Related papers: Sharp Rosenthal-type inequalities for mixtures and…
We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…
We present an analytic method for computing the moments of a sum of independent and identically distributed random variables. The limiting behavior of these sums is very important to statistical theory, and the moment expressions that we…
In this paper ideas of different types of convergence of a sequence of random variables in probability, namely, statistical convergence of order $\alpha$ in probability, strong $p$-Ces$\grave{\mbox{a}}$ro summability of order $\alpha$ in…
Higher order Bernstein- and Markov-type inequalities are established for trigonometric polynomials on compact subsets of the real line and algebraic polynomials on compact subsets of the unit circle. In the case of Markov-type inequalities…
We introduce a framework for obtaining tight mixing times for Markov chains based on what we call restricted modified log-Sobolev inequalities. Modified log-Sobolev inequalities (MLSI) quantify the rate of relative entropy contraction for…
In multivariate extreme value analysis, the nature of the extremal dependence between variables should be considered when selecting appropriate statistical models. Interest often lies with determining which subsets of variables can take…
We extend Hoggar's theorem that the sum of two independent discrete-valued log-concave random variables is itself log-concave. We introduce conditions under which the result still holds for dependent variables. We argue that these…
As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using It\^o's formula and on a new…
In this paper, we generalize and improve some fundamental concentration inequalities using information on the random variables' higher moments. In particular, we improve the classical Hoeffding's and Bennett's inequalities for the case…
We establish sharp exponential deviation estimates of the information content as well as a sharp bound on the varentropy for the class of convex measures on Euclidean spaces. This generalizes a similar development for log-concave measures…
We calculate the the sharp constant and characterise the extremal initial data in $\dot{H}^{\frac{3}{4}}\times\dot{H}^{-\frac{1}{4}}$ for the $L^4$ Sobolev--Strichartz estimate for the wave equation in four space dimensions.
In this paper, we first classify all radially symmetry solutions of the following weighted fourth-order equation \begin{equation*} \Delta(|x|^{-\gamma}\Delta u)=|x|^\gamma u^{\frac{N+4+3\gamma}{N-4-\gamma}},\quad u\geq 0 \quad…
We show that the modified log-Sobolev constant for a natural Markov chain which converges to an $r$-homogeneous strongly log-concave distribution is at least $1/r$. Applications include a sharp mixing time bound for the bases-exchange walk…
Ratios of random variables often appear in probability and statistical applications. We aim to approximate the moments of such ratios under several dependence assumptions. Extending the ideas in Collomb [C. R. Acad. Sci. Paris 285 (1977)…
We obtain moderate deviations theorems and exponential (Bernstein type) concentration inequalities for "nonconventional" sums of the form $S_N=\sum_{n=1}^N (F(\xi_{q_1(n)},\xi_{q_2(n)},...,\xi_{q_\ell(n)})-\bar F)$.
We establish sharp remainder terms of the $L^{2}$-Caffarelli-Kohn-Niren\-berg inequalities on homogeneous groups, yielding the inequalities with best constants. Our methods also give new sharp Caffarelli-Kohn-Nirenberg type inequalities in…
We study distributional properties of a quadratic form of a stationary functional time series under mild moment conditions. As an important application, we obtain consistency rates of estimators of spectral density operators and prove joint…
We prove estimates for the sharp constants in fractional Poincar\'e-Sobolev inequalities associated to an open set, in terms of a nonlocal capacitary extension of its inradius. This work builds upon previous results obtained in the local…
In this paper, we prove a version of weighted inequalities of exponential type for fractional integrals with sharp constants in any domain of finite measure in $\mathbb{R}^{n}$. Using this we prove a sharp singular Adams inequality in high…
We introduce a Bernstein-type inequality which serves to uniformly control quadratic forms of gaussian variables. The latter can for example be used to derive sharp model selection criteria for linear estimation in linear regression and…