Related papers: A Markov-type inequality for arbitrary plane conti…
This paper considers a simulation-based estimator for a general class of Markovian processes and explores some strong consistency properties of the estimator. The estimation problem is defined over a continuum of invariant distributions…
When $A=3$, the positive integral solutions of the so-called Markoff equation $$M_A:x^2 + y^2 + z^2 = Axyz$$ can be generated from the single solution $(1,1,1)$ by the action of certain automorphisms of the hypersurface. Since Markoff's…
The Paouris inequality gives the large deviation estimate for Euclidean norms of log-concave vectors. We present a modified version of it and show how the new inequality may be applied to derive tail estimates of l_r-norms and suprema of…
We are continuing out studies of the so-called Markov inequalities with a majorant. Inequalities of this type provide a bound for the $k$-th derivative of an algebraic polynomial when the latter is bounded by a certain curved majorant…
Strong typicality and the Markov lemma have been used in the proofs of several multiterminal source coding theorems. Since these two tools can be applied to finite alphabets only, the results proved by them are subject to the same…
We prove new Bernstein and Markov type inequalities in $L^p$ spaces associated with the normal and the tangential derivatives on the boundary of a general compact $C^\alpha$-domain with $1\leq \alpha\leq 2$. These estimates are also applied…
The partial sum of the states of a Markov chain or more generally a Markov source is asymptotically normally distributed under suitable conditions. One of these conditions is that the variance is unbounded. A simple combinatorial…
In this paper we establish a large deviations type estimate for strongly mixing Markov chains with respect to the Lp norm. As applications we derive such estimates for the iterates of a locally constant random cocycle with mixed rank, as…
Let ${\cal P}_n^c$ denote the set of all algebraic polynomials of degree at most $n$ with complex coefficients. Let $$D^+ := \{z \in \mathbb{C}: |z| \leq 1, \, \, \Im(z) \geq 0\}$$ be the closed upper half-disk of the complex plane. For…
Let $\Omega=\{(x,y) \in \mathbb{R}^2 : |x|<y+1, \, x^2>4y\}$. We prove that the optimal exponent in Markov's inequality on $\Omega$ in $L^p$ norms is 4.
Makarov's principle relates three characteristics of Bloch functions that resemble the variance of a Gaussian: asymptotic variance, the constant in Makarov's law of iterated logarithm and the second derivative of the integral means spectrum…
A formula for the irregularity of abelian coverings of the projective plane is established and some applications are presented.
We prove $q$-variation estimates, $q>2$, on $\ell^{p}$ spaces for averages along primes (with $1<p<\infty$) and polynomials (with $\big| \frac1p - \frac12 \big| < \frac{1}{2(d+1)}$, where $d$ is the degree of the polynomial). This improves…
Let $V\subset\R^m$ be a convex body, symmetric about all coordinate hyperplanes, and let $\PP_{aV},\, a\ge 0$, be a set of all algebraic polynomials whose Newton polyhedra are subsets of $aV$. We prove a limit equality as $a\to \iy$ between…
For a convex domain K in the complex plane C, the well-known general Markov inequality asserting that a polynomial p of degree n ||p'|| < c(K) n^2 ||p|| holds. On the other hand for polynomials in general, ||p'|| can be arbitrarily small as…
Conditional independence and Markov properties are powerful tools allowing expression of multidimensional probability distributions by means of low-dimensional ones. As multidimensional possibilistic models have been studied for several…
We derive a moment formula for generalized fractional polynomial processes, i.e., for polynomial-preserving Markov processes time-changed by an inverse L\'evy-subordinator. If the time change is inverse $\alpha$-stable, the time-derivative…
We construct polynomial approximations of Dzjadyk type (in terms of the k-th modulus of continuity, $k \ge 1$) for analytic functions defined on a continuum E in the complex plane, which simultaneously interpolate at given points of E.…
This paper is devoted to study multifractal analysis of quotients of Birkhoff averages for countable Markov maps. We prove a variational principle for the Hausdorff dimension of the level sets. Under certain assumptions we are able to show…
The asymptotic variance is an important criterion to evaluate the performance of Markov chains, especially for the central limit theorems. We give the variational formulas for the asymptotic variance of discrete-time (non-reversible) Markov…