Related papers: Sharp moment estimates for martingales with unifor…

Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…

We establish unconditional sharp upper bounds of the $k$-th moments of the family of quadratic Dirichlet $L$-functions at the central point for $0 \leq k \leq 2$.

We use the circle method to obtain tight bounds on the $L^p$ norm of an exponential sum involving the divisor function for $p > 2$.

We study the problem of distinguishing between two symmetric probability distributions over $n$ bits by observing $k$ bits of a sample, subject to the constraint that all $k-1$-wise marginal distributions of the two distributions are…

In this paper, we study the extremal problem for the Strichartz inequality for the Schr\"{o}dinger equation on the $\mathbb{R} \times \mathbb{R}^2$; we provide a new proof to the characterization of the extremal functions. The only extremal…

In a number of applications, particularly in financial and actuarial mathematics, it is of interest to characterize the tail distribution of a random variable $V$ satisfying the distributional equation $V\stackrel{\mathcal{D}}{=}f(V)$,…

We consider the task of heavy-tailed statistical estimation given streaming $p$-dimensional samples. This could also be viewed as stochastic optimization under heavy-tailed distributions, with an additional $O(p)$ space complexity…

We approach the problem of finding the sharp sufficient condition of the boundedness of all two weight Calderon--Zygmund operators. We solve this problem in $L^2$ by writing a formula for a Bellman function of the problem.

This letter derives some new exponential bounds for discrete time, real valued, conditionally symmetric martingales with bounded jumps. The new bounds are extended to conditionally symmetric sub/ supermartingales, and they are compared to…

We precisely evaluate Bellman type functions for the dyadic maximal opeator on $R^n$ and of maximal operators on martingales related to local Lorentz type estimates. Using a type of symmetrization principle, introduced for the dyadic…

We establish sharp upper bounds for shifted moments of quadratic Dirichlet $L$-function under the generalized Riemann hypothesis. Our result is then used to prove bounds for moments of quadratic Dirichlet character sums.

Let $\mathcal{H}^{\mathbb{T}}$ denote the Hilbert transform on the circle. The paper contains the proofs of the sharp estimates \begin{equation*} \frac{1}{2\pi}|\{ \xi\in\mathbb{T} : \mathcal{H}^{\mathbb{T}}f(\xi) \geq 1 \}| \leq…

For extreme value copulas with a known upper tail dependence coefficient we find pointwise upper and lower bounds, which are used to establish upper and lower bounds of the Spearman and Kendall correlation coefficients. We shown that in all…

In this paper we prove some sharp weighted norm inequalities for the multi(sub)linear maximal function $\Mm$ introduced in \cite{LOPTT} and for multilinear Calder\'on-Zygmund operators. In particular we obtain a sharp mixed…

Stable subordinators, and more general subordinators possessing power law probability tails, have been widely used in the context of subdiffusions, where particles get trapped or immobile in a number of time periods, called constant…

In this paper we study semi-stable, radially symmetric and decreasing solutions $u\in W^{1,p}(B_1)$ of $-\Delta_p u=g(u)$ in $B_1\setminus\{0\}$, where $B_1$ is the unit ball of $\mathbb{R}^N$, $p>1$, $\Delta_p$ is the $p-$Laplace operator…

We study the sharp constant for the embedding of $W^{1,p}_0(\Omega)$ into $L^q(\Omega)$, in the case $2<p<q$. We prove that for smooth connected sets, when $q>p$ and $q$ is sufficiently close to $p$, extremal functions attaining the sharp…

Constant-specified and exponential concentration inequalities play an essential role in the finite-sample theory of machine learning and high-dimensional statistics area. We obtain sharper and constants-specified concentration inequalities…

We study the $2k$-th discrete moment of the derivative of the Riemann zeta-function at nontrivial zeros to establish sharp lower bounds for all real $k \geq 0$ under the Riemann hypothesis (RH).

This paper develops sharp bounds on moments of sums of k-wise independent bounded random variables, under constrained average variance. The result closes the problem addressed in part in the previous works of Schmidt et al. and Bellare,…