Related papers: Some remarks on Davis inequality for biparameter f…
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…
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 $S$ be the dyadic bi-parameter square function $$Sf(x)^{2} = \sum_{R \in \mathcal{D}} |\langle f, h_{R} \rangle|^{2} \frac{1_{R}(x)}{|R|}.$$ We prove that if $T$ is a bi-parameter martingale transform and $f,g$ are suitable test…
We suggest two versions of the Hardy--Littlewood--Sobolev inequality for discrete time martingales. In one version, the fractional integration operator is a martingale transform, however, it may vanish if the filtration is excessively…
We consider a mixture of a two-component Fermi gas and a single-component dipolar Bose gas in a square optical lattice and reduce it into an effective Fermi system where the Fermi-Fermi interaction includes the attractive interaction…
A well-known theorem due to Fefferman provides a characterization of Fourier multipliers from $H^1(\mathbb{T})$ to $\ell^1$, i.e. sequences $\left(\lambda_n\right)_{n=0}^\infty$ such that \[\sum_{n=0}^\infty \left|\lambda_n…
We describe the large deviations above its typical value of the maximal energy of a spin glass with +/-1 spins. Thanks to the relatively explicit description of the rate function we identify, we then show that the latter is asymptotically…
We study weighted Walsh--Carleson maximal operators arising from dyadic martingale transforms associated with Walsh--Fourier partial sums. For weights satisfying a uniform dyadic variation condition and a uniform bound at the top dyadic…
In the definition of the stochastic integral, apart from the integrand and the integrator, there is an underlying filtration that plays a role. Thus, it is natural to ask: {\it Does the stochastic integral depend upon the filtration?} In…
Freedman's inequality is a martingale counterpart to Bernstein's inequality. This result shows that the large-deviation behavior of a martingale is controlled by the predictable quadratic variation and a uniform upper bound for the…
An analogue of the Fourier transform will be introduced for all square integrable continuous martingale processes whose quadratic variation is deterministic. Using this transform we will formulate and prove a stochastic Heisenberg…
A continuous-time particle system on the real line satisfying the branching property and an exponential integrability condition is called a branching L\'evy process, and its law is characterized by a triplet $(\sigma^2,a,\Lambda)$. We…
We obtain a Bernstein type Gaussian concentration inequality for martingales. Our inequality improves the Azuma-Hoeffding inequality for moderate deviations $x$. Following the work of McDiarmid (1989), Talagrand (1996) and Boucheron, Lugosi…
Two scaling functions $\varphi_A$ and $\varphi_B$ for Parseval frame wavelets are algebraically isomorphic, $\varphi_A \simeq \varphi_B$, if they have matching solutions to their (reduced) isomorphic systems of equations. Let $A$ and $B$ be…
A normalized analytic function f is shown to be univalent in the open unit disk D if its second coefficient is sufficiently small and relates to its Schwarzian derivative through a certain inequality. New criteria for analytic functions to…
We present a unified approach to get explicit formulas for utility maximising strategies in Exponential Levy models. This approach is related to $f$-divergence minimal martingale measures and based on a new concept of preservation of the…
We study the two-parameter quadratic sieve for a general test function. We prove, under some very general assumptions, that the function considered by Barban and Vehov [BV68] and Graham [Gra78] for this problem is optimal up to and…
The fractional laplacian is an operator appearing in several evolution models where diffusion coming from a L\'evy process is present but also in the analysis of fluid interphases. We provide an extension of a pointwise inequality that…
We establish an explicit link between depth-3 formulas and one-sided approximation by depth-2 formulas, which were previously studied independently. Specifically, we show that the minimum size of depth-3 formulas is (up to a factor of n)…
We show that bilinear variational estimates of Do, Muscalu, and Thiele (arXiv:1009.5187) remain valid for a pair of general martingales with respect to the same filtration. Our result can also be viewed as an off-diagonal generalization of…