Related papers: Mixing inequalities in Riesz spaces
For the iterations of $x\mapsto |x-\theta|$ random functions with Lipschitz number one, we represent the dynamics as a Markov chain and prove its convergence under mild conditions. We also demonstrate that the Wasserstein metric of any two…
In this paper, the problem of reconstruction of signals in mixed Lebesgue spaces from their random average samples has been studied. Probabilistic sampling inequalities for certain subsets of shift-invariant spaces have been derived. It is…
We introduce a theory of non-commutative $L^{p}$ spaces suitable for non-commutative probability in a non-tracial setting and use it to develop stochastic analysis of Grassmann-valued processes, including martingale inequalities, stochastic…
Understanding the phase behavior of mixtures with many components is important in many contexts, including as a key step toward a physics-based description of intracellular compartmentalization. Here, we study the instabilities of a mixture…
Inequalities for product operators on mixed norm Lebesgue spaces and permuted mixed norm Lebesgue spaces are established. They depend only on inequalities for the factors and on the Lebesgue indices involved. Inequalities for the bivariate…
The paper deals with the problem of long-time asymptotic behaviour of solutions for classes of ODEs and PDEs, perturbed by stationary noises. The latter are not assumed to be $\delta$-correlated in time, so that the evolution in question is…
In this short article we show a particular version of the Hedberg inequality which can be used to derive, in a very simple manner, functional inequalities involving Sobolev and Besov spaces in the general setting of Lebesgue spaces of…
We derive sufficient conditions for the mixing of all orders of interacting transformations of a spatial Poisson point process, under a zero-type condition in probability and a generalized adaptedness condition. This extends a classical…
In this paper we study Hardy spaces $\mathcal{H}^{p,q}(\mathbb{R}^d)$, $0<p,q<\infty$, modeled over amalgam spaces $(L^p,\ell^q)(\mathbb{R}^d)$. We characterize $\mathcal{H}^{p,q}(\mathbb{R}^d)$ by using first order classical Riesz…
This paper provides versions of classical results from linear algebra, real analysis and convex analysis in a free module of finite rank over the ring $L^0$ of measurable functions on a $\sigma$-finite measure space. We study the question…
We introduce polynomial processes in the sense of [8] in the context of stochastic portfolio theory to model simultaneously companies' market capitalizations and the corresponding market weights. These models substantially extend volatility…
We study the relationship between sampling sequences in infinite dimensional Hilbert spaces of analytic functions and Marcinkiewicz-Zygmund inequalities in subspaces of polynomials. We focus on the study of the Hardy space and the Bergman…
We study the problem of an appropriate choice of derivatives associated with discrete Fourier-Bessel expansions. We introduce a new so-called essential measure Fourier-Bessel setting, where the relevant derivative is simply the ordinary…
It is known that backward iterations of independent copies of a contractive random Lipschitz function converge almost surely under mild assumptions. By a sieving (or thinning) procedure based on adding to the functions time and space…
The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…
We present a theory of backward stochastic differential equations in continuous time with an arbitrary filtered probability space. No assumptions are made regarding the left continuity of the filtration, of the predictable quadratic…
In this short article we introduce so-called anisotropic (weight) Grand Lebesgue Spaces (more exactly, Grand Lebesgue-Riesz Spaces), which are generalization of the classical Lebesgue-Riesz Spaces and ordinary Grand Lebesgue Spaces, and…
We develop a theory of Hilbert-space valued stochastic integration with respect to cylindrical martingale-valued measures. As part of our construction, we expand the concept of quadratic variation, introduced by Veraar and Yaroslavtsev…
We establish an Azuma type inequality under a Lipshitz condition for martingales in the framework of noncommutative probability spaces and apply it to deduce a noncommutative Heoffding inequality as well as a noncommutative McDiarmid type…
Interpolation inequalities in Triebel-Lizorkin-Lorentz spaces and Besov-Lorentz spaces are studied for both inhomogeneous and homogeneous cases. First we establish interpolation inequalities under quite general assumptions on the parameters…