相关论文: Applications of pathwise Burkholder-Davis-Gundy in…

We derive simple concentration inequalities for bounded random vectors, which generalize Hoeffding's inequalities for bounded scalar random variables. As applications, we apply the general results to multinomial and Dirichlet distributions…

The convective Brinkman-Forchheimer equations (CBFEs) \[ \frac{\partial \boldsymbol{X}}{\partial t} - \mu \Delta\boldsymbol{X} + (\boldsymbol{X}\cdot\nabla)\boldsymbol{X} + \alpha\boldsymbol{X} + \beta|\boldsymbol{X}|^{r-1}\boldsymbol{X} +…

Matrix Factorization is a popular non-convex optimization problem, for which alternating minimization schemes are mostly used. They usually suffer from the major drawback that the solution is biased towards one of the optimization…

The main objective of this paper is to obtain generalization of some Gruss-type inequalities in case of functional bounds by using a generalized Katugampola fractional integral.

Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…

We consider multiple stochastic integrals with respect to c\`adl\`ag martingales, which approximate a cylindrical Wiener process. We define a chaos expansion, analogous to the case of multiple Wiener stochastic integrals, for these…

By using stochastic analysis, two probability versions of Li-Yau type inequalities are established for diffusion semigroups on a manifold possibly with (non-convex) boundary. The inequalities are explicitly given by the Bakry-Emery…

In a recent survey, Schmidt compiled equivalences between generalized bent functions, group invariant Butson Hadamard matrices, and abelian splitting relative difference sets. We establish a broader network of equivalences by considering…

We study stability estimates for the almost extremal functions associated with the $L^p$-bound for the real and imaginary parts of the Beurling-Ahlfors operator. The proof exploits probabilistic methods and rests on analogous results for…

We demonstrate how path integrals often used in problems of theoretical physics can be adapted to provide a machinery for performing Bayesian inference in function spaces. Such inference comes about naturally in the study of inverse…

This paper considers a forward BSDE driven by a random measure, when the underlying forward process X is special semimartingale, or even more generally, a special weak Dirichlet process. Given a solution (Y, Z, U), generally Y appears to be…

A systematic method is given for obtaining consistent approximations to the Schwinger-Dyson(SD) and Bethe-Salpeter(BS) equations which maintain the external gauge invariance. We show that for any order of approximation to the SD equation…

In this paper, new sharpened Huygens type inequalities involving Bessel and modified Bessel functions of the first kinds are established

A counterpart of the famous Bessel's inequality for orthornormal families in real or complex inner product spaces is given. Applications for some Gruss type inequalities are also provided.

This paper studies the following weighted, fractional Bernstein inequality for spherical polynomials on $\sph$: \begin{equation}\label{4-1-TD-ab} \|(-\Delta_0)^{r/2} f\|_{p,w}\leq C_w n^{r} \|f\|_{p,w}, \ \ \forall f\in \Pi_n^d,…

The paper is devoted to establishing some general exponential inequalities for supermartingales. The inequalities improve or generalize many exponential inequalities of Bennett, Freedman, de la Pe\~{n}a, Pinelis and van de Geer. Moreover,…

Directed acyclic graphs (DAGs) are commonly used to model causal relationships among random variables. In general, learning the DAG structure is both computationally and statistically challenging. Moreover, without additional information,…

It is shown that the Bellman function method can be applied to study the $L^p$-norms of general operators on martingales, i.e., of operators that are not necessarily martingale transforms. Informally, we provide a single Bellman-type…

Simple inequalities are established for some integrals involving the modified Bessel functions of the first and second kind. In most cases these inequalities are tight in certain limits. As a consequence, we deduce a tight double…

We describe the Bellman function technique for proving sharp inequalities in harmonic analysis. To provide an example along with historical context, we present how it was originally used by Donald Burkholder to prove $L^p$ boundedness of…