Related papers: Some remarks on Davis inequality for biparameter f…
This paper is devoted to the study of quantitative weighted norm estimates for martingale square functions in both scalar-weighted and matrix-weighted settings. In particular, we introduce the martingale square functions $S_W$ via matrix…
In this paper we study the homogenization of the Dirichlet problem for the Stokes equations in a perforated domain with multiple microstructures. First, under the assumption that the interface between subdomains is a union of Lipschitz…
In this paper we deduce a formula for the fractional Laplace operator $(-\Delta)^{s}$ on radially symmetric functions useful for some applications. We give a criterion of subharmonicity associated with $(-\Delta)^{s}$, and apply it to a…
For a polynomial $f(x)\in \mathbb Z[x]$ we study an analogue of Jacobsthal function, defined by the formula \[ j_f(N)=\max_{m}\{\text{For some } x\in \mathbb N \text{ the inequality } (x+f(i),N)>1 \text{ holds for all }i\leq m\}. \] We…
Dual feasible functions (DFFs) have been used to provide bounds for standard packing problems and valid inequalities for integer optimization problems. In this paper, the connection between general DFFs and a particular family of…
An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…
The relation between rate distortion function (RDF) and Bayesian filtering theory is discussed. The relation is established by imposing a causal or realizability constraint on the reconstruction conditional distribution of the RDF, leading…
This work is concerned with the theory of initial and progressive enlargements of a reference filtration F with a random time {\tau}. We provide, under an equivalence assumption, slightly stronger than the absolute continuity assumption of…
In this paper we obtain a martingale representation theorem in the progressive enlargement $\mathbb{G}$ by a random time $\tau$ of the filtration $\mathbb{F}^L$ generated by a L\'evy process $L$. The assumptions on the random time are that…
This paper proves comparison principles for elliptic PDE involving the Finsler infinity Laplacian, a second-order differential operator with discontinuities in the gradient variable arising in $L^{\infty}$-variational problems and…
Let Mf denote the strong maximal function of f on R^n, that is the maximal average of f with respect to n-dimensional rectangles with sides parallel to the coordinate axes. For any dimension n>1 we prove the natural endpoint Fefferman-Stein…
Let $Sf$ be a discrete martingale square function. Then, for any set $V$ of positive probability, we have $\mathbb{E} S(\mathbf{1}_V)^2 \geq \eta \mathbb{P}(V)$ for an absolute constant $\eta >0$. We extend this to wavelet square functions,…
The Fisher information matrix (FM) plays an important role in forecasts and inferences in many areas of physics. While giving fast parameter estimation with the Gaussian likelihood approximation in the parameter space, the FM can only give…
In this paper, we first present simple proofs of Choi's results [4], then we give a short alternative proof for Fiedler and Markham's inequality [6]. We also obtain additional matrix inequalities related to partial determinants.
We investigate convergence of martingales adapted to a given filtration of finite $\sigma$-algebras. To any such filtration we associate a canonical metrizable compact space $K$ such that martingales adapted to the filtration can be…
We discuss a parameter estimation problem using quantum decoherece in the double-slit interferometer. We consider a particle coupled to a massive scalar field after the particle passing through the double slit and solve the dynamics…
We propose a decomposition framework for the parallel optimization of the sum of a differentiable (possibly nonconvex) function and a (block) separable nonsmooth, convex one. The latter term is usually employed to enforce structure in the…
For a real-valued non-negative and log-concave function we introduce a notion of difference function; the difference function represents a functional analog on the difference body of a convex body. We prove a sharp inequality which bounds…
{Consider a c\`adl\`ag local martingale $M$ with square brackets $[M]$. In this paper, we provide upper and lower bounds for expectations of the type ${\mathbb E} [M]^{q/2}_{\tau}$, for any stopping time $\tau$ and $q\ge 2$, in terms of…
This manuscript is dedicated to prove a new inequality that involves an important case of Leibniz rule regarding Riemann-Liouville and Caputo fractional derivatives of order $\alpha\in(0,1)$. In the context of partial differential…