Related papers: Maximal Inequalities and Some Applications
The aim of this paper is to propose new Rosenthal-type inequalities for moments of order higher than 2 of the maximum of partial sums of stationary sequences including martingales and their generalizations. As in the recent results by…
We consider a family of stochastic processes $\{X_t^\epsilon, t \in T\}$ on a metric space $T$, with a parameter $\epsilon \downarrow 0$. We study the conditions under which \lim_{\e \to 0} \P \Big(\sup_{t \in T} |X_t^\e| < \delta \Big) =1…
In this paper we obtain quite general and definitive forms for Hardy-Littlewood type inequalities. Moreover, when restricted to the original particular cases, our approach provides much simpler and straightforward proofs and we are able to…
In this paper we generalize the H\'ajek-R\'enyi-Chow maximal inequality for submartingales to $L^p$ type Riesz spaces with conditional expectation operators. As applications we obtain a submartingale convergence theorem and a strong law of…
We consider covariance parameter estimation for a Gaussian process under inequality constraints (boundedness, monotonicity or convexity) in fixed-domain asymptotics. We address the estimation of the variance parameter and the estimation of…
Markov models are widely used to describe processes of stochastic dynamics. Here, we show that Markov models are a natural consequence of the dynamical principle of Maximum Caliber. First, we show that when there are different possible…
Maximin fairness is the ideal that the worst-off group (or individual) should be treated as well as possible. Literature on maximin fairness in various decision-making settings has grown in recent years, but theoretical results are sparse.…
This paper studies the Hardy-type inequalities on the discrete intervals. The first result is the variational formulas of the optimal constants. Using these formulas, one may obtain an approximating procedure and the known basic estimates…
In this paper, we study the existence of extremal functions of the discrete Sobolev inequality and Hardy-Littlewood-Sobolev inequality on lattice graphs. We introduce the discrete Concentration-Compactness principle, and prove the existence…
Let X_t, 0<=t<=T be a one-dimensional stochastic process with independent and stationary increments. This paper considers the problem of stopping the process X_t "as close as possible" to its eventual supremum M_T:=sup{X_t: 0<=t<=T}, when…
Gaussian random processes which variances reach theirs maximum values at unique points are considered. Exact asymptotic behaviors of probabilities of large absolute maximums of theirs trajectories have been evaluated using Double Sum Method…
Maximum likelihood estimation in statistics leads to the problem of maximizing a product of powers of polynomials. We study the algebraic degree of the critical equations of this optimization problem. This degree is related to the number of…
In this article we characterize all possible cases that may occur in the relations between the sets of $p$ for which weak type $(p,p)$ and strong type $(p,p)$ inequalities for the Hardy--Littlewood maximal operators, both centered and…
The maximum correlation of functions of a pair of random variables is an important measure of stochastic dependence. It is known that this maximum nonlinear correlation is identical to the absolute value of the Pearson correlation for a…
The joint distribution of the maximum loss and the maximum gain is obtained for a spectrally negative Levy process until the passage time of a given level. Their marginal distributions up to an independent exponential time are also…
This article deals with IDT processes, i.e. processes which are infinitely divisible with respect to time. Given an IDT process $(X_{t},\,t\geq0)$, there exists a unique (in law) L\'evy process $(L_{t}; t\geq0)$ which has the same…
Maximum entropy (MAXENT) method has a large number of applications in theoretical and applied machine learning, since it provides a convenient non-parametric tool for estimating unknown probabilities. The method is a major contribution of…
Empirical economic research frequently applies maximum likelihood estimation in cases where the likelihood function is analytically intractable. Most of the theoretical literature focuses on maximum simulated likelihood (MSL) estimators,…
We introduce variable exponent versions of Morreyfied Triebel-Lizorkin spaces. To that end, we prove an important convolution inequality which is a replacement for the Hardy-Littlewood maximal inequality in the fully variable setting. Using…
In this article we provide initial findings regarding the problem of solving likelihood equations by means of a maximum entropy approach. Unlike standard procedures that require equating at zero the score function of the maximum-likelihood…