Related papers: Noncommutative Burkholder/Rosenthal inequalities a…

We derive explicit Bernstein-type and Bennett-type concentration inequalities for matrix-valued martingale processes with unbounded observations from the Hermitian space $\mathbb{H}(d)$. Specifically, we assume that the…

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 analogue of the classical Burkholder-Gundy inequalites for non-commutative martingales. As applications we give a characterization for an Ito-Clifford integral to be an $L^p$-martingale via its integrand, and then extend the…

We prove a matrix trace inequality for completely monotone functions and for Bernstein functions. As special cases we obtain non-trivial trace inequalities for the power function x->x^q, which for certain values of q complement McCarthy's…

Motivated by classical notions of bilinear matrix inequalities (BMIs) and partial convexity, this article investigates partial convexity for noncommutative functions. It is shown that noncommutative rational functions that are partially…

We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include…

We refine Epstein's method to prove joint concavity/convexity of matrix trace functions of Lieb type $\mathrm{Tr}\,f(\Phi(A^p)^{1/2}\Psi(B^q)\Phi(A^p)^{1/2})$ and symmetric (anti-) norm functions of the form…

Let $\lambda_{\phi}(n)$ be the Fourier coefficients of a Hecke holomorphic or Hecke--Maass cusp form on ${\rm SL}_2(\mathbb Z)$, and $f$ be any multiplicative function that satisfies two mild hypotheses. We establish a non-trivial upper…

We prove disjointification inequalities due to Johnson and Schechtman for noncommutative random variables independent in the sense of Junge and Xu. In the same setting, we also prove noncommutative Khinchine inequalities. These inequalities…

We prove an inequality for the spectral norm of matrix valued stochastic integrals. This inequality can be seen either as a non-commutative version of the Burkholder-Davis-Gundy inequality or as an extension of the non-commutative…

Let $X$ be a symmetric quasi-Banach function space with Fatou property and let $E$ be an arbitrary symmetric quasi-Banach sequence space. Suppose that $(f_k)_{k\geq0}\subset X$ is a sequence of independent random variables. We present a…

Inspired by Morrey's Problem (on rank-one convex functionals) and the Burkholder integrals (of his martingale theory) we find that the Burkholder functionals $B_p$, $p \ge 2$, are quasiconcave, when tested on deformations of identity $f\in…

We present an elementary proof of a conjecture by I. Ra\c{s}a which is an inequality involving Bernstein basis polynomials and convex functions. It was affirmed in positive very recently by the use of stochastic convex orderings. Moreover,…

In this paper, we establish several inequalities for different convex mappings that are connected with the Riemann-Liouville fractional integrals. Our results have some relationships with certain integral inequalities in the literature.

We investigate what we term "generalized sup-convolutions". We show that functional inequalities that enjoy an interpretation as sup-convolution inequalities can be deduced from the special case of indicator functions corresponding to a…

We prove limit relations between the sharp constants in the multivariate Bernstein-Nikolskii type inequalities for trigonometric polynomials and entire functions of exponential type with the spectrum in a centrally symmetric convex body.

The inequality of Berwald is a reverse-H\"older like inequality for the $p$th average, $p\in (-1,\infty),$ of a non-negative, concave function over a convex body in $\mathbb{R}^n.$ We prove Berwald's inequality for averages of functions…

We present a new, elementary proof of Boyd's interpolation theorem. Our approach naturally yields a noncommutative version of this result and even allows for the interpolation of certain operators on l^1-valued noncommutative symmetric…

We introduce the non-commutative $f$-divergence functional $\Theta(\widetilde{A},\widetilde{B}):=\int_TB_t^{\frac{1}{2}}f\left(B_t^{-\frac{1}{2}} A_tB_t^{-\frac{1}{2}}\right)B_t^{\frac{1}{2}}d\mu(t)$ for an operator convex function $f$,…

We refine Epstein's method to prove joint concavity/convexity of matrix trace functions of the extended Lieb type $Tr{\Phi(A^p)^{1/2}\Psi(B^q)\Phi(A^p)^{1/2}}^s$, where $\Phi$ and $\Psi$ are positive linear maps. By the same method combined…