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We investigate the unconditional basis property of martingale differences in weighted $L^2$ spaces in the non-homogeneous situation (i.e. when the reference measure is not doubling). Specifically, we prove that finiteness of the quantity…

Analysis of PDEs · Mathematics 2014-11-20 C. Thiele , S. Treil , A. Volberg

We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…

Probability · Mathematics 2025-10-21 Hongjian Wang , Aaditya Ramdas

This book contains a detailed exposition of the nonhomogeneous Koszul duality theory in the relative situation over a noncentral, noncommutative, nonsemisimple base ring, as announced in Section 0.4 of arXiv:0708.3398. We prove the…

Rings and Algebras · Mathematics 2022-02-21 Leonid Positselski

The estimate in Bullen's inequality will be extended for continuous functions using the second order modulus of smoothness. A different form of this inequality will be given in terms of the least concave majorant. Also, the composite case…

Classical Analysis and ODEs · Mathematics 2015-02-17 Ana Maria Acu , Heiner Gonska

Assuming that a Nash type inequality is satisfied by a non-negative self-adjoint operator $A$, we prove a Nash type inequality for the fractional powers $A^{\alpha}$ of $A$. Under some assumptions, we give ultracontractivity bounds for the…

Spectral Theory · Mathematics 2010-03-03 Alexander Bendikov , Patrick Maheux

Recently, Hartz proved that every commuting contractive classical multishift with non-zero weights satisfies the matrix-version of von Neumann's inequality. We show that this result does not extend to the class of commuting operator-valued…

Functional Analysis · Mathematics 2018-11-07 Rajeev Gupta , Surjit Kumar , Shailesh Trivedi

In this paper we obtain quite general and definitive forms for Hardy-Littlewood type inequalities. Moreover, when restricted to the original particular cases, our approach provides much simpler and straightforward proofs and we are able to…

Functional Analysis · Mathematics 2014-06-24 Nacib Albuquerque , Frédéric Bayart , Daniel Pellegrino , Juan B. Seoane-Sepúlveda

We prove Kolmogorov's law of the iterated logarithm for noncommutative martingales. The commutative case was due to Stout. The key ingredient is an exponential inequality proved recently by Junge and the author.

Probability · Mathematics 2014-01-21 Qiang Zeng

We show the dual spaces of conditional Hardy space and symmetric Hardy space of noncommutative martingales. We derive relationship between the symmetric Hardy space of noncommutative martingales and its conditioned version.

Operator Algebras · Mathematics 2017-02-06 Turdebek N. Bekjan

We obtain almost optimal differential Harnack inequalities for a class of nonlinear parabolic equations on Riemannian manifolds with Bakry-\'{E}mery Ricci curvature bounded below, which includes the classical Fisher-KPP equation and…

Analysis of PDEs · Mathematics 2024-04-11 Zhihao Lu

We consider a conservative Markov semigroup on a semi-finite $W^*$-algebra. It is known that under some reasonable assumptions it is enough to determine a kind of differential structure on such a 'noncommutative space'. We construct an…

Operator Algebras · Mathematics 2016-12-15 Danila Zaev

We present a concentration inequality for linear functionals of noncommutative polynomials in random matrices. Our hypotheses cover most standard ensembles, including Gaussian matrices, matrices with independent uniformly bounded entries…

Probability · Mathematics 2012-07-04 Mark W. Meckes , Stanislaw J. Szarek

This paper first introduces a refined version of the Azuma-Hoeffding inequality for discrete-parameter martingales with uniformly bounded jumps. The refined inequality is used to revisit the large deviations analysis of binary hypothesis…

Information Theory · Computer Science 2012-07-17 Igal Sason

The aim of this paper is to propose new Rosenthal-type inequalities for moments of order higher than 2 of the maximum of partial sums of stationary sequences including martingales and their generalizations. As in the recent results by…

Probability · Mathematics 2013-03-19 Florence Merlevède , Magda Peligrad

By using a simple observation that the density processes appearing in Ito's martingale representation theorem are invariant under the change of measures, we establish a non-linear version of the Cameron-Martin formula for solutions of a…

Probability · Mathematics 2010-11-16 G. Liang , A. Lionnet , Z. Qian

We study possible noncommutative (operator algebra) variants of the classical Hoffman-Rossi theorem from the theory of function algebras. In particular we give a condition on the range of a contractive weak* continuous homomorphism defined…

Operator Algebras · Mathematics 2019-05-21 David P. Blecher , Luis C. Flores , Beate G. Zimmer

We show that the validity of the non-commutative Khintchine inequality for some $q$ with $1<q<2$ implies its validity (with another constant) for all $1\le p<q$. We prove this for the inequality involving the Rademacher functions, but also…

Operator Algebras · Mathematics 2014-12-23 Gilles Pisier

We prove a noncommutative version of the John-Nirenberg theorem for nontracial filtrations of von Neumann algebras. As an application, we obtain an analogue of the classical large deviation inequality for elements of the associated $BMO$…

Functional Analysis · Mathematics 2007-05-23 Marius Junge , Magdalena Musat

We prove explicit upper bounds for weighted sums over prime numbers in arithmetic progressions with slowly varying weight functions. The results generalize the well-known Brun-Titchmarsh inequality.

Number Theory · Mathematics 2015-11-09 Jan Büthe

Using functional equations, we derive noncommutative extensions of Ramanujan's 1-psi-1 summation.

Classical Analysis and ODEs · Mathematics 2007-05-23 Michael Schlosser
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