Related papers: A matrix Burkholder-Davis-Gundy inequality
The two matrix model is considered, with measure given by the exponential of a sum of polynomials in two different variables. It is shown how to derive a sequence of pairs of ``dual'' finite size systems of ODEs for the corresponding…
In recent years, many difficulties appeared when taking into account the inherent stochastic behavior of neurons and voltage-dependent ion channels in Hodgking-Huxley type models. In particular, an open problem for a stochastic model of…
We prove a spectral inequality for Schr\"odinger equations with power growth potentials, which particularly confirms a conjecture in \cite{DSV}. This spectral inequality depends on the decaying density of the sensor sets, and the growth…
Recently, new thermodynamic inequalities have been obtained, which set bounds on the quadratic fluctuations of intensive observables of statistical mechanical systems in terms of the Bogoliubov - Duhamel inner product and some thermal…
In this paper, we introduce and study a stochastic differential variational inequality (SDVI) which consists of a stochastic differential equation and a stochastic variational inequality. We obtain the existence and uniqueness of the…
We prove several trace inequalities that extend the Golden-Thompson and the Araki-Lieb-Thirring inequality to arbitrarily many matrices. In particular, we strengthen Lieb's triple matrix inequality. As an example application of our four…
In this paper we prove the Stein-Weiss inequality in variable exponent Morrey spaces over a bounded domain. Our work extends earlier results in the variable exponent Lebesgue and Morrey settings, and utilizes new proof techniques applicable…
The subject of time-band-limiting, originating in signal processing, is dominated by the miracle that a naturally appearing integral operator admits a commuting differential one allowing for a numerically efficient way to compute its…
We consider estimating a matrix from noisy observations coming from an arbitrary additive bi-rotational invariant perturbation. We propose an estimator which is optimal among the class of rectangular rotational invariant estimators and can…
We prove a matrix trace inequality for completely monotone functions and for Bernstein functions. As special cases we obtain non-trivial trace inequalities for the power function x->x^q, which for certain values of q complement McCarthy's…
We study integrable hierarchies associated with spectral problems of the form $P\psi=\lambda Q\psi$ where $P,Q$ are difference operators. The corresponding nonlinear differential-difference equations can be viewed as inhomogeneous…
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…
Linear statistics of eigenvalues in many familiar classes of random matrices are known to obey gaussian central limit theorems. The proofs of such results are usually rather difficult, involving hard computations specific to the model in…
The matrix version of the entropy-power inequality for real or complex coefficients and variables is proved using a transportation argument that easily settles the equality case. An application to blind source extraction is given.
A comparison between a set-valued Gould type and simple Birkhoff integrals of $bf(X)$-valued multifunctions with respect to a non-negative set functionis given. Relationships among them and Mc Shane multivalued integrability is given under…
We prove a noncommutative analogue of Minkowski's integral inequality for commuting squares of tracial von Neumann algebras. The inequality implies a necessary condition for a quadruple of graphs to be realized as inclusion graphs of a…
We prove a multivariate version of Bernstein's inequality about the probability that degenerate $U$-statistics take a value larger than some number $u$. This is an improvement of former estimates for the same problem which yields an…
The Ingleton inequality is a classical linear information inequality that holds for representable matroids but fails to be universally valid for entropic vectors. Understanding the extent to which this inequality can be violated has been a…
In this paper a new class of generalized backward doubly stochastic differential equations is investigated. This class involves an integral with respect to an adapted continuous increasing process. A probabilistic representation for…
We investigate the invariance principle for set-indexed partial sums of a stationary field $(X\_{k})\_{k\in\mathbb{Z}^{d}}$ of martingale-difference or independent random variables under standard-normalization or self-normalization…