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Related papers: A matrix Burkholder-Davis-Gundy inequality

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In this letter, we prove an inequality involving alternating binomial logarithmic sums by exploiting the variance of the logarithm of the maximum of independent and identically distributed exponential random variables. This inequality was…

Probability · Mathematics 2026-03-13 Aristides V. Doumas

Some companions of Gruss inequality in inner product spaces and applications for integrals are given.

Classical Analysis and ODEs · Mathematics 2007-05-23 Sever Silvestru Dragomir

In this paper, we study the weighted boundedness of the Dunkl fractional integral operator (i.e., Dunkl Stein-Weiss inequality) associated with the Dunkl operator on $\mathbb{R}$. Indeed, we obtain the Adams-type Dunkl Stein-Weiss…

Classical Analysis and ODEs · Mathematics 2026-04-13 Sourav Dutta , Saswata Adhikari

In this paper, we prove Strassen's strong invariance principle for a vector-valued additive functionals of a Markov chain via the martingale argument and the theory of fractional coboundaries. The hypothesis is a moment bound on the…

Probability · Mathematics 2007-05-23 Guangyu Yang , Yu Miao

The main purpose of this paper is to give a vector lattice version of a Theorem by Burkholder about convergence of martingales. The proof is based on a vector lattice analogue of Austin's sample function theorem, proved recently by Grobler,…

Functional Analysis · Mathematics 2021-04-12 Youssef Azouzi , Kawtar Ramdane

Pairwise comparison matrices are increasingly used in settings where some pairs are missing. However, there exist few inconsistency indices for similar incomplete data sets and no reasonable measure has an associated threshold. This paper…

Statistics Theory · Mathematics 2022-02-03 Kolos Csaba Ágoston , László Csató

Recently Kosaki proved an inequality for matrices that can be seen as a kind of new uncertainty principle. Independently, the same result was proved by Yanagi, Furuichi and Kuriyama. The new bound is given in terms of Wigner-Yanase-Dyson…

Mathematical Physics · Physics 2008-04-17 Paolo Gibilisco , Tommaso Isola

We prove the existence of the limiting spectral distribution (LSD) of symmetric triangular patterned matrices and also establish the joint convergence of sequences of such matrices. For the particular case of the symmetric triangular Wigner…

Probability · Mathematics 2012-04-12 Riddhipratim Basu , Arup Bose , Shirshendu Ganguly , Rajat Subhra Hazra

For a Hilbert space valued martingale $(f_n)$ and an adapted sequence of positive random variables $(w_n)$, we show the weighted Davis type inequality \[ \mathbb{E} \Bigl( |f_0| w_0 + \frac{1}{4} \sum_{n=1}^{N} \frac{|df_n|^2}{f^*_n} w_n…

Probability · Mathematics 2021-06-22 Dennis Wollgast , Pavel Zorin-Kranich

We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables. More precisely, the optimal bound in the…

Probability · Mathematics 2014-10-21 Mathias Beiglböck , Marcel Nutz

In this paper we study the class of backward doubly stochastic differential equations (BDSDEs, for short) whose terminal value depends on the history of forward diffusion. We first establish a probabilistic representation for the spatial…

Probability · Mathematics 2008-11-12 Auguste Aman

Dual quaternion matrices have important applications in multi-agent formation control. In this paper, we first address the concept of spectral norm of dual quaternion matrices. Then, we introduce a von Neumann type trace inequality and a…

Rings and Algebras · Mathematics 2023-05-05 Chen Ling , Hongjin He , Liqun Qi , Tingting Feng

We derive a few extended versions of the Kraft inequality for information lossless finite-state encoders. The main basic contribution is in defining a notion of a Kraft matrix and in establishing the fact that a necessary condition for…

Information Theory · Computer Science 2026-01-26 Neri Merhav

In this paper our aim is to prove some monotonicity and convexity results for the modified Struve function of the second kind by using its integral representation. Moreover, as consequences of these results, we present some functional…

Classical Analysis and ODEs · Mathematics 2015-01-28 Árpád Baricz , Tibor K. Pogány

We survey connections of the Grothendieck inequality and its variants to combinatorial optimization and computational complexity.

Data Structures and Algorithms · Computer Science 2011-08-12 Subhash Khot , Assaf Naor

In this article we prove martingale type pointwise convergence theorems pertaining to tensor product splines defined on $d$-dimensional Euclidean space ($d$ is a positive integer), where conditional expectations are replaced by their…

Probability · Mathematics 2023-12-20 Markus Passenbrunner

We develop techniques to compute the k-th Moment of the Eigenvalue-statistic for a random Matrix M the entries of which do not have to be necessarily Independent. The dependence is controlled via an equivalence relation on the pairs of the…

Mathematical Physics · Physics 2016-05-12 Riccardo Catalano

An equation is obtained for the Stieltjes transform of the normalized distribution of singular values of non-symmetric band random matrices in the limit when the band width and rank of the matrix simultaneously tend to infinity. Conditions…

Mathematical Physics · Physics 2015-03-17 Anna Lytova , Leonid Pastur

We obtain a Bernstein-type inequality for sums of Banach-valued random variables satisfying a weak dependence assumption of general type and under certain smoothness assumptions of the underlying Banach norm. We use this inequality in order…

Machine Learning · Statistics 2018-12-11 Gilles Blanchard , Oleksandr Zadorozhnyi

We establish noncommutative analogs of some well-known large deviation inequalities for noncommutative random variables. Firstly, for the noncommutative independent case, we characterize the uniformly exponential integrability of random…

Operator Algebras · Mathematics 2026-04-08 Yong Jiao , Sijie Luo , Dejian Zhou