Related papers: Lower Estimate on Square Function of an Indicator …

Let $X=(X_t)_{t\geq 0}$ be a one-dimensional L\'evy process such that each $X_t$ has a $C^1_b$-density w.r.t. Lebesgue measure and certain polynomial or exponential moments. We characterize all polynomially bounded functions…

We study a problem of estimation of smooth functionals of parameter $\theta $ of Gaussian shift model $$ X=\theta +\xi,\ \theta \in E, $$ where $E$ is a separable Banach space and $X$ is an observation of unknown vector $\theta$ in Gaussian…

We estimate the expected value of certain function $f:\{-1,1\}^{n}\to\mathbb{R}$. For example, with computer assistance, we show that if $\Delta$ is the Laplacian of the Cayley graph of…

We determine the precise conditions under which any skew Schur function is equal to a Schur function over both infinitely and finitely many variables.

For a Markov semigroup $P_t$ with invariant probability measure $\mu$, a constant $\ll>0$ is called a lower bound of the ultra-exponential convergence rate of $P_t$ to $\mu$, if there exists a constant $C\in (0,\infty)$ such that $$…

This paper establishes a bivariate Hardy-Sobolev inequality. Let $\Omega \subset \mathbb{R}^N$ ($N \geq 3$) be an open domain, $s \in (0,2)$, $\alpha > 1$, $\beta > 1$ with $\alpha + \beta = 2^*(s)$, and $\kappa \in \mathbb{R}$. For any…

We show that the quadratic matrix equation $VW + \eta (W)W = I$, for given $V$ with positive real part and given analytic mapping $\eta$ with some positivity preserving properties, has exactly one solution $W$ with positive real part. We…

The Bernoulli convolution associated to the real $\beta>1$ and the probability vector $(p_0,..,p_{d-1})$ is a probability measure $\eta_{\beta,p}$ on $\mathbb R$, solution of the self-similarity relation…

In this paper we establish square-function estimates on the double and single layer potentials for divergence-form elliptic operators, of arbitrary even order 2m, with variable t-independent coefficients in the upper half-space. This…

Functions with discontinuities appear in many applications such as image reconstruction, signal processing, optimal control problems, interface problems, engineering applications and so on. Accurate approximation and interpolation of these…

We are concerned with the problem of real analytic regularity of the solutions of sums of squares with real analytic coefficients. Treves conjecture states that an operator of this type is analytic hypoelliptic if and only if all the strata…

This note shows that the cosine expansion based on the Vieta formula is equivalent to a discretization of the Parseval identity. We then evaluate the use of simple direct algorithms to compute the Shannon coefficients for the payoff.…

Series representations consisting of spherical harmonics are obtained for characteristic exponents and probability density functions of multivariate stable distributions under various conditions. A esult potentially applicable in a…

We construct a pathwise calculus for functionals of integer-valued measures and use it to derive an martingale representation formula with respect to a large class of integer-valued random measures. Using these results, we extend the…

We gather several results on the eigenvalues of the spatial sign covariance matrix of an elliptical distribution. It is shown that the eigenvalues are a one-to-one function of the eigenvalues of the shape matrix and that they are closer…

For $1<p\leq 2$, any $n\geq 1$ and any $f:\{-1,1\}^{n} \to \mathbb{R}$, we obtain $(\mathbb{E} |\nabla f|^{p})^{1/p} \geq C(p)(\mathbb{E}|f|^{p} - |\mathbb{E}f|^{p})^{1/p}$ where $C(p)$ is the smallest positive zero of the confluent…

Some results on the approximation of functions from the Sobolev spaces on metric graphs by step functions are obtained. The estimates are uniform with respect to all graphs of a given finite length, and the constant factors in the…

We consider least squares estimators of the finite regression parameter $\alpha$ in the single index regression model $Y=\psi(\alpha^T X)+\epsilon$, where $X$ is a $d$-dimensional random vector, $\E(Y|X)=\psi(\alpha^T X)$, and where $\psi$…

We construct spherical wavelets based on approximate identities that are directional, i.e. not rotation-invariant, and have an adaptive angular selectivity. The problem of how to find a proper representation of distinct kinds of details of…

We consider the rate of piecewise constant approximation to a locally stationary process $X(t),t\in [0,1]$, having a variable smoothness index $\alpha(t)$. Assuming that $\alpha(\cdot)$ attains its unique minimum at zero and satisfies the…