Related papers: Variation inequalities for smartingales

We establish new orthonormal Strichartz estimates for the fractional Schr\"odinger equations on torus $\mathbb T$ and waveguide manifold $\mathbb R^n\times \mathbb T^m$. We generalizes the result of Nakamura [42] on torus; while this is the…

Following the recent work of Jiang and Lin (Linear Algebra Appl. 585 (2020) 45--49), we present more results (bounds) on Harnack type inequalities for matrices in terms of majorization (i.e., in partial products) of eigenvalues and singular…

We give upper bounds for the determinant of an $n\times n$ zero-one matrix containing $kn$ ones for integral $k$. Our results improve upon a result of Ryser for $k=o(n^{1/3})$. For fixed $k\ge 3$ it was an open question whether Hadamard's…

This paper derives exponential tail bounds and polynomial moment inequalities for the spectral norm deviation of a random matrix from its mean value. The argument depends on a matrix extension of Stein's method of exchangeable pairs for…

It is shown that $\sum_{j=-m}^m (-1)^j \frac{f(x-j)(f(x+j)}{(m-j)! (m+j)!} \ge 0,$ $m=0,1,...,$ where $f(x)$ is either a real polynomial with only real zeros or an allied entire function of a special type, provided the distance between two…

A vector-valued version of the Girsanov theorem is presented, for a scalar process with respect to a Banach-valued measure. Previously, a short discussion about the Birkhoff-type integration is outlined, as for example integration by…

We prove a martingale analog of van Schaftingen's theorem and give sharp estimates on the lower Hausdorff dimension of measures in martingale shift invariant spaces. We also provide martingale analogs of trace theorems for Sobolev…

We consider integrals in the sense of Choquet with respect to the $\delta$-dimensional Hausdorff content for continuously differentiable functions defined on open, connected sets in the Euclidean $n$-space, $n\geq 2$, $0<\delta\le n$. In…

Let $\a$ be a complex random variable with mean zero and bounded variance $\sigma^{2}$. Let $N_{n}$ be a random matrix of order $n$ with entries being i.i.d. copies of $\a$. Let $\lambda_{1}, ..., \lambda_{n}$ be the eigenvalues of…

In this work we present concentration inequalities for the sum $S_n$ of independent integer-valued not necessary indentically distributed random variables, where each variable has tail function that can be bounded by some power function…

Let $(\xi_i,\mathcal{F}_i)_{i\geq1}$ be a sequence of martingale differences. Set $S_n=\sum_{i=1}^n\xi_i $ and $[ S]_n=\sum_{i=1}^n \xi_i^2.$ We prove a Cram\'er type moderate deviation expansion for $\mathbf{P}(S_n/\sqrt{[ S]_n} \geq x)$…

Learning how to figure out sharp $L^p$-estimates of nonlinear differential expressions, to prove and use them, is a fundamental part of the development of PDEs and Geometric Function Theory (GFT). Our survey presents, among what is known to…

This short study consists of two parts, firstly we obtain some inequalities on Caputo Fractional derivatives using the elementary inequalities. Secondly we establish several new inequalities including Caputo fractional derivatives for…

Let $f_n$ be a random polynomial of degree $n$, whose coefficients are independent and identically distributed random variables with mean-zero and variance one. Let $\Delta(f_n)$ denote the discriminant of $f_n$, that is $\Delta(f_n) =…

Defining a divergence between the laws of continuous martingales is a delicate task, owing to the fact that these laws tend to be singular to each other. An important idea, put forward by N. Gantert, is to instead consider a scaling limit…

Kolmogorov's exponential inequalities are basic tools for studying the strong limit theorems such as the classical laws of the iterated logarithm for both independent and dependent random variables. This paper establishes the Kolmogorov…

We prove an inequality for the spectral norm of matrix valued stochastic integrals. This inequality can be seen either as a non-commutative version of the Burkholder-Davis-Gundy inequality or as an extension of the non-commutative…

Let $M$ be an $n$-dimensional Lagrangian submanifold of a complex space form. We prove a pointwise inequality $$\delta(n_1,\ldots,n_k) \leq a(n,k,n_1,\ldots,n_k) \|H\|^2 + b(n,k,n_1,\ldots,n_k)c,$$ with on the left hand side any…

We first provide some properties of the Mellin transform of nonnegative random variables, such that monotonicity, injectivity and effect of size biasing. Convergence of Mellin transforms is also entirely formalized through convergence in…

A novel approach is proposed to establish a sharp upper bound on the expected supremum of a separable martingale random field, serving as an alternative to classical universal chaining-based methods. The proposed approach begins by deriving…