Related papers: Weighted Davis inequalities for martingale square …

We propose new concentration inequalities for self-normalized martingales. The main idea is to introduce a suitable weighted sum of the predictable quadratic variation and the total quadratic variation of the martingale. It offers much more…

In this paper one-weight inequalities with general weights for Riemann-Liouville transform and $ n-$ dimensional fractional integral operator in variable exponent Lebesgue spaces defined on $\mathbb{R}^{n}$ are investigated. In particular,…

We prove an extension of the Stein-Weiss weighted estimates for fractional integrals, in the context of $L^{p}$ spaces with different integrability properties in the radial and the angular direction. In this way, the classical estimates can…

The purpose of this paper is to study certain set-valued integrals in UMD Banach spaces and provide a compatible form of the martingale representation theorem for set-valued martingales. Under specific conditions, these martingales can be…

Let $V\in C^2(\R^d)$ such that $\mu_V(\d x):= \e^{-V(x)}\,\d x$ is a probability measure, and let $\aa\in (0,2)$. Explicit criteria are presented for the $\aa$-stable-like Dirichlet form $$\E_{\aa,V}(f,f):= \int_{\R^d\times\R^d}…

We prove weighted $q$-variation inequalities with $2<q<\infty$ for differential and singular integral operators in higher dimensions. The vector-valued extensions of these inequalities are also given.

This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequalities for martingales. The approach is entirely probabilistic…

We investigate the conditional distributions of two Banach space valued, jointly Gaussian random variables. In particular, we show that these conditional distributions are again Gaussian and that their means and covariances can be…

In the context of a linear model with a sparse coefficient vector, exponential weights methods have been shown to be achieve oracle inequalities for prediction. We show that such methods also succeed at variable selection and estimation…

In a recent work by Cruz-Uribe et al. was obtained that \[|\{x\in{\mathbb{R}^d}:w(x)|G(fw^{-1})(x)|>\alpha\}|\lesssim\frac{[w]_{A_1}^2}{\alpha}\int_{{\mathbb{R}^d}}|f|dx\] both in the matrix and scalar settings, where $G$ is either the…

Let $\mathcal{H}(b)$ denote the de Branges--Rovnyak space associated with a function $b$ in the unit ball of $H^\infty(\mathbb{C}_+)$. We study the boundary behavior of the derivatives of functions in $\mathcal{H}(b)$ and obtain weighted…

We propose several exponential inequalities for self-normalized martingales similar to those established by De la Pe\~{n}a. The keystone is the introduction of a new notion of random variable heavy on left or right. Applications associated…

Fej\'er's theorem guarantees norm convergence of Ces\`aro means of Taylor partial sums in the Hardy space, whereas such convergence generally fails in weighted Dirichlet-type spaces, especially in the higher-order setting. In this paper, we…

Let $\Lambda\subset[0,\infty)$ be an additive semigroup with $0\in\Lambda$, $\omega$ be an admissible weight on $\Lambda$, $\mathcal A$ be a unital Banach algebra, and let $f(s)=\sum_{\lambda\in\Lambda} f_\lambda e^{-\lambda s}$ for…

A weighted Hilbert space $F^2_{\varphi}$ of entire functions of $n$ variables is considered in the paper. The weight function $\varphi$ is a convex function on ${\mathbb C}^n$ depending on modules of variables and growing at infinity faster…

Consider additive functionals of a Markov chain $W_k$, with stationary (marginal) distribution and transition function denoted by $\pi$ and $Q$, say $S_n=g(W_1)+...+g(W_n)$, where $g$ is square integrable and has mean 0 with respect to…

The aim of this paper is to analyze the weighted KyFan inequality proposed in [11]. A number of numerical simulations involving the exponential weighted function is given. We show that in several cases and types of examples one can imply an…

Let $P(\Delta)$ be a polynomial of the Laplace operator $\Delta=\sum_{j=1}^n\frac{\partial^2}{\partial x^2_j}$ on $\mathbb{R}^n$. We prove the existence of weak solutions of the equation $P(\Delta)u=f$ and the existence of a bounded right…

This paper presents a study of the generalized Davis-Wielandt radius of Hilbert space operators. New lower bounds for the generalized Davis-Wielandt radius and numerical radius are provided. An alternative of the triangular inequality for…

We use different approaches to study a generalization of a result of Levin and Ste\v{c}kin concerning an inequality analogous to Hardy's inequality. Our results lead naturally to the study of weighted remainder form of Hardy-type…