Related papers: Markov's inequality and $C^{\infty}$ functions on …

In the paper we prove the existence of probabilistic solutions to systems of the form $-Au=F(x,u)+\mu$, where $F$ satisfies a generalized sign condition and $\mu$ is a smooth measure. As for $A$ we assume that it is a generator of a Markov…

The idea of the restricted mean has been used to establish a significantly improved version of Markov's inequality that does not require any new assumptions. The result immediately extends on Chebyshev's inequalities and Chernoff's bound.…

We prove that the sharp constant in the univariate Bernstein--Nikolskii inequality for entire functions of exponential type is the limit of the sharp constant in the V. A. Markov type inequality with an exponential weight for coefficients…

Using the renewal approach we prove exponential inequalities for additive functionals and empirical processes of ergodic Markov chains, thus obtaining counterparts of inequalities for sums of independent random variables. The inequalities…

The purpose of this note is to provide a detailed proof of Nazarov's inequality stated in Lemma A.1 in Chernozhukov, Chetverikov, and Kato (2017, Annals of Probability).

We recognise that an entropy inequality akin to the main intermediate goal of recent works (Gowers, Green, Manners, Tao [3],[2]) regarding a conjecture of Marton provides a black box from which we can also through a short deduction recover…

It is shown that for a subset $A\subset\R^n$ that has the global Gabrielov property, a Vitushkin-type estimate holds. Concrete examples are given for sub-level sets of certain classes of functions.

We show that coincidence of the full and reduced crossed product $C^\ast$-algebras of a group action on a unital commutative $C^\ast$-algebra implies amenability of the action whenever the group is exact. This is a partial answer to a…

This paper is inspired by the paper of Leonetti, Russo and Somaglia [\textit{Dense lineability and spaceability in certain subsets of $\ell_\infty$.} Bull. London Math. Soc., 55: 2283--2303 (2023)] and the lineability problems raised…

We give a survey of recent results, due mainly to the authors, concerning Bernstein-Markov type inequalities and connections with potential theory.

The purpose of this article is to expose an algebraic closure property of supersolutions to certain diffusion equations. This closure property quickly gives rise to a monotone quantity which generates a hypercontractivity inequality. Our…

In this paper we prove exponential inequalities (also called Bernstein's inequality) for fractional martingales. As an immediate corollary, we will discuss weak law of large numbers for fractional martingales under divergence assumption on…

We introduce a notion of a uniform structure on the set of all representations of a given separable, not necessarilly commutative $C^*$-algebra $\mathfrak{A}$ by introducing a suitable family of metrics on the set of representations of…

We define analogues of Brownian motion on the triadic Cantor set by introducing a few natural requirements on the Markov semigroup. We give a detailed description of these symmetric self-similar processes and study their properties such as…

We further examine the concept of uniform property Gamma for C*-algebras introduced in our joint work with Winter. In addition to obtaining characterisations in the spirit of Dixmier's work on central sequence in II$_1$ factors, we…

Here we give a proof of the existence of c\`{a}dl\`{a}g modification of Markov Processes (on an appropriate space) with Feller semigroup.

We generalize the notion of the submartingale property and Doob's inequality. Furthermore, we show how the latter leads to new inequalities for several stochastic processes: certain time series, Levy processes, random walks, processes with…

We give a necessary and sufficient condition for a homogeneous Markov process taking values in $\R^n$ to enjoy the time-inversion property of degree $\alpha$. The condition sets the shape for the semigroup densities of the process and…

We develop Markov categories as a framework for synthetic probability and statistics, following work of Golubtsov as well as Cho and Jacobs. This means that we treat the following concepts in purely abstract categorical terms: conditioning…

The Markov property is widely imposed in analysis of time series data. Correspondingly, testing the Markov property, and relatedly, inferring the order of a Markov model, are of paramount importance. In this article, we propose a…