Related papers: On Bernstein Type Exponential Inequalities for Mat…
Let $V$ be a symmetric convex body in $\R^m$. We prove sharp Bernstein-type inequalities for entire functions of exponential type with the spectrum in $V$ and discuss certain properties of the extremal functions. Markov-type inequalities…
This paper develops nonasymptotic growth and concentration bounds for a product of independent random matrices. These results sharpen and generalize recent work of Henriksen-Ward, and they are similar in spirit to the results of…
Let $L$ be a linear differential operator with constant coefficients of order $n$ and complex eigenvalues $\lambda_{0},...,\lambda_{n}$. Assume that the set $U_{n}$ of all solutions of the equation $Lf=0$ is closed under complex…
Consider a discrete-time martingale, and let $V^2$ be its normalized quadratic variation. As $V^2$ approaches 1, and provided that some Lindeberg condition is satisfied, the distribution of the rescaled martingale approaches the Gaussian…
We prove a Bernstein-type bound for the difference between the average of negative log-likelihoods of independent discrete random variables and the Shannon entropy, both defined on a countably infinite alphabet. The result holds for the…
Shape restricted regressions, including isotonic regression and concave regression as special cases, are studied using priors on Bernstein polynomials and Markov chain Monte Carlo methods. These priors have large supports, select only…
Bernstein's theorem (also called Hausdorff--Bernstein--Widder theorem) enables the integral representation of a completely monotonic function. We introduce a finite completely monotonic function, which is a completely monotonic function…
We study Doob's martingale convergence theorem for computable continuous time martingales on Brownian motion, in the context of algorithmic randomness. A characterization of the class of sample points for which the theorem holds is given.…
We establish nonuniform Berry-Esseen bounds for martingales under the conditional Bernstein condition. These bounds imply Cram\'er type large deviations for moderate $x$'s, and are of exponential decay rate as de la Pe\~na's inequality when…
The fully discrete problem for convection-diffusion equation is considered. It comprises compact approximations for spatial discretization, and Crank-Nicolson scheme for temporal discretization. The expressions for the entries of inverse of…
The present paper is about Bernstein-type estimates for Jacobi polynomials and their applications to various branches in mathematics. This is an old topic but we want to add a new wrinkle by establishing some intriguing connections with…
In the theory of progressive enlargements of filtrations, the supermartingale $Z_{t}=\mathbf{P}(g>t\mid \mathcal{F}_{t}) $ associated with an honest time g, and its additive (Doob-Meyer) decomposition, play an essential role. In this paper,…
We answer Totik's question on weighted Bernstein's inequalities showing that $$ \|T_n'\|_{L_p(\omega)} \le C(p,\omega)\, {n}\,\|T_n\|_{L_p(\omega)},\qquad 0<p\le \infty, $$ holds for all trigonometric polynomials $T_n$ and certain…
In this paper, we investigate set-valued maps of strongly and approximately Jensen convex and Jensen concave type. We present counterparts of the Bernstein--Doetsch Theorem with Tabor type error terms.
A fundamental paper of Elliott Lieb from 1973 has been the basis for much beautiful work on matrix inequalities by many people over the following years. We review a well-connected set of these developments. Some new proofs are provided.
We consider a sequence of composite Bernstein operators and the quadrature formulae associated with them. Upper bounds for the approximation error of continuous functions and for the approximation of integrals of continuous functions are…
In this paper we introduce the generalized BMO martingale spaces by stopping time sequences, which enable us to characterize the dual spaces of martingale Hardy-Lorentz spaces $H_{p,q}^s$ for $0<p\leq1, 1<q<\infty$. Moreover, by duality we…
We develop novel empirical Bernstein inequalities for the variance of bounded random variables. Our inequalities hold under constant conditional variance and mean, without further assumptions like independence or identical distribution of…
We prove a concentration inequality for invariant means on topological groups, namely for such adapted to a chain of amenable topological subgroups. The result is based on an application of Azuma's martingale inequality and provides a…
We prove a weak converse estimate for the simultaneous approximation by several forms of the Bernstein polynomials with integer coefficients. It is stated in terms of moduli of smoothness. In particular, it yields a big $O$-characterization…