Related papers: Integral equalities and inequalities: a proxy-meas…
We obtain new sharp weighted Poincar{\'e} inequalities on Riemannian manifolds for a general class of measures. When specialised to generalised Cauchy measures, this gives a unified and simple proof of the weighted Poincar{\'e} inequality…
Inequality measures are quantitative measures that take values in the unit interval, with a zero value characterizing perfect equality. Although originally proposed to measure economic inequalities, they can be applied to several other…
This paper introduces a new functional optimization approach to portfolio optimization problems by treating the unknown weight vector as a function of past values instead of treating them as fixed unknown coefficients in the majority of…
This paper is devoted to the study of probability measures with heavy tails. Using the Lyapunov function approach we prove that such measures satisfy different kind of functional inequalities such as weak Poincar\'e and weak Cheeger,…
We develop a new technique for proving concentration inequalities which relate between the variance and influences of Boolean functions. Using this technique, we 1. Settle a conjecture of Talagrand [Tal97] proving that $$\int_{\left\{…
We establish new sharp inequalities of Poincar\'{e} or log-Sobolev type, on geodesically-convex weighted Riemannian manifolds $(M,\mathfrak{g},\mu)$ whose (generalized) Ricci curvature $Ric_{\mathfrak{g},\mu,N}$ with effective dimension…
In this paper, We establish the weighted Poincar\'{e} inequalities and Log-Sobolev inequalities for Cauchy distributions with optimal weight functions.
In this paper, we study functional and geometric inequalities on complete Finsler measure spaces under the condition that the weighted Ricci curvature ${\rm Ric}_\infty$ has a lower bound. We first obtain some local uniform Poincar\'{e}…
Motivated by the application of Lyapunov methods to partial differential equations (PDEs), we study functional inequalities of the form $f(I_1(u),\ldots,I_k(u))\geq 0$ where $f$ is a polynomial, $u$ is any function satisfying prescribed…
We study estimation of a multivariate function $f:{\bf R}^d \to {\bf R}$ when the observations are available from function $Af$, where $A$ is a known linear operator. Both the Gaussian white noise model and density estimation are studied.…
We study weighted Poincar\'e and Poincar\'e-Sobolev type inequalities with an explicit analysis on the dependence on the $A_p$ constants of the involved weights. We obtain inequalities of the form $$ \left…
This article presents a general multivariate $f$-sensitivity index, rooted in the $f$-divergence between the unconditional and conditional probability measures of a stochastic response, for global sensitivity analysis. Unlike the…
Let $\mu$ and $\nu$ be two probability measures on $\R^d$, where $\mu(\d x)= \e^{-V(x)}\d x$ for some $V\in C^1(\R^d)$. Explicit sufficient conditions on $V$ and $\nu$ are presented such that $\mu*\nu$ satisfies the log-Sobolev, Poincar\'e…
Brascamp--Lieb-type, weighted Poincar\'{e}-type and related analytic inequalities are studied for multidimensional Cauchy distributions and more general $\kappa$-concave probability measures (in the hierarchy of convex measures). In analogy…
We generalize the Beckner's type Poincar\'e inequality \cite{Beckner} to a large class of probability measures on an abstract Wiener space of the form $\mu\star\nu$, where $\mu$ is the reference Gaussian measure and $\nu$ is a probability…
Probability measures satisfying a Poincar{\'e} inequality are known to enjoy a dimension free concentration inequality with exponential rate. A celebrated result of Bobkov and Ledoux shows that a Poincar{\'e} inequality automatically…
Originally developed for measuring the heterogeneity of wealth measures, inequality indices are quantitative scores that take values in the unit interval, with the zero score characterizing perfect equality. In this paper, we draw attention…
We study weighted porous media equations on domains $\Omega\subseteq{\mathbb R}^N$, either with Dirichlet or with Neumann homogeneous boundary conditions when $\Omega\not={\mathbb R}^N$. Existence of weak solutions and uniqueness in a…
The paper is a continuation of our paper [12,2], and it studies functional inequalities for non-local Dirichlet forms with finite range jumps or large jumps. Let $\alpha\in(0,2)$ and $\mu_V(dx)=C_Ve^{-V(x)}\,dx$ be a probability measure. We…
In this paper, we perform sensitivity analysis for the maximal value function which is the optimal value function for a parametric maximization problem. Our aim is to study various subdifferentials for the maximal value function. We obtain…