Related papers: Noncommutative martingale concentration inequaliti…
In this article, we study the problem of sampling from distributions whose densities are not necessarily smooth nor logconcave. We propose a simple Langevin-based algorithm that does not rely on popular but computationally challenging…
In this paper we prove the existence of conditional expectations in the noncommutative $L_p(M,\Phi)$ spaces associated with center-valued traces. Moreover, their description is also provided. As an application of the obtained results, we…
We derive an improved Poincar\'e inequality in connection with the Babu\v{s}ka-Aziz and Friedrichs-Velte inequalities for differential forms by estimating the domain specific optimal constants figuring in the respective inequalities with…
We prove many new cases of Zimmer's conjecture for actions by lattices in non-$\mathbb{R}$-split semisimple Lie groups $G$. By prior arguments, Zimmer's conjecture reduces to studying certain probability measures invariant under a minimal…
We study the time-harmonic Maxwell equations on bounded Lipschitz domains with an impedance boundary condition. The impedance coefficient can be matrix valued such that, in particular, a polarization dependent impedance is modeled. We…
The Liouville equation with non-constant magnetic field is obtained as a limit in the Planck constant \hbar of the Heisenberg equation with the same magnetic field. The convergence is with respect to an appropriate semi-classical pseudo…
Known Bernstein-type upper bounds on the tail probabilities for sums of independent zero-mean sub-exponential random variables are improved in several ways at once. The new upper bounds have a certain optimality property.
We prove noncommutative martingale inequalities associated with convex functions. More precisely, we obtain $\Phi$-moment analogues of the noncommutative Burkholder inequalities and the noncommutative Rosenthal inequalities for any convex…
Some Hermite-Hadamard's mid-point type inequalities related to Katugampola fractional integrals are obtained where the first derivative of considered mappings is Lipschitzian or convex. Also some mid-point type inequalities are given for…
The maximal inequalities for diffusion processes have drawn increasing attention in recent years. However, the existing proof of the $L^p$ maximum inequalities for the Ornstein-Uhlenbeck process was dubious. Here we give a rigorous proof of…
Based on Berenstein and Retakh's notion of noncommutative polygons we introduce and study noncommutative frieze patterns. We generalize several notions and fundamental properties from the classic (commutative) frieze patterns to…
We derive sharp non - asymptotical Lebesgue - Riesz as well as Grand Lebesgue Space norm estimations for different norms of matrix martingales through these norms for the correspondent martingale differences and through the entropic…
We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are…
We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…
We prove some cases of the Zilber-Pink conjecture on unlikely intersections in Shimura varieties. Firstly, we prove that the Zilber-Pink conjecture holds for intersections between a curve and the union of the Hecke translates of a fixed…
We provide an analogue of Gundy's decomposition for L1-bounded non-commutative martingales. An important difference from the classical case is that for any L1-bounded non-commutative martingale, the decomposition consists of four…
In this paper we extend the Bernstein, Prohorov and Bennett inequalities to the noncommutative setting. In addition we provide an improved version of the noncommutative Rosenthal inequality, essentially due to Nagaev, Pinelis and Pinelis,…
We introduce a test for the conditional independence of random variables $X$ and $Y$ given a random variable $Z$, specifically by sampling from the joint distribution $(X,Y,Z)$, binning the support of the distribution of $Z$, and conducting…
The typical central limit theorems in high-frequency asymptotics for semimartingales are results on stable convergence to a mixed normal limit with an unknown conditional variance. Estimating this conditional variance usually is a hard…
We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…