Related papers: Martingale inequalities for spline sequences

We investigate nonregular elliptic problems with boundary conditions of higher orders. We prove that these problems are Fredholm on appropriate pairs of inner product H\"ormander spaces that form a two-sided refined Sobolev scale. We also…

In \cite{AP2} we obtained general estimates of the operator moduli of continuity of functions on the real line. In this paper we improve the estimates obtained in \cite{AP2} for certain special classes of functions. In particular, we…

For discrete martingale-difference sequences $d=\{d_1,\ldots,d_n\}$ we consider Khintchine type inequalities, involving certain square function $\mathfrak S (d)$ considered by Chang-Wilson-Wolff in 1982. In particular, we prove…

The primary goal of this paper is to prove a near-martingale optional stopping theorem and establish solvability and large deviations for a class of anticipating linear stochastic differential equations. We prove the existence and…

In this note, first we refine Mandl's inequality. Then, we consider the product $p_1p_2... p_n$ and we refine some known lower bounds for it, and we find some upper bounds for it by using Mandl's inequality and its refinement and the…

In a recent work (arXiv:0910.2517), for nonlinear models with sparse underlying linear structures, we studied the error bounds of $\ell_0$-regularized estimation. In this note, we show that $\ell_1$-regularized estimation in some important…

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 for every i=1,2,... there exist…

Best $L_1$ approximation of the Heaviside function and best $\ell_1$ approximation of multiscale univariate datasets by cubic splines have a Gibbs phenomenon. Numerical experiments show that it can be reduced by using $L_1$ spline fits…

John Bell's inequalities have already been considered by Boole in 1862. Boole established a one-to-one correspondence between experimental outcomes and mathematical abstractions of his probability theory. His abstractions are two-valued…

Korn's inequalities show that the $L^2$-norm of $\nabla u$ can be controlled by the $L^2$-norm of $\mathrm{Sym}(\nabla u)$, which only has $d(d+1)/2$ components. In [J. Math. Pures Appl. 148 (2021), pp. 199-220] Chipot posed the question of…

For an elliptic, semilinear differential operator of the form $S(u) = A : D^2 u + b(x, u , Du)$, consider the functional $E_\infty(u) = \mathop{\mathrm{ess \, sup}}_\Omega |S(u)|$. We study minimisers of $E_\infty$ for prescribed boundary…

Let $E, F, E_0, E_1$ be rearrangement invariant spaces; let $a, \mathrm{b}, \mathrm{b}_0, \mathrm{b}_1$ be slowly varying functions and $0< \theta_0,\theta_1<1$. We characterize the interpolation spaces $$\Big(\overline{X}^{\mathcal…

Some Tur\'an type inequalities for Struve functions of the first kind are deduced by using various methods developed in the case of Bessel functions of the first and second kind. New formulas, like Mittag-Leffler expansion, infinite product…

In this paper, we introduce two distinct discrete forms of Appell function $F_2$. We determine their convergence domains, integral representations as well as difference-differential equations that are satisfied by these discrete analogues…

In the paper we prove several inequalities involving two isotonic linear functionals. We consider inequalities for functions with variable bounds, for Lipschitz and H\" older type functions etc. These results give us an elegant method for…

The purpose of this paper is to present an example of an Ordinary Differential Equation $x'=F(x)$ in the infinite-dimensional Hilbert space $\ell^2$ with $F$ being of class $\mathcal{C}^1$ in the Fr\'{e}chet sense, such that the origin is…

We study boundary regularity for the inhomogeneous Dirichlet problem for $2s$-stable operators in generalized H\"older spaces. Moreover, we provide explicit counterexamples that showcase the sharpness of our results. Our approach directly…

In the paper we study sharp maximal inequalities for martingales and non-negative submartingales: if $f$, $g$ are martingales satisfying \[|\mathrm{d}g_n|\leq|\mathrm{d}f_n|,\qquad n=0,1,2,...,\] almost surely, then…

We give H\"older's inequalities for integral and conditional expectation involving the infinite product. Moreover, a generalized Doob maximal operator is introduced and weighted inequalities for the operator are established.

The q-Laguerre polynomials correspond to an indetermined moment problem. For explicit discrete non-N-extremal measures corresponding to Ramanujan's ${}_1\psi_1$-summation we complement the orthogonal q-Laguerre polynomials into an explicit…