Related papers: Lower Estimate on Square Function of an Indicator …
For each 1 < p < infinity, there exists a positive constant c_p, depending only on p, such that the following holds. Let (d_k), (e_k) be real-valued martingale difference sequences. If for for all bounded nonnegative predictable sequences…
The best uniform polynomial approximation of the checkmark function $f(x)=|x-\alpha |$ is considered, as $\alpha$ varies in $(-1,1)$. For each fixed degree $n$, the minimax error $E_n (\alpha)$ is shown to be piecewise analytic in $\alpha$.…
We consider a class of convergence questions for infinite products that arise in wavelet theory when the wavelet filters are more singular than is traditionally built into the assumptions. We establish pointwise convergence properties for…
We study lower bounds for dyadic square functions of indicator functions. In the case of the dyadic square function $S_{2}$ we obtain a sharp lower bound: for every measurable $A \subset {[0,1)}$, we have \[…
Let $X$ be a random vector with distribution $P_{\theta}$ where $\theta$ is an unknown parameter. When estimating $\theta$ by some estimator $\varphi(X)$ under a loss function $L(\theta,\varphi)$, classical decision theory advocates that…
This paper introduces the Variational Determinant Estimator (VDE), a variational extension of the recently proposed determinant estimator discovered by arXiv:2005.06553v2. Our estimator significantly reduces the variance even for low sample…
In this article we study the existence and strong consistency of GEE estimators, when the generalized estimating functions are martingales with random coefficients. Furthermore, we characterize estimating functions which are asymptotically…
We obtain a sharp estimate for the best constant $C>0$ in the Wirtinger type inequality \[ \int_0^{2\pi}\gamma^pw^2\le C\int_0^{2\pi}\gamma^qw'^2 \] where $\gamma$ is bounded above and below away from zero, $w$ is $2\pi$-periodic and such…
Let $M,N$ be real-valued martingales such that $N$ is differentially subordinate to $M$. The paper contains the proofs of the following weak-type inequalities: (i) If $M\geq0$ and $0<p\leq1$, then \[\Vert N\Vert_{p,\infty}\leq2\Vert…
We prove a strong approximation result for the empirical process associated to a stationary sequence of real-valued random variables, under dependence conditions involving only indicators of half lines. This strong approximation result also…
We define the pivotal set of a Boolean function and we prove a fundamental inequality on its expected size, when the inputs are independent random coins of parameter~$p$. We give two complete proofs of this inequality. Along the way, we…
The probability that a max-stable process {\eta} in C[0, 1] with identical marginal distribution function F hits x \in R with 0 < F (x) < 1 is the hitting probability of x. We show that the hitting probability is always positive, unless the…
We consider the performance of a least-squares regression model, as judged by out-of-sample $R^2$. Shapley values give a fair attribution of the performance of a model to its input features, taking into account interdependencies between…
Let alpha be an arbitrary angle in a random spherical triangle Delta and a be the side opposite alpha. (The sphere has radius 1; vertices of Delta are independent and uniform.) If some other side is constrained to be pi/2, then…
The spectral envelope S(F) of a subset of integers is the set of probability measures on the circle group that are weak star limits of squared moduli of trigonometric polynomials with frequencies in F. Fourier transforms of these measures…
For a real number $t$, let $s_t$ be the multiplicative arithmetic function defined by $\displaystyle{s_t(p^{\alpha})=\sum_{j=0}^{\alpha}(-p^t)^j}$ for all primes $p$ and positive integers $\alpha$. We show that the range of a function…
We assign an arbitrary density matrix to a weighted graph and associate to it a graph zeta function that is both a generalization of the Ihara zeta function and a special case of the edge zeta function. We show that a recently developed…
We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds:…
We study the space of vector valued theta functions for the Weil representation of a positive definite even lattice of rank two with fundamental discriminant. We work out the relation of this space to the corresponding scalar valued theta…
In this paper, for any positive integer $\ell\geq2,$ we define $\ell$-generalized Fibonacci zeta function. We then study its analytic continuation to the whole complex plane $\mathbb{C}.$ Further, we compute a possible list of singularities…