Related papers: Note on an intermediate Baum-Katz theorems under s…
Multi-state models are frequently applied for representing processes evolving through a discrete set of state. Important classes of multi-state models arise when transitions between states may depend on the time since entry into the current…
This paper addresses the following problem. \begin{equation} \left\{ \begin{array}{lr} -{\Delta}u=\lambda I_\alpha*_\Omega u+|u|^{2^*-2}u\mbox{ in }\Omega ,\nonumber u\in H_0^1(\Omega).\nonumber \end{array} \right. \end{equation} Here,…
We show that shift Harnack type inequalities (in the sense of F.-Y.~Wang \cite{Wan14}) are preserved under Bochner's subordination. The proofs are based on two types of moment estimates for subordinators. As a by-product we establish moment…
In this paper, by using the representation theorem for sublinear expectations, we give a simple proof to obtain two inequalities about the sample mean for independent random vectors under sublinear expectations.
Given a set of moment restrictions (MRs) that overidentify a parameter $\theta$, we investigate a semiparametric Bayesian approach for inference on $\theta$ that does not restrict the data distribution $F$ apart from the MRs. As main…
Studying the subexponential convergence towards equilibrium of a strong Markov process, we exhibit an intermediate Lyapunov condition equivalent to the control of some moment of a hitting time. This provides a link, similar (although more…
We discuss two variations of Edwards' duality theorem. More precisely, we prove one version of the theorem for cones not necessarily containing all constant functions. In particular, we allow the functions in the cone to have a non-empty…
A suitable notion of hypercontractivity for a nonlinear semigroup $\{T_t\}$ is shown to imply Gagliardo--Nirenberg inequalities for its generator $H$, provided a subhomogeneity property holds for the energy functional $(u,Hu)$. We use this…
We analyze general uncertainty relations and we show that there can exist such pairs of non--commuting observables $A$ and $B$ and such vectors that the lower bound for the product of standard deviations $\Delta A$ and $\Delta B$ calculated…
Given a bounded class of functions G and independent random variables X1, . . . , Xn, we provide an upper bound for the expectation of the supremum of the empirical process over elements of G having a small variance. Our bound applies in…
Central limit theorems (CLTs) have a long history in probability and statistics. They play a fundamental role in constructing valid statistical inference procedures. Over the last century, various techniques have been developed in…
Sublinear functionals of random variables are known as sublinear expectations; they are convex homogeneous functionals on infinite-dimensional linear spaces. We extend this concept for set-valued functionals defined on measurable set-valued…
Many econometrics textbooks imply that under mean independence of the regressors and the error term, the OLS parameters have a causal interpretation. We show that even when this assumption is satisfied, OLS might identify a pseudo-parameter…
In this article, we follow the study of quadratic backward SDEs with jumps,that is to say for which the generator has quadratic growth in the variables (z; u), started in our accompanying paper [15]. Relying on the existence and uniqueness…
According to the Ambrosetti-Prodi theorem, the map $F(u)= - \Delta u - f(u)$ between appropriate functional spaces is a global fold. Among the hypotheses, the convexity of the function $f$ is required. We show in two different ways that,…
Robins et al, 2008, published a theory of higher order influence functions for inference in semi- and non-parametric models. This paper is a comprehensive manuscript from which Robins et al, was drawn. The current paper includes many…
We derive both Azuma-Hoeffding and Burkholder-type inequalities for partial sums over a rectangular grid of dimension $d$ of a random field satisfying a weak dependency assumption of projective type: the difference between the expectation…
Let $\Omega$ be an unbounded open subset of ${\mathbb R}^n$, $n \ge 2$, and $A : \Omega \times {\mathbb R}^n \to {\mathbb R}^n$ be a function such that $$ C_1 |\zeta|^p \le \zeta A (x, \zeta), \quad |A (x, \zeta)| \le C_2 |\zeta|^{p-1} $$…
We introduce G-L\'{e}vy processes which develop the theory of processes with independent and stationary increments under the framework of sublinear expectations. We then obtain the L\'{e}vy-Khintchine formula and the existence for…
We define a random model for the moments of the new eigenfunctions of a point scat-terer on a 2-dimensional rectangular flat torus. In the deterministic setting,Seba conjectured these moments to be asymptotically Gaussian, in the…