Related papers: Some remarks on Davis inequality for biparameter f…
Consider additive functionals of a Markov chain $W_k$, with stationary (marginal) distribution and transition function denoted by $\pi$ and $Q$, say $S_n=g(W_1)+...+g(W_n)$, where $g$ is square integrable and has mean 0 with respect to…
Inspired by a conjecture of Vladimir Maz'ya on $\Phi$-inequalities in the spirit of Bourgain and Brezis, we establish some $\Phi$-inequalities for fractional martingale transforms. These inequalities may be thought of as martingale models…
According to V.P.Potapov, a classical interpolation problem can be reformulated in terms of a so-called Fundamental Matrix Inequality (FMI). To show that every solution of the FMI satisfies the interpolation problem, we usualy have to…
This paper considers a fractional programming problem (P) which minimizes a ratio of quadratic functions subject to a two-sided quadratic constraint. As is well-known, the fractional objective function can be replaced by a parametric family…
The data-processing inequality, that is, $I(U;Y) \le I(U;X)$ for a Markov chain $U \to X \to Y$, has been the method of choice for proving impossibility (converse) results in information theory and many other disciplines. Various…
We identify the linear space spanned by the real-valued excessive functions of a Markov process with the set of those functions which are quasimartingales when we compose them with the process. Applications to semi-Dirichlet forms are…
We look at various questions related to filtrations in $p$-adic Hodgetheory, using a blend of building and Tannakian tools. Specifically,Fontaine and Rapoport used a theorem of Laffaille on filtered isocrystalsto establish a converse of…
We present an elementary treatment of the Optional Decomposition Theorem for continuous semimartingales and general filtrations. This treatment does not assume the existence of equivalent local martingale measure(s), only that of strictly…
Position and momentum representations of a wavefunction $\psi(x)$ and $\phi(p)$, respectively are physically equivalent yet mathematically in a given case one may be easier or more transparent than the other. This disparity may be so much…
The infinite many symmetries of Davey-Stewartson (DS) system are closely connected to the integrable deformations of surfaces in a four-dimensional space. In this paper, we give a direct algorithm to construct the expression of the DS…
We show that the Christoffel function (CF) factorizes (or can be disintegrated) as the product of two Christoffel functions, one associated with the marginal and the another related to the conditional distribution, in the spirit of "the CF…
The connection between forward backward doubly stochastic differential equations and the optimal filtering problem is established without using the Zakai's equation. The solutions of forward backward doubly stochastic differential equations…
Functions that satisfy the Hadamard Fisher Inequalities also satisfy Newton's Inequalities
Let $\mathcal{A}(p)$ be the class consisting of functions $f$ that are holomorphic in $\ID\setminus \{p\}$, $p\in (0,1)$ possessing a simple pole at the point $z=p$ with nonzero residue and normalized by the condition $f(0)=0=f'(0)-1$. In…
We consider a family of Caffarelli-Kohn-Nirenberg interpolation inequalities and weighted logarithmic Hardy inequalities which have been obtained recently as a limit case of the first ones. We discuss the ranges of the parameters for which…
Let $A$ and $ B$ be $n\times n$ positive definite complex matrices, let $\sigma$ be a matrix mean, and let $f : [0,\infty)\to [0,\infty)$ be a differentiable convex function with $f(0)=0$. We prove that $$f^{\prime}(0)(A \sigma B)\leq…
In this paper we consider a generalized version of Carleman's inequality. An equivalent version of it states that $\|f\|_{A_\alpha^{2\alpha}}\leq\|f\|_{H^2}$, where $f$ is a holomorphic function and $\alpha>1$. If the norms…
Filter convergence of vector lattice-valued measures is considered, in order to deduce theorems of convergence for their decompositions. First the $\sigma$-additive case is studied, without particular assumptions on the filter; later the…
The Griffiths inequalities for Ising spin-glass models with Gaussian randomness of non-vanishing mean are proved using properties of the Gaussian distribution and gauge symmetry of the system. These inequalities imply that correlation…
We prove inequalities involving noncommutative differentially subordinate martingales. More precisely, we prove that if $x$ is a self-adjoint noncommutative martingale and $y$ is weakly differentially subordinate to $x$ then $y$ admits a…