Related papers: Jump inequalities via real interpolation
We consider the problem of detecting jumps in an otherwise smoothly evolving trend whilst the covariance and higher-order structures of the system can experience both smooth and abrupt changes over time. The number of jump points is allowed…
The error between appropriately smooth functions and their radial basis function interpolants, as the interpolation points fill out a bounded domain in R^d, is a well studied artifact. In all of these cases, the analysis takes place in a…
In this paper non-asymptotic exponential and moment estimates are derived for tail of distribution for discrete time martingale and martingale transform by means of martingale differences in the terms of moments and tails of distributions…
Almost all materials are anisotropic. In this paper, interface relations of anisotropic elliptic partial differential equations involving discontinuities across interfaces are derived in two and three dimensions. Compared with isotropic…
Suppose $\mathcal{Z}$ is the space of all tuples of operators on a finite-dimensional Banach space endowed with the joint numerical radius norm. We obtain the structure of the extreme points of the dual unit ball of $\mathcal{Z}.$ Using…
The $L^p$ maximal inequalities for martingales are one of the classical results in probability theory. Here we establish the sharp moderate maximal inequalities for upward skip-free Markov chains, which include the $L^p$ maximal…
In this paper, some new forms of the Cheeger's inequalities are established for general (maybe unbounded) symmetric forms, the resulting estimates improve and extend the ones obtained by Lawler and Sokal (1988) for bounded jump processes.…
We prove an abstract interpolation theorem which interpolates the (r,2)-summing and (s,2)-mixing norm of a fixed operator in the image and the range space. Combined with interpolation formulas for spaces of operators we obtain as an…
Standard methods for detecting discontinuities in conditional means are not applicable to outcomes that are complex, non-Euclidean objects like distributions, networks, or covariance matrices. This article develops a nonparametric test for…
This paper introduces test and estimation procedures for abrupt and gradual changes in the entire jump behaviour of a discretely observed Ito semimartingale. In contrast to existing work we analyse jumps of arbitrary size which are not…
We derive sharp non - asymptotical Lebesgue - Riesz as well as Grand Lebesgue Space norm estimations for different norms of matrix martingales through these norms for the correspondent martingale differences and through the entropic…
We give a comparison inequality that allows one to estimate the tail probabilities of sums of independent Banach space valued random variables in terms of those of independent identically distributed random variables. More precisely, let…
In this paper, we establish UMD lattice-valued variational inequalities for differential operators, ergodic averages and analytic semigroups. These results generalize, on the one hand some scalar-valued variational inequalities in ergodic…
We consider estimating the shared mean of a sequence of heavy-tailed random variables taking values in a Banach space. In particular, we revisit and extend a simple truncation-based mean estimator first proposed by Catoni and Giulini. While…
At variance with fully inclusive quantities, which have been computed already at the two- or three-loop level, most exclusive observables are still known only at one-loop, as further progress was hampered so far by the greater computational…
This paper is devoted to sharp interpolation inequalities on the sphere and their proof using flows. The method explains some rigidity results and proves uniqueness in related semilinear elliptic equations. Nonlinear flows allow to cover…
The purpose of this paper is to study certain set-valued integrals in UMD Banach spaces and provide a compatible form of the martingale representation theorem for set-valued martingales. Under specific conditions, these martingales can be…
We provide verification theorems (at different levels of generality) for infinite horizon stochastic control problems in continuous time for semimartingales. The control framework is given as an abstract "martingale formulation", which…
The Jump Inversion Theorem says that for every real $A \ge_T 0'$ there is a real $B$ such that $A \equiv_T B' \equiv_T B \oplus 0'$. A known refinement of this theorem says that we can choose $B$ to be a member of any special $\Pi^0_1$…
We present some classical and weighted Poincar\'e inequalities for some one-dimensional probability measures. This work is the one-dimensional counterpart of a recent study achieved by the authors for a class of spherically symmetric…