Related papers: Doob's estimate for coherent random variables and …

We revisit the classical problem of finding an approximately stationary point of the average of $n$ smooth and possibly nonconvex functions. The optimal complexity of stochastic first-order methods in terms of the number of gradient…

In this article we study and classify optimal martingales in the dual formulation of optimal stopping problems. In this respect we distinguish between weakly optimal and surely optimal martingales. It is shown that the family of weakly…

We prove $\ell^p\big(\mathbb Z^d\big)$ bounds, for $p\in(1, \infty)$, of discrete maximal functions corresponding to averaging operators and truncated singular integrals of Radon type, and their applications to pointwise ergodic theory. Our…

We study the problem of estimating the density $f(\boldsymbol x)$ of a random vector ${\boldsymbol X}$ in $\mathbb R^d$. For a spanning tree $T$ defined on the vertex set $\{1,\dots ,d\}$, the tree density $f_{T}$ is a product of bivariate…

We consider the global Morrey-type spaces with variable exponents and general function defining these spaces. In the case of unbounded sets, we prove boundedness of the Hardy-Littlewood maximal operator, potential type operator in these…

We show that an algorithmic construction of sequences of recursive trees leads to a direct proof of the convergence of random recursive trees in an associated Doob-Martin compactification; it also gives a representation of the limit in…

In this paper we present a proof of sharp boundedness of the discrete 1-dimensional Hardy-Littlewood nontangential maximal operator, when the parameter is in the range $[\frac{1}{3},+\infty)$. This generalizes a theorem by Bober, Carneiro,…

Let $G=(V,E)$ be a finite graph and $M_G$ be the centered Hardy-Littlewood maximal operator defined there. We find the optimal value $\bf{C}_{G,p}$ such that the inequality $$\text{Var}_{p}(M_{G}f)\leq {\textbf{C}}_{G,p}\text{Var}_{p}(f)$$…

We consider the distribution of the sum and the maximum of a collection of independent exponentially distributed random variables. The focus is laid on the explicit form of the density functions (pdf) of non-i.i.d. sequences. Those are…

Given a discrete function $f:\Z^d \to \R$ we consider the maximal operator $$Mf(\vec{n}) = \sup_{r\geq0} \frac{1}{N(r)} \sum_{\vec{m} \in \bar{\Omega}_r} \big|f(\vec{n} + \vec{m})\big|,$$ where $\big\{\bar{\Omega}_r\big\}_{r \geq 0}$ are…

We precisely evaluate the operator norm of the uncentered Hardy-Littlewood maximal function on $L^p(\Bbb R^1)$. We also compute the operator norm of the uncentered Hardy-Littlewood maximal function over rectangles on $L^p(\Bbb R^n)$, and we…

We study mixed weak estimates of Sawyer type for maximal operators associated to the family of Young functions $\Phi(t)=t^r(1+\log^+t)^{\delta}$, where $r\geq 1$ and $\delta\geq 0$. More precisely, if $u$ and $v^r$ are $A_1$ weights, and…

Given a family G of rectangles, to which one associates a tree [G], one defines a natural number $\lambda$ [G] called its analytic split and satisfying, for all 1 < p < $\infty$ log($\lambda$ [G]) p MG p p where MG is the Hardy-Littlewood…

Let $\mathcal{B}$ be a homothecy invariant basis consisting of convex sets in $\mathbb{R}^n$, and define the associated geometric maximal operator $M_{\mathcal{B}}$ by $$ M_{\mathcal{B}} f(x) :=\sup_{x \in R \in…

We study estimation and inference for the mean of real-valued random functions defined on a hypercube. The independent random functions are observed on a discrete, random subset of design points, possibly with heteroscedastic noise. We…

The classical Erd\H{o}s-Littlewood-Offord problem concerns the random variable $X = a_1 \xi_1 + \dots + a_n \xi_n$, where $a_i \in \mathbb{R} \setminus \{0\}$ are fixed and $\xi_i \sim \text{Ber}(1/2)$ are independent. The…

In this article we introduce the fractional Hardy-Littlewood maximal function on the infinite rooted $k$-ary tree and study its weighted boundedness. We also provide examples of weights for which the fractional Hardy-Littlewood maximal…

The regularity of the Hardy-Littlewood maximal function, in both discrete and continuous contexts, and for both centered and noncentered variants, has been subjected to intense study for the last two decades. But efforts so far have…

The Doob-Dynkin Lemma gives conditions on two functions $X$ and $Y$ that ensure existence of a function ${\phi}$ so that $X = {\phi} \circ Y$. This communication proves different versions of the Doob-Dynkin Lemma, and shows how it is…

We have shown recently that a Markov process conditioned on rare events involving time-integrated random variables can be described in the long-time limit by an effective Markov process, called the driven process, which is given…