Related papers: Variation inequalities for smartingales

We develop a new type of orthogonal polynomial, the modified discrete Laguerre (MDL) polynomials, designed to accelerate the computation of bosonic Matsubara sums in statistical physics. The MDL polynomials lead to a rapidly convergent…

This paper is dedicated to the study of two famous subsets of the real line, namely Lagrange spectrum $L$ and Markov spectrum $M$. Our first result, Theorem 2.1, provides a rigorous estimate on the smallest value $t_1$ such that the portion…

We investigate a collection of orthonormal functions that encodes information about the continued fraction expansion of real numbers. When suitably ordered these functions form a complete system of martingale differences and are a special…

The work concerns invariant measures for multivalued McKean-Vlasov stochastic differential equations. First of all, we prove the exponential ergodicity of these equations. Then for a sequence of these equations, when their coefficients…

Every sufficiently big matrix with small spectral norm has a nearby low-rank matrix if the distance is measured in the maximum norm (Udell & Townsend, SIAM J Math Data Sci, 2019). We use the Hanson--Wright inequality to improve the estimate…

We generalize a previous inequality related to a sharp version of the Littlewood conjecture on the minimal $L_1$-norm of $N$-term exponential sums $f$ on the unit circle. The new result concerns replacing the expression $\log(1+t|f|^2)$…

For a primitive Dirichlet character $\chi$ modulo $q$, we define $M(\chi)=\max_{t } |\sum_{n \leq t} \chi(n)|$. In this paper, we study this quantity for characters of a fixed odd order $g\geq 3$. Our main result provides a further…

The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…

We study the scaling limit of essentially simple triangulations on the torus. We consider, for every $n\geq 1$, a uniformly random triangulation $G_n$ over the set of (appropriately rooted) essentially simple triangulations on the torus…

In this paper, we prove a version of the logarithmic Sobolev inequality of fractional order on noncommutative $n$-tori for any dimension $n\geq 2$.

Essentially all anytime-valid methods hinge on Ville's inequality to gain validity across time without incurring a union bound. Ville's inequality is a proper generalisation of Markov's inequality. It states that a non-negative…

We prove stronger variants of a multiplier theorem of Kislyakov. The key ingredients are based on ideas of Kislaykov and the Kahane-Salem-Zygmund inequality. As a by-product we show various multiplier theorems for spaces of trigonometric…

We study the sharp constant in the Morrey inequality for fractional Sobolev-Slobodecki\u{\i} spaces on the whole $\mathbb{R}^N$. By generalizing a recent work by Hynd and Seuffert, we prove existence of extremals, together with some…

We are continuing out studies of the so-called Markov inequalities with a majorant. Inequalities of this type provide a bound for the $k$-th derivative of an algebraic polynomial when the latter is bounded by a certain curved majorant…

We consider a generic modified logarithmic Sobolev inequality (mLSI) of the form $\mathrm{Ent}_{\mu}(e^f) \le \tfrac{\rho}{2} \mathbb{E}_\mu e^f \Gamma(f)^2$ for some difference operator $\Gamma$, and show how it implies two-level…

Freedman's inequality is a supermartingale counterpart to Bennett's inequality. This result shows that the tail probabilities of a supermartingale is controlled by the quadratic characteristic and a uniform upper bound for the…

Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter $p\in(0,1)$. Let $m_*(p):=(1+p+2p^2)/(2\sqrt{p-p^2}+4p^2)$ if $0<p\le 1/2$ and $m_*(p):=1$ if…

Various results are proved giving lower bounds for the $m$th intrinsic volume $V_m(K)$, $m=1,\dots,n-1$, of a compact convex set $K$ in ${\mathbb{R}}^n$, in terms of the $m$th intrinsic volumes of its projections on the coordinate…

This paper studies eigenvalues of some Steklov problems. Among other things, we show the following sharp estimtes. Let $\Omega$ be a bounded smooth domain in an $n(\geq 2)$-dimensional Hadamard manifold an let $0=\lambda_0 < \lambda_1\leq…

We prove a new inequality controlling the large deviations of the empirical measure of a Markov chain. This inequality is based on the martingale used by Donsker and Varadhan and the minimax theorem. It holds for convex sets and it requires…