Related papers: Square functions for noncommutative differentially…

This paper is devoted to the study of noncommutative weak Orlicz spaces and martingale inequalities. Marcinkiewicz interpolation theorem is extended to include noncommutative weak Orlicz spaces as interpolation classes. In particular, we…

Based on a weak convergence argument, we provide a necessary and sufficient condition that guarantees that a nonnegative local martingale is indeed a martingale. Typically, conditions of this sort are expressed in terms of integrability…

We propose a new weak convergence theorem for martingales, under gentler conditions than the usual convergence in probability of the sequence of associated quadratic variations. Its proof requires the combined use of Skorohod's…

The motivation for this paper comes from the following question on comparison of norms of conformal martingales $X$, $Y$ in $\R^d$, $d\geq 2$. Suppose that $Y$ is differentially subordinate to $X$. For $0<p<\infty$, what is the optimal…

We prove an atomic type decomposition for the noncommutative martingale Hardy space $\h_p$ for all $0<p<2$ by an explicit constructive method using algebraic atoms as building blocks. Using this elementary construction, we obtain a weak…

We consider a class of non-homogeneous Markov chains, that contains many natural examples. Next, using martingale methods, we establish some deviation and moment inequalities for separately Lipschitz functions of such a chain, under moment…

The aim of this paper is twofold. On one hand, the additive solvability of the system of functional equations \[d_{k}(xy)=\sum_{i=0}^{k}\Gamma(i,k-i) d_{i}(x)d_{k-i}(y) \qquad (x,y\in \R,\,k\in\{0,\ldots,n\}) \] is studied, where…

Differential equations for scaling relation of prepotential in N=2 supersymmetric SU(2) Yang-Mills theory coupled with massive matter hypermultiplet are proposed and are explicitly demonstrated in one flavour ($N_f =1$) theory. By applying…

Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter $p\in(0,1)$. Let $m_*(p):=(1+p+2p^2)/(2\sqrt{p-p^2}+4p^2)$ if $0<p\le 1/2$ and $m_*(p):=1$ if…

We demonstrate that backward stochastic differential equations (BSDE) may be reformulated as ordinary functional differential equations on certain path spaces. In this framework, neither It\^{o}'s integrals nor martingale representation…

Subdifferentials (in the sense of convex analysis) of matrix-valued functions defined on $\mathbb{R}^d$ that are convex with respect to the L\"{o}wner partial order can have a complicated structure and might be very difficult to compute…

We introduce and study a multiparameter Poisson process (MPP). In a particular case, it is observed that the MPP has a unique representation. Its subordination with the multivariate subordinator and inverse subordinator are studied in…

Noncommutative Ward's conjecture is a noncommutative version of the original Ward's conjecture which says that almost all integrable equations can be obtained from anti-self-dual Yang-Mills equations by reduction. In this paper, we prove…

For $0\leq\alpha\leq 1,$ let $H_{\alpha}(x,y)$ be the convex weighted harmonic mean of $x$ and $y.$ We establish differential subordination implications of the form \begin{equation*} H_{\alpha}(p(z),p(z)\Theta(z)+zp'(z)\Phi(z))\prec…

In this paper, we establish an extension of a noncommutative Bennett inequality with a parameter $1\leq r\leq2$ and use it together with some noncommutative techniques to establish a Rosenthal inequality. We also present a noncommutative…

Square matrices of the form $\widetilde{\mathbf{A}} =\mathbf{A} + \mathbf{e}D \mathbf{f}^*$ are considered. An explicit expression for the inverse is given, provided $\widetilde{\mathbf{A}}$ and $D$ are invertible with…

We consider the problem of decomposing a regular non-negative function as a sum of squares of functions which preserve some form of regularity. In the same way as decomposing non-negative polynomials as sum of squares of polynomials allows…

Breakthrough work of Bourgain, Demeter, and Guth recently established that decoupling inequalities can prove powerful results on counting integral solutions to systems of Diophantine equations. In this note we demonstrate that in…

We consider decompositions of processes of the form $Y=f(t,X_t)$ where $X$ is a semimartingale. The function $f$ is not required to be differentiable, so It\^{o}'s lemma does not apply. In the case where $f(t,x)$ is independent of $t$, it…

Freedman's inequality is a supermartingale counterpart to Bennett's inequality. This result shows that the tail probabilities of a supermartingale is controlled by the quadratic characteristic and a uniform upper bound for the…