeros of nontrivial solutions and…
This note studies the martingale property of a nonnegative, continuous local martingale Z, given as a nonanticipative functional of a solution to a stochastic differential equation. The condition states that Z is a (uniformly integrable)…
This note extends some results of Nishiyama [Ann. Probab. 28 (2000) 685--712]. A maximal inequality for stochastic integrals with respect to integer-valued random measures which may have infinitely many jumps on compact time intervals is…
In this paper we obtain a multivariable commutator lifting inequality, which extends to several variables a recent result of Foias, Frazho, and Kaashoek. The inequality yields a multivariable lifting theorem generalizing the noncommutative…
Given a measure $\mu$ of polynomial growth, we refine a deep result by David and Mattila to construct an atomic martingale filtration of $\mathrm{supp}(\mu)$ which provides the right framework for a dyadic form of nondoubling harmonic…
We prove a Bernstein inequality for vector-valued self-normalized martingales. We first give an alternative perspective of the corresponding sub-Gaussian bound due to Abbasi-Yadkori et al. via a PAC-Bayesian argument with Gaussian priors.…
As a crucial problem in statistics is to decide whether additional variables are needed in a regression model. We propose a new multivariate test to investigate the conditional mean independence of Y given X conditioning on some known…