相关论文: Jump inequalities via real interpolation

We study multiple sampling and interpolation problems with unbounded multiplicities in the weighted Bergman space, both in the hilbertian case p = 2 and the uniform case p = +$\infty$.

We prove embeddings and identities for real interpolation spaces between mixed Lorentz spaces. This partly relies on Minkowski's (reverse) integral inequality in Lorentz spaces $L^{p,r}(X)$ under optimal assumptions on the exponents…

We study the random variables (r.v.) with values in the so-called mixed (anisotropic) Lebesgue-Riesz spaces: formulate the sufficient conditions for belonging of the r.v. to these spaces, estimate the tail of norms distribution, especially…

We extend the theory of Rubio de Francia extrapolation, including off-diagonal, limited range, and $A_{\infty}$ extrapolation, to the weighted variable Lebesgue spaces. As a consequence we are able to show that a number of different…

In Euclidean space there is a trivial upper bound on the maximum length of a compound "walk" built up of variable-length jumps, and a considerably less trivial lower bound on its minimum length. The existence of this non-trivial lower bound…

It is a widely used method, for instance in perturbation theory, to associate with a given C0-semigroup its so-called interpolation and extrapolation spaces. In the model case of the shift semigroup acting on L^2(R), the resulting chain of…

Our main result is an abstract good-$\lambda$ inequality that allows us to consider three self-improving properties related to oscillation estimates in a very general context. The novelty of our approach is that there is one principle…

This paper provides an overview of interpolation of Banach and Hilbert spaces, with a focus on establishing when equivalence of norms is in fact equality of norms in the key results of the theory. (In brief, our conclusion for the Hilbert…

We generalize a famous tail Doob's inequality, relative two non-negative random variables, arising in the martingale theory, in two directions: on the more general source data and on the random variables belonging to the so-called Grand…

Given an It\^o semimartingale $X$, its Markovian projection is an It\^o semimartingale $\widehat{X}$, with Markovian differential characteristics, that matches the one-dimensional marginal laws of $X$. One may even require certain…

Many dynamical systems, from quantum many-body systems to evolving populations to financial markets, are described by stochastic processes. Parameters characterizing such processes can often be inferred using information integrated over…

This work develops Monte Carlo Euler adaptive time stepping methods for the weak approximation problem of jump diffusion driven stochastic differential equations. The main result is the derivation of a new expansion for the omputational…

We study here the error of numerical integration on metric measure spaces adapted to a decomposition of the space into disjoint subsets. We consider both the error for a single given function, and the worst case error for all functions in a…

We study the norm derivatives in the context of Birkhoff-James orthogonality in real Banach spaces. As an application of this, we obtain a complete characterization of the left-symmetric points and the right-symmetric points in a real…

In this article we prove martingale type pointwise convergence theorems pertaining to tensor product splines defined on $d$-dimensional Euclidean space ($d$ is a positive integer), where conditional expectations are replaced by their…

Let $\pi$ be a permutation of $\{1,2,\ldots,n\}$. If we identify a permutation with its graph, namely the set of $n$ dots at positions $(i,\pi(i))$, it is natural to consider the minimum $L^1$ (Manhattan) distance, $d(\pi)$, between any…

For a Hilbert space valued martingale $(f_n)$ and an adapted sequence of positive random variables $(w_n)$, we show the weighted Davis type inequality \[ \mathbb{E} \Bigl( |f_0| w_0 + \frac{1}{4} \sum_{n=1}^{N} \frac{|df_n|^2}{f^*_n} w_n…

A new integral with respect to an integer-valued random measure is introduced. In contrast to the finite variation integral ubiquitous in semimartingale theory (Jacod and Shiryaev, 2003, II.1.5), the new integral is closed under stochastic…

The note is devoted to estimates for convolutions appearing in some class of stochastic Volterra equations. Two maximal inequalities and exponential tail estimate are proved by the fractional method of infinite dimensional stochastic…

The martingale method is used to establish concentration inequalities for a class of dependent random sequences on a countable state space, with the constants in the inequalities expressed in terms of certain mixing coefficients. Along the…