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We establish conditions for uniform $r$-th moment bound of certain $\R^d$-valued functions of a discrete-time stochastic process taking values in a general metric space. The conditions include an appropriate negative drift together with a…

Probability · Mathematics 2011-07-26 Arnab Ganguly , Debasish Chatterjee , John Lygeros , Heinz Koeppl

The Hardy-Littlewood-P\'{o}lya inequality of majorization is extended to the framework of ordered Banach spaces. Several applications illustrating our main results are also included.

Functional Analysis · Mathematics 2021-04-26 Constantin P. Niculescu

The paper concerns the investigation of nonconvex and nondifferentiable integral functionals on general Banach spaces, which may not be reflexive and/or separable. Considering two major subdifferentials of variational analysis, we derive…

Optimization and Control · Mathematics 2016-03-28 Boris S. Mordukhovich , Nobusumi Sagara

Statistical inference for high-dimensional regression heteroskedasticity is an important but under-explored problem. The current paper aims at filling this gap by proposing two tests, namely the variance difference test and the variance…

Methodology · Statistics 2022-12-06 Chi Chien-Ming

In this short note, we formulate the convergence rates of the well known Tikhonov regularization scheme for solving the nonlinear ill-posed problems in Banach spaces. For deriving the convergence rates, we employ the novel smoothness…

Numerical Analysis · Mathematics 2022-11-30 Gaurav Mittal , Ankik Kumar Giri

In this paper we determine the region of variability for certain subclasses of univalent functions satisfying differential inequalities. In the final section we graphically illustrate the region of variability for several sets of…

Complex Variables · Mathematics 2009-07-30 S. Ponnusamy , A. Vasudevarao , M. Vuorinen

In [2] we characterized in terms of a quadratic growth condition various metric regularity properties of the subdifferential of a lower semicontinuous convex function acting in a Hilbert space. Motivated by some recent results in [16] where…

Optimization and Control · Mathematics 2015-07-01 Francisco J. Aragón Artacho , Michel H. Geoffroy

We consider the Cauchy problem for the nonlinear Schr\"{o}dinger equation with derivative nonlinearity $(i\partial _t + \Delta ) u= \pm \partial (\overline{u}^m)$ on $\R ^d$, $d \ge 1$, with random initial data, where $\partial$ is a first…

Analysis of PDEs · Mathematics 2018-06-08 Hiroyuki Hirayama , Mamoru Okamoto

We investigate a class of non-linear partial differential equations with discrete state-dependent delays. The existence and uniqueness of strong solutions for initial functions from a Banach space are proved. To get the well-posed initial…

Analysis of PDEs · Mathematics 2009-04-16 Alexander V. Rezounenko

In this paper, we extend the concept of split variational inequality problems from Hilbert spaces to Banach spaces. Then we apply the Fan-KKM theorem to prove the existence of solutions to some split variational inequality problems and some…

Functional Analysis · Mathematics 2015-11-24 Jinlu Li

We investigate the relation between the small deviation problem for a symmetric $\alpha$-stable random vector in a Banach space and the metric entropy properties of the operator generating it. This generalizes former results due to Li and…

Probability · Mathematics 2010-01-20 Frank Aurzada , Mikhail Lifshits , Werner Linde

We consider a test for the hypothesis that the within-treatment variance component in a one-way random effects model is null. This test is based on a decomposition of a $U$-statistic. Its asymptotic null distribution is derived under the…

Statistics Theory · Mathematics 2008-12-18 Juvêncio S. Nobre , Julio M. Singer , Mervyn J. Silvapulle

We investigate the large-sample behavior of change-point tests based on weighted two-sample U-statistics, in the case of short-range dependent data. Under some mild mixing conditions, we establish convergence of the test statistic to an…

Statistics Theory · Mathematics 2023-04-04 Herold Dehling , Kata Vuk , Martin Wendler

Recent reverses for the discrete generalised triangle inequality and its continuous version for vector-valued integrals in Banach spaces are surveyed. New results are also obtained. Particular instances of interest in Hilbert spaces and for…

Classical Analysis and ODEs · Mathematics 2009-09-29 Sever Silvestru Dragomir

We derive Berry-Esseen approximation bounds for general functionals of independent random variables, based on chaos expansions methods. Our results apply to $U$-statistics satisfying the weak assumption of decomposability in the Hoeffding…

Probability · Mathematics 2020-10-12 Nicolas Privault , Grzegorz Serafin

An important consequence of the Hahn-Banach Theorem says that on any locally convex Hausdorff topological space $X$, there are sufficiently many continuous linear functionals to separate points of $X$. In the paper, we establish a `local'…

Functional Analysis · Mathematics 2018-09-07 Niushan Gao , Denny H. Leung , Foivos Xanthos

Let $(\mathbf{B}, \|\cdot\|)$ be a real separable Banach space. Let $\{X, X_{n}; n \geq 1\}$ be a sequence of i.i.d. {\bf B}-valued random variables and set $S_{n} = \sum_{i=1}^{n}X_{i},~n \geq 1$. Let $\{a_{n}; n \geq 1\}$ and $\{b_{n}; n…

Probability · Mathematics 2015-06-26 Deli Li , Han-Ying Liang

We study the Wasserstein distance of order 1 between the empirical distribution and the marginal distribution of stationary $\alpha$-dependent sequences. We prove some moments inequalities of order p for any p $\ge$ 1, and we give some…

Probability · Mathematics 2015-03-03 Jérôme Dedecker , Florence Merlevède

We establish a strong law of large numbers for one-dimensional continuous-time random walks in dynamic random environments under two main assumptions: the environment is required to satisfy a decoupling inequality that can be interpreted as…

Probability · Mathematics 2023-11-22 Weberson S. Arcanjo , Rangel Baldasso , Marcelo R. Hilário , Renato S. dos Santos

Let $\{X_n, n \ge 1\}$ be a sequence of stationary associated random variables. We discuss another set of conditions under which a central limit theorem for U-statistics based on $\{X_n, n \ge 1\}$ holds. We look at U-statistics based on…

Statistics Theory · Mathematics 2017-09-20 Mansi Garg , Isha Dewan