Related papers: Maximal inequalities and weighted BMO processes

In this paper, we investigate a stochastic approximation procedure $\left(X_n\right)_{n\ge 0}$ taking values in $R$. The process is adapted to a filtration $(F_n)_{n\ge 0}$ and satisfies the recursion…

We consider sequences $(X_t^N)_{t\geq0}$ of Markov processes in two dimensions whose fluid limit is a stable solution of an ordinary differential equation of the form $\dot{x}_t=b(x_t)$, where $b(x)={\pmatrix{-\mu 0 0 \lambda}}x+\tau(x)$…

We give Feffermain-Stein type inequalities related to mixed estimates for Calder\'on-Zygmund operators. More precisely, given $\delta>0$, $q>1$, $\varphi(z)=z(1+\log^+z)^\delta$, a nonnegative and locally integrable function $u$ and $v\in…

We provide a version of the transference principle. It says that certain optimization problems for functions on the circle, the interval, and the line have the same answers. In particular, we show that the sharp constants in the…

We derive universal approximation results for the class of (countably) $m$-rectifiable measures. Specifically, we prove that $m$-rectifiable measures can be approximated as push-forwards of the one-dimensional Lebesgue measure on $[0,1]$…

Let $X_{1},X_{2},...$ be a sequence of independent copies (s.i.c) of a real random variable (r.v.) $X\geq 1$, with distribution function $df$ $F(x)=\mathbb{P}% (X\leq x)$ and let $X_{1,n}\leq X_{2,n} \leq ... \leq X_{n,n}$ be the order…

We provide some new estimates for Bellman type functions for the dyadic maximal opeator on $R^n$ and of maximal operators on martingales related to weighted spaces. Using a type of symmetrization principle, introduced for the dyadic maximal…

In this paper, among other results, we improve the best known estimates for the constants of the generalized Bohnenblust-Hille inequality. These enhancements are then used to improve the best known constants of the Hardy--Littlewood…

We devote this note to correct an estimate concerning mixed inequalities for the generalized maximal function $M_\Phi$, when certain properties of the associated Young function $\Phi$ are assumed. Although the obtained estimates turn out to…

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…

It has been proved by Bovier & Hartung [Elect. J. Probab. 19 (2014)] that the maximum of a variable-speed branching Brownian motion (BBM) in the weak correlation regime converges to a randomly shifted Gumbel distribution. The random shift…

We propose a framework for computing, optimizing and integrating with respect to a smooth marginal likelihood in statistical models that involve high-dimensional parameters/latent variables and continuous low-dimensional hyperparameters.…

Let $M_n^{(k)}$ denote the $k$th largest maximum of a sample $(X_1,X_2,...,X_n)$ from parent $X$ with continuous distribution. Assume there exist normalizing constants $a_n>0$, $b_n\in \mathbb{R}$ and a nondegenerate distribution $G$ such…

We consider plain vanilla European options written on an underlying asset that follows a continuous time semi-Markov multiplicative process. We derive a formula and a renewal type equation for the martingale option price. In the case in…

We prove mixed inequalities for the generalized maximal operator $M_\Phi$ when the function $v$ is a radial power function that fails to be locally integrable. Concretely, let $u$ be a weight, $v(x)=|x|^\beta$ with $\beta<-n$ and $r\geq 1$.…

We propose some backward-forward martingale decompositions for functions of reversible Markov chains. These decompositions are used to prove the functional CLT for reversible Markov chains with asymptotically linear variance of partial…

Stroock and Varadhan in 1997 and Geiss in 2005 independently introduced stochastic processes with bounded mean oscillation (BMO) and established their exponential integrability with some unspecified exponential constant. This result is an…

We consider the problem of random sampling for band-limited functions. When can a band-limited function $f$ be recovered from randomly chosen samples $f(x_j), j\in \mathbb{N}$? We estimate the probability that a sampling inequality of the…

We develop a general framework for extracting highly uniform bounds on local stability for stochastic processes in terms of information on fluctuations or crossings. This includes a large class of martingales: As a corollary of our main…

Let $(X,d)$ be a geodesic Gromov-hyperbolic space, $o \in X$ a basepoint and $\mu$ a countably supported non-elementary probability measure on $\operatorname{Isom}(X)$. Denote by $z_n$ the random walk on $X$ driven by the probability…