Related papers: On Bernstein Type Exponential Inequalities for Mat…
We show that, under certain smoothness conditions, a Brownian martingale at a fixed time can be represented as an exponential of its value at a later time. The time-dependent generator of this exponential operator is equal to one half times…
We summarize results concerning the Bernstein property of differential equations.
Several families of sharp Bernstein inequalities are established on the weighted $L^2$ space over parabolic domains, which include bounded or unbounded rotational paraboloids and parabolic surfaces. The main tool is a second-order…
We prove a version of McDiarmid's bounded differences inequality for Markov chains, with constants proportional to the mixing time of the chain. We also show variance bounds and Bernstein-type inequalities for empirical averages of Markov…
Due to the invalidation of the Gauss-Lucas type result for quaternionic polynomials, we first give in this paper an alternative proof of the Bernstein inequality in $L^{p} (1\leq p \leq+\infty)$ for slice regular polynomials by the Fej\'er…
We prove limit relations between the sharp constants in the multivariate Bernstein-Nikolskii type inequalities for trigonometric polynomials and entire functions of exponential type with the spectrum in a centrally symmetric convex body.
We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a random walk on an expander, confirming a conjecture due to Wigderson and Xiao. Our proof is based on a new multi-matrix extension of the Golden-Thompson…
We prove concentration inequalities for functions of independent random variables {under} sub-gaussian and sub-exponential conditions. The utility of the inequalities is demonstrated by an extension of the now classical method of Rademacher…
We give a collection of explicit sufficient conditions for the true martingale property of a wide class of exponentials of semimartingales. We express the conditions in terms of semimartingale characteristics. This turns out to be very…
This paper establishes new concentration inequalities for random matrices constructed from independent random variables. These results are analogous with the generalized Efron-Stein inequalities developed by Boucheron et al. The proofs rely…
The paper considers the martingale theory in the $G$-framework. A form of Doob's optional sampling is established, which allows to prove the exact analogue of the classical maximal inequality. The obtained results are used to improve the…
The Bernstein-B\'ezier form of a polynomial is widely used in the fields of computer aided geometric design, spline approximation theory and, more recently, for high order finite element methods for the solution of partial differential…
We develop a numerical method for the martingale analogue of the Benamou--Brenier optimal transport problem, which seeks a martingale interpolating two prescribed marginals which is closest to the Brownian motion. Recent contributions have…
We explore the asymptotic convergence and nonasymptotic maximal inequalities of supermartingales and backward submartingales in the space of positive semidefinite matrices. These are natural matrix analogs of scalar nonnegative…
In this article we present a Bernstein inequality for sums of random variables which are defined on a graphical network whose nodes grow at an exponential rate. The inequality can be used to derive concentration inequalities in…
We extend the classical Bernstein technique to the setting of integro-differential operators. As a consequence, we provide first and one-sided second derivative estimates for solutions to fractional equations, including some convex fully…
Bernstein polynomials, long a staple of approximation theory and computational geometry, have also increasingly become of interest in finite element methods. Many fundamental problems in interpolation and approximation give rise to…
This paper deduces exponential matrix concentration from a Poincar\'e inequality via a short, conceptual argument. Among other examples, this theory applies to matrix-valued functions of a uniformly log-concave random vector. The proof…
We prove a new Bernstein type inequality in $L^p$ spaces associated with the tangential derivatives on the boundary of a general compact $C^2$-domain. We give two applications: Marcinkiewicz type inequality for discretization of $L^p$ norm…
We prove (by a case-by-case analysis) a conjecture of Bernstein/Schwarzman to the effect that quotients of abelian varieties by suitable actions of (complex) reflection groups are weighted projective spaces, and show that this remains true…