Related papers: Moment inequalities for U-statistics
Time averaging of weak values using the quantum transition path time probability distribution enables us to establish a general uncertainty principle for the weak values of two not necessarily Hermitian operators. This new principle is a…
This paper is concerned with general $n\times n$ upper triangular operator matrices with given diagonal entries. We characterize perturbations of the left (right) essential spectrum, the essential spectrum, as well as the left (right) the…
We establish sharp-in-time kernel and dispersive estimates for the Schr\"odinger equation on non-compact Riemannian symmetric spaces of any rank. Due to the particular geometry at infinity and the Kunze-Stein phenomenon, these properties…
We consider a monotone increasing operator in an ordered Banach space having $u_-$ and $u_+$ as a strong super- and subsolution, respectively. In contrast with the well studied case $u_+ < u_-$, we suppose that $u_- < u_+$. Under the…
We prove conditional asymptotic normality of a class of quadratic U-statistics that are dominated by their degenerate second order part and have kernels that change with the number of observations. These statistics arise in the construction…
We prove new inequalities and equalities for the generalized and the joint spectral radius (and their essential versions) of Hadamard (Schur) geometric means of bounded sets of positive kernel operators on Banach function spaces. In the…
Existing concentration bounds for bounded vector-valued random variables include extensions of the scalar Hoeffding and Bernstein inequalities. While the latter is typically tighter, it requires knowing a bound on the variance of the random…
Let $(X_i, \mathcal{F}_i)_{i\geq1}$ be a martingale difference sequence in a smooth Banach space. Let $S_n=\sum_{i=1}^nX_i, n\geq 1,$ be the partial sums of $(X_i, \mathcal{F}_i)_{i\geq 1}$. We give upper bounds on the quantity…
We consider linear time invariant systems with exogenous stochastic disturbances, and in feedback with structured stochastic uncertainties. This setting encompasses linear systems with both additive and multiplicative noise. Our concern is…
We establish a strong Gaussian approximation for high-dimensional non-degenerate U-statistics with diverging dimension. Under mild assumptions, we construct, on a sufficiently rich probability space, a Gaussian process that uniformly…
This paper provides new summation inequalities in both single and double forms to be used in stability analysis of discrete-time systems with time-varying delays. The potential capability of the newly derived inequalities is demonstrated by…
In this paper, we develop a general machinery for finding explicit uniform probability and moment bounds on sub-additive positive functionals of random processes. Using the developed general technique, we derive uniform bounds on the…
We study the complexity of Banach space valued integration in the randomized setting. We are concerned with $r$-times continuously differentiable functions on the $d$-dimensional unit cube $Q$, with values in a Banach space $X$, and…
We derive explicit Bernstein-type and Bennett-type concentration inequalities for matrix-valued martingale processes with unbounded observations from the Hermitian space $\mathbb{H}(d)$. Specifically, we assume that the…
We prove a uniform functional law of the logarithm for the local empirical process. To accomplish this we combine techniques from classical and abstract empirical process theory, Gaussian distributional approximation and probability on…
We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…
We use a Harnack-type inequality on exit times and spectral bounds to characterize upper bounds of the heat kernel associated with any regular Dirichlet form without killing part, where the scale function may vary with position. We further…
We prove new inequalities for the essential generalized and the essential joint spectral radius of Hadamard (Schur) weighted geometric means of bounded sets of infinite nonnegative matrices that define operators on suitable Banach sequence…
Assuming that a threshold Ornstein-Uhlenbeck process is observed at discrete time instants, we propose generalized moment estimators to estimate the parameters. Our theoretical basis is the celebrated ergodic theorem. To use this theorem we…
In this paper we prove multilevel concentration inequalities for bounded functionals $f = f(X_1, \ldots, X_n)$ of random variables $X_1, \ldots, X_n$ that are either independent or satisfy certain logarithmic Sobolev inequalities. The…