Related papers: Continuous-time sparse domination

A class of infinite horizon optimal control problems involving mixed quasi-norms of $L^p$-type cost functionals for the controls is discussed. These functionals enhance sparsity and switching properties of the optimal controls. The…

A class of infinite horizon optimal control problems involving $L^p$-type cost functionals with $0<p\leq 1$ is discussed. The existence of optimal controls is studied for both the convex case with $p=1$ and the nonconvex case with $0<p<1$,…

In this expository article, we briefly survey the main known schemes of proof of sparse domination principles within harmonic analysis. We then use the one based on the Calder\'on-Zygmund decomposition to prove a dual sparse domination…

The paper contains an alternative proof of the celebrated $L^p$ estimates for differentially subordinate martingales established by Burkholder and Wang in the eighties and nineties. The approach links the validity of the estimate to the…

Motivated by a problem posed by Aldous, our goal is to find the maximal-entropy win-martingale: In a sports game between two teams, the chance the home team wins is initially $x_0 \in (0,1)$ and finally 0 or 1. As an idealization we take a…

We introduce a general distributional framework that results in a unifying description and characterization of a rich variety of continuous-time stochastic processes. The cornerstone of our approach is an innovation model that is driven by…

In this paper, using a new technique from harmonic analysis called sparse domination, we characterize the positive Borel measures including forward, vanishing, and reverse Bergman Carleson measures. The main novelty of this paper is…

This paper presents a novel approach to characterize the dynamics of the limit spectrum of large random matrices. This approach is based upon the notion we call "spectral dominance". In particular, we show that the limit spectral measure…

In this paper, we study the behavior of the weighted composition operators acting on Bergman spaces defined on strictly pseudoconvex domains via the sparse domination technique from harmonic analysis. As a byproduct, we also prove a…

In this article, we prove sharp quantitative weighted $L^p$-estimates for Grushin pseudo-multipliers satisfying H\"ormander's condition as an application of pointwise domination of Grushin pseudo-multipliers by appropriate sparse operators.

A novel approach is proposed to establish a sharp upper bound on the expected supremum of a separable martingale random field, serving as an alternative to classical universal chaining-based methods. The proposed approach begins by deriving…

Estimating covariance matrices is a problem of fundamental importance in multivariate statistics. In practice it is increasingly frequent to work with data matrices $X$ of dimension $n\times p$, where $p$ and $n$ are both large. Results…

We show that the law of the overall supremum $\bar{X}_t=\sup_{s\le t}X_s$ of a L\'evy process $X$ before the deterministic time $t$ is equivalent to the average occupation measure $\mu_t(dx)=\int_0^t\p(X_s\in dx)\,ds$, whenever 0 is regular…

In this paper, we establish quantitative weak type estimates for operators that are dominated by (fractional) sparse operators in bilinear sense. Specifically, we derive bounds for both the restricted weak type $L^{p,1}\rightarrow…

In this paper we study the continuous dynamical sampling problem at infinite time in a complex Hilbert space $\mathcal{H}$. We find necessary and sufficient conditions on a bounded linear operator $A\in\mathcal{B}(\mathcal{H})$ and a set of…

Milner's complete proof system for observational congruence is crucially based on the possibility to equate $\tau$ divergent expressions to non-divergent ones by means of the axiom $recX. (\tau.X + E) = recX. \tau. E$. In the presence of a…

We present a unified approach to Doob's $L^p$ maximal inequalities for $1\leq p<\infty$. The novelty of our method is that these martingale inequalities are obtained as consequences of elementary deterministic counterparts. The latter have…

We consider the problem of finding a stopping time that minimises the $L^1$-distance to $\theta$, the time at which a L\'evy process attains its ultimate supremum. This problem was studied in [12] for a Brownian motion with drift and a…

Let T and C be two Hilbert space operators. We prove that if T is near, in a certain sense, to an operator completely polynomially dominated with a finite bound by C, then T is similar to an operator which is completely polynomially…

Let $M$ and $\tau$ be the supremum and its time of a L\'evy process $X$ on some finite time interval. It is shown that zooming in on $X$ at its supremum, that is, considering $((X_{\tau+t\varepsilon}-M)/a_\varepsilon)_{t\in\mathbb R}$ as…