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A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…

Probability · Mathematics 2012-12-11 Iosif Pinelis

We describe the Bellman function technique for proving sharp inequalities in harmonic analysis. To provide an example along with historical context, we present how it was originally used by Donald Burkholder to prove $L^p$ boundedness of…

Classical Analysis and ODEs · Mathematics 2018-05-29 Henry Riely

We establish optimal L^p bounds for the nontangential maximal function of the gradient of the solution to a second order elliptic operator in divergence form, possibly non-symmetric, with bounded measurable coefficients independent of the…

Analysis of PDEs · Mathematics 2007-05-23 Carlos E. Kenig , David J. Rule

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…

Probability · Mathematics 2020-06-16 Rodrigo Bañuelos , Tomasz Gałązka , Adam Osękowski

The finite-rank Lieb-Thirring inequality provides an estimate on a Riesz sum of the $N$ lowest eigenvalues of a Schr\"odinger operator $-\Delta-V(x)$ in terms of an $L^p(\mathbb{R}^d)$ norm of the potential $V$. We prove here the existence…

Analysis of PDEs · Mathematics 2023-05-12 Rupert L. Frank , David Gontier , Mathieu Lewin

The Kubo-Ando theory deals with connections for positive bounded operators. On the other hand, in various analysis related to von Neumann algebras it is impossible to avoid unbounded operators. In this article we try to extend a notion of…

Operator Algebras · Mathematics 2021-02-03 Fumio Hiai , Hideki Kosaki

We describe a new operator space structure on $L_p$ when $p$ is an even integer and compare it with the one introduced in our previous work using complex interpolation. For the new structure, the Khintchine inequalities and Burkholder's…

Operator Algebras · Mathematics 2013-07-23 Gilles Pisier

We prove several trace inequalities that extend the Golden-Thompson and the Araki-Lieb-Thirring inequality to arbitrarily many matrices. In particular, we strengthen Lieb's triple matrix inequality. As an example application of our four…

Mathematical Physics · Physics 2017-03-17 David Sutter , Mario Berta , Marco Tomamichel

Let $\{\mathsf{T}_t\}_{t>0}$ be a symmetric diffusion semigroup on a $\sigma$-finite measure space $(\Omega, \mathscr{A}, \mu)$ and $G^{\mathsf{T}}$ the associated Littlewood-Paley $g$-function operator:…

Functional Analysis · Mathematics 2021-11-11 Zhendong Xu , Hao Zhang

Motivated by statistical analysis of latent factor models for high-frequency financial data, we develop sharp upper bounds for the spectral norm of the realized covariance matrix of a high-dimensional It\^o semimartingale with possibly…

Statistics Theory · Mathematics 2023-10-11 Yuta Koike

We prove new sharp $L^p$, logarithmic, and weak-type inequalities for martingales under the assumption of differentially subordination. The $L^p$ estimates are "Fyenman-Kac" type versions of Burkholder's celebrated martingale transform…

Probability · Mathematics 2013-05-15 Rodrigo Banuelos , Adam Osekowski

Let $0<s<1$ and $p>1$ be such that $ps<N$. Assume that $\Omega$ is a bounded domain containing the origin. Staring from the ground state inequality by R. Frank and R. Seiringer we obtain: 1- The following improved Hardy inequality for $p\ge…

Analysis of PDEs · Mathematics 2018-12-11 Boumediene Abdellaoui , Rachid Bentifour

We prove the operator space Grothendieck inequality for bilinear forms on subspaces of noncommutative $L_p$-spaces with $2<p<\infty$. One of our results states that given a map $u: E\to F^*$, where $E, F\subset L_p(M)$ ($2<p<\infty$, $M$…

Functional Analysis · Mathematics 2007-05-23 Quanhua Xu

$ \newcommand{\cclass}[1]{{\textsf{#1}}} $The classical Grothendieck inequality has applications to the design of approximation algorithms for $\cclass{NP}$-hard optimization problems. We show that an algorithmic interpretation may also be…

Data Structures and Algorithms · Computer Science 2022-02-24 Assaf Naor , Oded Regev , Thomas Vidick

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…

Probability · Mathematics 2013-07-22 B. Acciaio , M. Beiglböck , F. Penkner , W. Schachermayer , J. Temme

For any two real-valued continuous-path martingales $X=\{X_t\}_{t\geq 0}$ and $Y=\{Y_t\}_{t\geq 0}$, with $X$ and $Y$ being orthogonal and $Y$ being differentially subordinate to $X$, we obtain sharp $L^p$ inequalities for martingales of…

Classical Analysis and ODEs · Mathematics 2018-03-14 Yong Ding , Loukas Grafakos , Kai Zhu

We consider decoupling inequalities for random variables taking values in a Banach space $X$. We restrict the class of distributions that appear as conditional distributions while decoupling and show that each adapted process can be…

Probability · Mathematics 2018-06-01 Sonja Cox , Stefan Geiss

We introduce the von Neumann entropy regularization of Unbalanced Non-commutative Optimal Transport, specifically Non-commutative Optimal Transport between semi-definite positive matrices (not necessarily with trace one). We prove the…

Optimization and Control · Mathematics 2024-02-28 Augusto Gerolin , Nataliia Monina

We study $L^p(\mu) \to L^q(\nu)$ mapping properties of the convolution operator $ T_{\lambda}f(x)=\lambda*(f\mu)(x)$ and of the corresponding maximal operator $ {\mathcal T}_{\lambda}f(x)=\sup_{t>0} |\lambda_t*(f\mu)(x)|$, where $\lambda$…

Classical Analysis and ODEs · Mathematics 2015-11-17 Alex Iosevich , Ben Krause , Eric Sawyer , Krystal Taylor , Ignacio Uriarte-Tuero

In this paper, we further investigate the problem of commutativity up to a factor (or $\lambda$-commutativity) in the setting of bounded and unbounded linear operators in a complex Hilbert space. The results are based on a new approach to…

Functional Analysis · Mathematics 2014-04-28 Chérifa Chellali , Mohammed Hichem Mortad