Related papers: Martingale inequalities for spline sequences

P-splines are penalized B-splines, in which finite order differences in coefficients are typically penalized with an $\ell_2$ norm. P-splines can be used for semiparametric regression and can include random effects to account for…

Let $\Omega\subseteq \mathbb{R}^{d}$ be open and $A$ a complex uniformly strictly accretive $d\times d$ matrix-valued function on $\Omega$ with $L^{\infty}$ coefficients. Consider the divergence-form operator ${\mathscr L}^{A}=-{\rm…

Let $f:=(f_n)_{n\in \mathbb{Z}_+}$ and $g:=(g_n)_{n\in \mathbb{Z}_+}$ be two martingales related to the probability space $(\Omega,\mathcal F,\mathbb P)$ equipped with the filtration $(\mathcal F_n)_{n\in \mathbb{Z}_+}.$ Assume that $f$ is…

A sharp pointwise differential inequality for vectorial second-order partial differential operators, with Uhlenbeck structure, is offered. As a consequence, optimal second-order regularity properties of solutions to nonlinear elliptic…

In this note, we study inequality and limit theory under sublinear expectations. We mainly prove Doob's inequality for submartingale and Kolmogrov's inequality. By Kolmogrov's inequality, we obtain a special version of Kolmogrov's law of…

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…

We prove the analogue of the Martingale Convergence Theorem for polynomial spline sequences. Given a natural number $k $ and a sequence $(t_i)$ of knots in $[0,1]$ with multiplicity $\le k-1$, we let $P_n $ be the orthogonal projection onto…

We suggest two versions of the Hardy--Littlewood--Sobolev inequality for discrete time martingales. In one version, the fractional integration operator is a martingale transform, however, it may vanish if the filtration is excessively…

A Bank--Laine function $E$ is written as $E=f_1f_2$ for two normalized solutions $f_1$ and $f_2$ of the second order differential equation $f''+Af=0$, where $A$ is an entire function. In this paper, we first complete the construction of…

Let $(S_0,S_1,...)$ be a supermartingale relative to a nondecreasing sequence of $\sigma$-algebras $H_{\le0},H_{\le1},...$, with $S_0\le0$ almost surely (a.s.) and differences $X_i:=S_i-S_{i-1}$. Suppose that $X_i\le d$ and $\mathsf…

We establish $L^{p_1}(\mathbb R^d) \times \cdots \times L^{p_n}(\mathbb R^d) \rightarrow L^r(\mathbb R^d)$ bounds for spherical averaging operators $\mathcal A^n$ in dimensions $d \geq 2$ for indices $1\le p_1,\dots , p_n\le \infty$ and…

We prove square function estimates in $L_2$ for general operators of the form $B_1D_1+D_2B_2$, where $D_i$ are partially elliptic constant coefficient homogeneous first order self-adjoint differential operators with orthogonal ranges, and…

We exhibit a large class of symbols $m$ on $\R^d$, $d\geq 2$, for which the corresponding Fourier multipliers $T_m$ satisfy the following inequality. If $D$, $E$ are measurable subsets of $\R^d$ with $E\subseteq D$ and $|D|<\infty$, then $$…

Let $\sigma=(\sigma_{1},\sigma_{2},\dots,\sigma_{n})\in \mathbb{S}^{n-1}$ and $d\sigma$ denote the normalised Lebesgue measure on $\mathbb{S}^{n-1},~n\geq 2$. For functions $f_1, f_2,\dots,f_n$ defined on $\R$ consider the multilinear…

If $f,g:\mathbb{R}^n\longrightarrow\mathbb{R}_{\geq0}$ are non-negative measurable functions, then the Pr\'ekopa-Leindler inequality asserts that the integral of the Asplund sum (provided that it is measurable) is greater or equal than the…

We present error estimates of the fully semi-Lagrangian scheme with high-order interpolation operators, solving the initial value problems for the one-dimensional nonlinear diffusive conservation laws, including the Burgers equations. We…

We prove that there exists a martingale $f\in H_p $ such that the subsequence $\{L_{2^n}f \}$ of N\"orlund logarithmic means with respect to the Walsh system are not bounded in the Lebesgue space $weak-L_p $ for $0<p<1 $. Moreover, we prove…

A necessary and sufficient condition for an inner function F in the upper half-plane (UHP) to satisfy F = E*/E where E is a de Branges function is presented. Since F_E =E^*/E is an inner function for any de Branges function E, and the map…

Let $M$ be a smooth manifold with boundary $\partial M$ and bounded geometry, $\partial_D M \subset \partial M$ be an open and closed subset, $P$ be a second order differential operator on $M$, and $b$ be a first order differential operator…

We examine the validity of the Poincar\'e inequality for degenerate, second-order, elliptic operators $H$ in divergence form on $L_2(\Ri^{n}\times\Ri^{m})$. We assume the coefficients are real symmetric and $a_1H_\delta\geq H\geq…