Related papers: Large deviation inequalities for martingales in Ba…
Martingale-like sequences in vector lattice and Banach lattice frameworks are defined in the same way as martingales are defined in [Positivity 9 (2005), 437--456]. In these frameworks, a collection of bounded $X$-martingales is shown to be…
In this paper we show sharp lower bounds for norms of even homogeneous Fourier multipliers in $\mathcal L(L^p(\mathbb R^d; X))$ for $1<p<\infty$ and for a UMD Banach space $X$ in terms of the range of the corresponding symbol. For example,…
This paper deals with a general form of variational problems in Banach spaces which encompasses variational inequalities as well as minimization problems. We prove a characterization of local error bounds for the distance to the…
For $1< p <2$ we obtain sharp inequalities for the supremum of products of homogeneous polynomials on $L_p(\mu)$, whenever the number of factors is no greater than the dimension of these Banach spaces (a condition readily satisfied in the…
We consider decoupling inequalities for random variables taking values in a Banach space $X$. We restrict the class of distributions that appear as conditional distributions while decoupling and show that each adapted process can be…
We study sums of a random multiplicative function; this is an example, of number-theoretic interest, of sums of products of independent random variables (chaoses). Using martingale methods, we establish a normal approximation for the sum…
Let $(\xi_i)_{i=1,...,n}$ be a sequence of independent and symmetric random variables. We consider the upper bounds on tail probabilities of self-normalized deviations $$ \mathbf{P} \Big( \max_{1\leq k \leq n} \sum_{i=1}^{k} |\xi_i|\big/…
Let $f$ be a martingale with values in a uniformly $p$-smooth Banach space and $w$ any positive weight. We show that $\mathbb{E} (f^* \cdot w) \lesssim \mathbb{E}(S_p f \cdot w^*)$, where $\cdot^*$ is the martingale maximal operator and…
We show a deviation inequality for U-statistics of independent data taking values in a separable Banach space which satisfies some smoothness assumptions. We then provide applications to rates in the law of large numbers for U-statistics, a…
The purpose of this paper is to give a survey of a class of maximal inequalities for purely discontinuous martingales, as well as for stochastic integral and convolutions with respect to Poisson measures, in infinite dimensional spaces.…
In this paper non-asymptotic exponential estimates are derived for tail of maximum martingale distribution by naturally norming in the spirit of the classical Law of Iterated Logarithm. Key words: Martingales, exponential estimations,…
We consider a sequence $X^n=(X^n_t)_{t\ge 0},n\ge 1$ of semimartingales. Each $X^n$ is a weak solution to an It\^o equation with respect to a Wiener process and a Poissonian martingale measure and is in general non-Markovian process. For…
Consider a smooth vector field $f\colon \mathbb{R}^n\to\mathbb{R}^n$ and a maximal solution $\gamma\colon \,]a,b[\,\to \mathbb{R}^n$ to the ordinary differential equation $x'=f(x)$. It is a well-known fact that, if $\gamma$ is bounded, then…
In this paper we introduce the notion of weak differential subordination for martingales and show that a Banach space $X$ is a UMD Banach space if and only if for all $p\in (1,\infty)$ and all purely discontinuous $X$-valued martingales $M$…
The aim of this paper is to propose new Rosenthal-type inequalities for moments of order higher than 2 of the maximum of partial sums of stationary sequences including martingales and their generalizations. As in the recent results by…
The main aim of this work is to give a general approach to the celebrated Kahane-Salem-Zygmund inequalities. We prove estimates for exponential Orlicz norms of averages $\sup_{1\le j \leq N} \big |\sum_{1 \leq i \leq K}\gamma_i(\cdot)…
This article develops optimality conditions for a large class of non-smooth variational models. The main results are based on standard tools of functional analysis and calculus of variations. Firstly we address a model with equality…
In this paper non-asymptotic exponential estimates are derived for the tail distribution of polynomial martingale differences in terms unconditional tails distributions of summands. Applications are considered in the theory of polynomials…
The paper concerns itself with establishing large deviation principles for a sequence of stochastic integrals and stochastic differential equations driven by general semimartingales in infinite-dimensional settings. The class of…
In this paper we derive characterizations of boundedness of the subsequences of partial sums with respect to Vilenkin system on the martingale Hardy spaces when $ 0<p<1 $. Moreover, we find necessary and sufficient conditions for the…