Related papers: Deviation inequality for Banach-valued orthomartin…

We present a general technique for computing large deviations of nonlinear functions of independent Bernoulli random variables. The method is applied to compute the large deviation rate functions for subgraph counts in sparse random graphs.…

We establish a sharp large deviation principle for renewal-reward processes, supposing that each renewal involves a broad-sense reward taking values in a real separable Banach space. In fact, we demonstrate a weak large deviation principle…

We introduce new fractional operators of variable order on isolated time scales with Mittag-Leffler kernels. This allows a general formulation of a class of fractional variational problems involving variable-order difference operators. Main…

By using the conjugate distribution technique of Cram\'er, we obtain some expansions of large deviation probabilities for martingales with differences satisfying the conditional Bernstein's condition. The expansions are of the same order as…

We investigate an additive perturbation of a complex Wishart random matrix and prove that a large deviation principle holds for the spectral measures. The rate function is associated to a vector equilibrium problem coming from logarithmic…

We provide a new projective condition for a stationary real random field indexed by the lattice $\Z^d$ to be well approximated by an orthomartingale in the sense of Cairoli (1969). Ourmain result can be viewed as a multidimensional version…

We prove decoupling inequalities for random polynomials in independent random variables with coefficients in vector space. We use various means of comparison, including rearrangement invariant norms (e.g., Orlicz and Lorentz norms), tail…

By means of fixed point index theory for multi-valued maps, we provide an analogue of the classical Birkhoff--Kellogg Theorem in the context of discontinuous operators acting on affine wedges in Banach spaces. Our theory is fairly general…

We present in this paper the theory of multivariate Banach spaces of random variables with exponential decreasing tails of distributions.

This paper proves joint convergence of the approximation error for several stochastic integrals with respect to local Brownian semimartingales, for nonequidistant and random grids. The conditions needed for convergence are that the Lebesgue…

We establish a large deviation theorem for the empirical spectral distribution of random covariance matrices whose entries are independent random variables with mean 0, variance 1 and having controlled forth moments. Some new properties of…

This is a first paper by the authors dedicated to the distribution of eigenvalues for random perturbations of large bidiagonal Toeplitz matrices.

We prove maximal inequalities for $L_q$-valued martingales obtained by stochastic integration with respect to compensated random measures. A version of these estimates for integrals with respect to compensated Poisson random measures were…

We obtain Calder{\'o}n-Zygmund estimates for some degenerate equations of Kolmogorov type with inhomogeneous coefficients. We then derive the well-posedness of the martingale problem associated to related degenerate operators, and therefore…

We investigate the conditional distributions of two Banach space valued, jointly Gaussian random variables. In particular, we show that these conditional distributions are again Gaussian and that their means and covariances can be…

We establish sharp global regularity of a class of multilinear oscillatory integral operators that are associated to nonlinear dispersive equations with both Banach and quasi-Banach target spaces. As a consequence we also prove the (local…

In this paper, we establish several new inequalities for some differantiable mappings that are connected with the celebrated Hermite-Hadamard integral inequality. Some applications for special means of real numbers are also provided.

Certain previously known upper bounds on the moments of the norm of martingales in 2-smooth Banach spaces are improved. Some of these improvements hold even for sums of independent real-valued random variables. Applications to concentration…

Using a lemma of Davis on Gram matrices applied to the classical Orthogonal Polynomials to generate reproducing kernel interpolation over the classical domains for polynomials. These kernels have terms which are exact over the rational…

We establish an invariance principle for a general class of stationary random fields indexed by $\mathbb Z^d$, under Hannan's condition generalized to $\mathbb Z^d$. To do so we first establish a uniform integrability result for stationary…