Related papers: Sharp Markov-type Inequalities for Rational Functi…
The interval numbers is the set of compact intervals of $\mathbb{R}$ with addition and multiplication operation, which are very useful for solving calculations where there are intervals of error or uncertainty, however, it lacks an…
The sharpness of various Hardy-type inequalities is well-understood in the reversible Finsler setting; while infinite reversibility implies the failure of these functional inequalities, cf. Krist\'aly, Huang, and Zhao [Trans. Am. Math.…
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…
We show how to construct a topological Markov map of the interval whose invariant probability measure is the stationary law of a given stochastic chain of infinite order. In particular we caracterize the maps corresponding to stochastic…
We show that the $\Lp$ Busemann-Petty centroid inequality provides an elementary and powerful tool to the study of some sharp affine functional inequalities with a geometric content, like log-Sobolev, Sobolev and Gagliardo-Nirenberg…
Based on collection of bijections, variable and function are extended into ``isomorphic variable'' and ``dual-variable-isomorphic function'', then mean values such as arithmetic mean and mean of a function are extended to ``isomorphic…
We introduce the forward (backward) gH-difference operator of interval sequences, and establish some new discrete Opial type inequalities for interval-valued functions. Further, we obtain generalizations of classical discrete Opial type…
We consider the first order periodic systems perturbed by a $2N\ts 2N$ matrix-valued periodic potential on the real line. The spectrum of this operator is absolutely continuous and consists of intervals separated by gaps. We define the…
System identification is an important area of science, which aims to describe the characteristics of the system, representing them by mathematical models. Since many of these models can be seen as recursive functions, it is extremely…
We investigate several instances of the Hadamard inequality in the mean in two dimensions. As a consequence, we prove the uniqueness of minimizers of an integral functional with a polyconvex integrand, subject to mixed Dirichlet and Neumann…
We generalize the notion of the submartingale property and Doob's inequality. Furthermore, we show how the latter leads to new inequalities for several stochastic processes: certain time series, Levy processes, random walks, processes with…
The theory of ``Markov-up'' processes is being developed. This is a new class of stochastic processes with ``partial'' markovian features; it could also be called ``one-sided Markov''. Such a behavior may be found in the real world and in…
In this paper we prove some exponential inequalities involving the sinc function. We analyze and prove inequalities with constant exponents as well as inequalities with certain polynomial exponents. Also, we establish intervals in which…
Given an $n$-ary $k-$valued function $f$, $gap(f)$ denotes the minimal number of essential variables in $f$ which become fictive when identifying any two distinct essential variables in $f$. We particularly solve a problem concerning the…
We consider a two-dimensional Hamiltonian system perturbed by a small diffusion term, whose coefficient is state-dependent and non-degenerate. As a result, the process consists of the fast motion along the level curves and slow motion…
The inference of Markov models from data on stochastic dynamical trajectories over the large time-window $T$ is revisited via the Large Deviations at Level 2.5 for the time-empirical density and the time-empirical flows. The goal is to…
Rational inner functions are a generalization of finite Blaschke products to several variables. In this article we survey a variety of results about rational inner functions related to interpolation, sums of squares formulas, and boundary…
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 consider almost upper semi-continuous processes defined on a finite Markov chain. The distributions of the functionals associated with the exit from a finite interval are studied. We also consider some modification of these processes.
Interval Markov decision processes (IMDPs) generalise classical MDPs by having interval-valued transition probabilities. They provide a powerful modelling tool for probabilistic systems with an additional variation or uncertainty that…