Related papers: Stein-Weiss inequalities with the fractional Poiss…

We study the Stein equation associated with the one-dimensional Gamma distribution, and provide novel bounds, allowing one to effectively deal with test functions supported by the whole real line. We apply our estimates to derive new…

In this paper we prove an invariant Harnack inequality on Carnot-Carath\'eodory balls for fractional powers of sub-Laplacians in Carnot groups. The proof relies on an "abstract" formulation of a technique recently introduced by Caffarelli…

We study the long-time behavior of fully discretized semilinear SPDEs with additive space-time white noise, which admit a unique invariant probability measure $\mu$. We show that the average of regular enough test functions with respect to…

We prove an existence result for the Poisson equation on non-compact Riemannian manifolds satisfying weighted Poincar\'e inequalities outside compact sets. Our result applies to a large class of manifolds including, for instance, all…

Let $M$ be an $n$-dimensional Hadamard manifold of pinched negative curvature $-b^2 \leq K_M \leq -a^2$. The solution of the Dirichlet problem at infinity for $M$ leads to the construction of a family of mutually absolutely continuous…

For an absolutely continuous (integer-valued) r.v. $X$ of the Pearson (Ord) family, we show that, under natural moment conditions, a Stein-type covariance identity of order $k$ holds (cf. [Goldstein and Reinert, J. Theoret. Probab. 18…

We study the perimeter inequality under circular symmetrisation, and we provide a full geometric characterisation of equality cases. A careful inspection of the proof shows that a similar characterisation holds true also for the perimeter…

This paper explores the intrinsic nature of the celebrated Stein-Weiss $H^1$-inequality $$ \|I_s u\|_{L^\frac{n}{n-s}}\lesssim \|u\|_{L^1}+\|\vec{R}u\|_{L^{1}}=\|u\|_{H^1} $$ through the tracing and duality laws based on Riesz's singular…

This paper deals with U-statistics of Poisson processes and multiple Wiener-It\^o integrals on the Poisson space. Via sharp bounds on the cumulants for both classes of random variables, moderate deviation principles, concentration…

In this short note, we find an equivalent combinatorial condition only involving finite sums under which a centered Gaussian random vector with multinomial covariance matrix satisfies the Gaussian product inequality (GPI) conjecture. These…

In this article, we establish the $L^p$-Heisenberg-Pauli-Weyl uncertainty inequalities on the Laguerre hypergroup $\mathbb{K}$, the natural setting for radial analysis on the Heisenberg group. For $1 \leq p < 2$, under the condition $b >…

We develop connections between Stein's approximation method, logarithmic Sobolev and transport inequalities by introducing a new class of functional inequalities involving the relative entropy, the Stein kernel, the relative Fisher…

We introduce a non-homogeneous fractional Poisson process by replacing the time variable in the fractional Poisson process of renewal type with an appropriate function of time. We characterize the resulting process by deriving its non-local…

We consider non-linear time-fractional stochastic heat type equation $$\frac{\partial^\beta u}{\partial t^\beta}+\nu(-\Delta)^{\alpha/2} u=I^{1-\beta}_t \bigg[\int_{\mathbb{R}^d}\sigma(u(t,x),h) \stackrel{\cdot}{\tilde N }(t,x,h)\bigg]$$…

We provide pointwise upper bounds for the transition kernels of semigroups associated with a class of systems of nondegenerate elliptic partial differential equations with unbounded coefficients with possibly unbounded diffusion…

A scheme for approximating the kernel $w$ of the fractional $\alpha$-integral by a linear combination of exponentials is proposed and studied. The scheme is based on the application of a composite Gauss-Jacobi quadrature rule to an integral…

We consider a system of semi-linear partial differential equations with measurable coefficients and a nonlinear Neumann boundary condition. We then construct a sequence of penalized partial differential equations which converges to a…

Let $n \in \mathbb N$, let $\zeta_{n,1},...,\zeta_{n,n}$ be a sequence of independent random variables with $\mathbb E \zeta_{n,i}=0$ and $\mathbb E |\zeta_{n,i}|<\infty$ for each $i$, and let $\mu$ be an $\alpha$-stable distribution having…

Let $f,g:\Bbb{R}^{N}\rightarrow (-\infty ,\infty ]$ be Borel measurable, bounded below and such that $\inf f+\inf g\geq 0.$ We prove that with $ m_{f,g}:=(\inf f-\inf g)/2,$ the inequality $||(f-m_{f,g})^{-1}||_{\phi…

We present an explicit construction of the solution to the Dirichlet boundary value problem for the radial Schr\"odinger equation in the unit ball, with a complex-valued potential $V$ satisfying the condition $\int_0^1r|V(r)|dr<\infty$. The…