Related papers: Weighted L\'epingle inequality
As the classical $(p,q)$-Poincar\'e inequality is known to fail for $0 < p < 1$, we introduce the notion of weighted multilinear Poincar\'e inequality as a natural alternative when $m$-fold products and $1/m < p$ are considered. We prove…
This work proposes a new exchangeability test for a random sequence through a martingale based approach. Its main contributions include: 1) an additive martingale which is more amenable for designing exchangeability tests by exploiting the…
A novel approach to obtain weighted likelihood estimates of multivariate location and scatter is discussed. A weighting scheme is proposed that is based on the distribution of the Mahalanobis distances rather than the distribution of the…
We characterize the real interpolation space between a weighted $L^p$ space and a weighted Sobolev space in arbitrary bounded domains in $\mathbb{R}^n$, with weights that are positive powers of the distance to the boundary.
In the present paper we shall study a variational problem relating the weighted Hardy inequalities with sharp missing terms. As weights we treat non-doubling functions of the distance to the boundary of bounded domain.
We describe the Bellman function technique for proving sharp inequalities in harmonic analysis. To provide an example along with historical context, we present how it was originally used by Donald Burkholder to prove $L^p$ boundedness of…
We investigate a weighted Multilevel Richardson-Romberg extrapolation for the ergodic approximation of invariant distributions of diffusions adapted from the one introduced in~[Lemaire-Pag\`es, 2013] for regular Monte Carlo simulation. In a…
In this paper we establish uniform oscillation estimates on $L^p(X)$ with $p\in(1,\infty)$ for the polynomial ergodic averages. This result contributes to a certain problem about uniform oscillation bounds for ergodic averages formulated by…
We obtain sharp weighted estimates for solutions of the equation $\partial$ u = f in a lineally convex domain of finite type. Precisely we obtain estimates in the spaces L p ($\Omega$,$\delta$ $\gamma$), $\delta$ being the distance to the…
In this work, we obtain some new generalized weighted trapezoid and Gr\"uss type inequalities on time scales for parameter functions. Our results give a broader generalization of the results due to Pachpatte in \cite{Pach}. In addition, the…
In this paper, we characterize invertible Toeplitz products on a number of Banach spaces of analytic functions, including weighted Bergman space $L^p_a (\mathbb{B}_n, dv_\gamma)$, the Hardy space $H^p(\partial \mathbb{D})$, and the weighted…
Following the ideas of A. Lerner, F. Nazarov, S. Ombrosi from [12] we prove that there is a sequence of weights $w\in A^d_1$ such that $[w]^d_{A_1}\to \infty$, and martingale transforms $T$ such that with an absolute positive $c$ $\|T:…
The Paouris inequality gives the large deviation estimate for Euclidean norms of log-concave vectors. We present a modified version of it and show how the new inequality may be applied to derive tail estimates of l_r-norms and suprema of…
We present a simple proof of some interpolation inequalities between H\"{o}lder and Lebesgue's spaces. As an example, to demonstrate the simplicity of their applications to nonlinear PDE, we give also a simple proof of an a-priory estimate…
Envelope methodology is succinctly pitched as a class of procedures for increasing efficiency in multivariate analyses without altering traditional objectives \citep[first sentence of page 1]{cook2018introduction}. This description is true…
We present an entropy comparison result concerning weighted sums of independent and identically distributed random variables.
For absolutely convergent series we state explicitly a one-sided summation estimate that can be viewed as the discrete analogue of the change of variable formula on the half line. This estimate is implicit in Pascal Lef\`evre's recent…
We study the moments of $L$-functions associated with primitive cusp forms, in the weight aspect. In particular, we obtain an asymptotic formula for the twisted moments of a \textit{long} Dirichlet polynomial with modular coefficients. This…
The motivation of the note is to obtain a H\"{o}rmander-type $L^2$ estimate for $\bar\partial$ equation. The feature of the new estimate is that the constant is independent of the weight function. Moreover, our estimate can be used for…
We propose new concentration inequalities for self-normalized martingales. The main idea is to introduce a suitable weighted sum of the predictable quadratic variation and the total quadratic variation of the martingale. It offers much more…