Related papers: Hoeffding's inequality for non-irreducible Markov …

We consider a class of non-homogeneous Markov chains, that contains many natural examples. Next, using martingale methods, we establish some deviation and moment inequalities for separately Lipschitz functions of such a chain, under moment…

We consider Markov chain with spectral gap in $L^2$ space. Assume that $f$ is a bounded function. Then the probabilities of large deviations of average along trajectory satisfy Hoeffding's-type inequalities. These bounds depend only on the…

The paper considers a stochastic differential equation of Duffing type with Markov coefficients. The existence of unpredictable solutions is considered. The unpredictability is a property of bounded functions characterized by unbounded…

We extend Wolff's "local smoothing" inequality to a wider class of not necessarily conical hypersurfaces of codimension 1. This class includes surfaces with nonvanishing curvature, as well as certain surfaces with more than one flat…

In this paper we focus on different -- global, semi-local and local -- versions of Hoffman type inequalities expressed in a variational form. In a first stage our analysis is developed for generic multifunctions between metric spaces and we…

Continuous Time Markov Chains, Hawkes processes and many other interesting processes can be described as solution of stochastic differential equations driven by Poisson measures. Previous works, using the Stein's method, give the…

Let $S_N$ be the sum of vector-valued functions defined on a finite Markov chain. An analogue of the Bernstein--Hoeffding inequality is derived for the probability of large deviations of $S_N$ and relates the probability to the spectral gap…

Interpolation inequalities in Triebel-Lizorkin-Lorentz spaces and Besov-Lorentz spaces are studied for both inhomogeneous and homogeneous cases. First we establish interpolation inequalities under quite general assumptions on the parameters…

Given a unital algebra $\mathscr A$ of locally Lipschitz functions defined over a metric measure space $({\mathrm X},{\mathsf d},\mathfrak m)$, we study two associated notions of function of bounded variation and their relations: the space…

In this work we provide a characterization of distinct type of (linear and non-linear) maps between Banach spaces in terms of the differentiability of certain class of Lipschitz functions. Our results are stated in an abstract bornological…

In this paper, the author establishes some Hadamard-type and Bullen-type inequalities for Lipschitzian functions via Riemann Liouville fractional integral. These results have some relationships with [K.-L. Tseng, S.-R. Hwang and K.-C. Hsu,…

In this paper, we establish a class of Stein-Weiss type inequality with partial variable weight functions on the upper half space using a weighted Hardy type inequality. Overcoming the impact of weighted functions, the existence of extremal…

In this article we present a Bernstein inequality for sums of random variables which are defined on a spatial lattice structure. The inequality can be used to derive concentration inequalities. It can be useful to obtain consistency…

We establish the Lipschitz regularity of the a priori bounded local minimizers of integral functionals with non autonomous energy densities satisfying non standard growth conditions under a sharp bound on the gap between the growth and the…

In this paper we investigate the approximation of continuous functions on the Wasserstein space by smooth functions, with smoothness meant in the sense of Lions differentiability. In particular, in the case of a Lipschitz function we are…

Continuing our previous work (Cohn, Lam, Lu, Yang, Nonlinear Analysis (2011), doi: 10.1016 /j.na.2011.09.053), we obtain a class of Trudinger-Moser inequalities on the entire Heisenberg group, which indicate what the best constants are. All…

We give a distribution-dependent concentration inequality for functions of independent variables. The result extends Bernstein's inequality from sums to more general functions, whose variation in any argument does not depend too much on the…

Certain inequalities between the values of the modular and the norm in the Orlicz spaces are established. These inequalities are applied then to the theory of solvability of nonlinear integral equations of Hammerstein type.

We initiate a systematic study of intrinsic dimensional versions of classical functional inequalities which capture refined properties of the underlying objects. We focus on model spaces: Euclidean space, Hamming cube, and manifolds of…

Rademacher theorem states that every Lipschitz function on the Euclidean space is differentiable almost everywhere, where "almost everywhere" refers to the Lebesgue measure. In this paper we prove a differentiability result of similar type,…