Related papers: Deviation inequalities for Banach space valued mar…

In this paper we derive an estimate on the number of local maxima of the free boundary of some variational inequalities with pointwise gradient constraints. This also gives an estimate on the number of connected components of the free…

We generalise the martingale-coboundary representation of discrete time stochastic processes to the non-stationary case and to random variables in Orlicz spaces. Related limit theorems (CLT, invariance principle, log log law, probabilities…

We provide rates of convergence in the central limit theorem in terms of projective criteria for adapted stationary sequences of centered random variables taking values in Banach spaces, with finite moment of order $p \in ]2,3]$ as soon as…

We prove large and moderate deviation principles for the distribution of an empirical mean conditioned by the value of the sum of discrete i.i.d. random variables. Some applications for combinatoric problems are discussed.

Let X be a Banach space. We prove p-independence of the one-sided decoupling inequality for X-valued tangent martingales as introduced by Kwapien and Woyczynski. It is known that a Banach space X satisfies the two-sided decoupling…

With this paper, we begin a series of studies of extremal problems for estimating distributions of martingale transforms of bounded martingales. The Bellman functions corresponding to such problems are pointwise minimal diagonally concave…

In order to develop a differential calculus for error propagation we study local Dirichlet forms on probability spaces with square field operator $\Gamma$ -- i.e. error structures -- and we are looking for an object related to $\Gamma$…

We consider real-valued branching random walks and prove a large deviation result for the position of the rightmost particle. The position of the rightmost particle is the maximum of a collection of a random number of dependent random…

Small ball inequalities have been extensively studied in the setting of Gaussian processes and associated Banach or Hilbert spaces. In this paper, we focus on studying small ball probabilities for sums or differences of independent,…

This article develops optimality conditions for a large class of non-smooth variational models. The main results are based on standard tools of functional analysis and calculus of variations. Firstly we address a model with equality…

The classical Gagliardo-Nirenberg interpolation inequality is a well-known estimate which gives, in particular, an estimate for the Lebesgue norm of intermediate derivatives of functions in Sobolev spaces. We present an extension of this…

In this paper an inexact proximal point method for variational inequalities in Hadamard manifolds is introduced and studied its convergence properties. The main tool used for presenting the method is the concept of enlargement of monotone…

We derive Cram\'{e}r type moderate deviations for stationary sequences of bounded random variables. Our results imply the moderate deviation principles and a Berry-Esseen bound. Applications to quantile coupling inequalities, functions of…

In a recent paper~\cite{paper2}, we proposed the concept of optimal error bounds for an iterative process, which allows us to obtain the convergence result of the iterative sequence to the common fixed point of the nonexpansive mappings in…

We apply Lindeberg's method, invented to prove a central limit theorem, to analyze the moderate deviations around such a central limit theorem. In particular, we will show moderate deviation principles for martingales as well as for random…

For self-normalized martingales with conditionally symmetric differences, de la Pe\~{n}a [A general class of exponential inequalities for martingales and ratios. Ann. Probab. 27, No.1, 537-564] established the Gaussian type exponential…

Concentration inequalities quantify the deviation of a random variable from a fixed value. In spite of numerous applications, such as opinion surveys or ecological counting procedures, few concentration results are known for the setting of…

We study lower bounds for the norm of the product of polynomials and their applications to the so called \emph{plank problem.} We are particularly interested in polynomials on finite dimensional Banach spaces, in which case our results…

In this paper we prove Burkholder-Davis-Gundy inequalities for a general martingale $M$ with values in a UMD Banach space $X$. Assuming that $M_0=0$, we show that the following two-sided inequality holds for all $1\leq p<\infty$:…

Remotal and uniquely remotal sets play an important role in the area of farthest point problem as well as nearest point problem in a Banach space $X.$ In this study, we find some sufficient conditions for remotality and uniquely remotality…