相关论文: Jump inequalities via real interpolation

We establish a quantitative bound on the entropy jump associated to the sum of independent, identically distributed (IID) radially symmetric random vectors having dimension greater than one. Following the usual approach, we first consider…

A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…

Certain previously known upper bounds on the moments of the norm of martingales in 2-smooth Banach spaces are improved. Some of these improvements hold even for sums of independent real-valued random variables. Applications to concentration…

The paper is a continuation of our paper [12,2], and it studies functional inequalities for non-local Dirichlet forms with finite range jumps or large jumps. Let $\alpha\in(0,2)$ and $\mu_V(dx)=C_Ve^{-V(x)}\,dx$ be a probability measure. We…

In this paper, we will study concentration inequalities for Banach space-valued martingales. Firstly, we prove that a Banach space $X$ is linearly isomorphic to a $p$-uniformly smooth space ($1<p\leq 2$) if and only if an Azuma-type…

We give a bare-hands approach to the martingale representation theorem for integer valued random measures, which allows for a wide class of infinite activity jump processes, as well as all processes with well-ordered jumps.

In this paper we establish uniform oscillation estimates on $L^p(X)$ with $p\in(1,\infty)$ for the polynomial ergodic averages. This result contributes to a certain problem about uniform oscillation bounds for ergodic averages formulated by…

We study asymptotic jumping numbers for graded sequences of ideals, and show that every such invariant is computed by a suitable real valuation of the function field. We conjecture that every valuation that computes an asymptotic jumping…

This paper is devoted to the study of $\Phi$-moment inequalities for noncommutative martingales. In particular, we prove the noncommutative $\Phi$-moment analogues of martingale transformations, Stein's inequalities, Khintchine's…

Maximal inequalities refer to bounds on expected values of the supremum of averages of random variables over a collection. They play a crucial role in the study of non-parametric and high-dimensional estimators, and especially in the study…

We study existence of probability measure valued jump-diffusions described by martingale problems. We develop a simple device that allows us to embed Wasserstein spaces and other similar spaces of probability measures into locally compact…

We prove the uniform oscillation and jump inequalities for the polynomial ergodic averages modeled over multi-dimensional subset of primes. These inequalities provide endpoints for the $r$-variational estimates obtained by Trojan…

We extend some sharp inequalities for martingale-differences to general multiplicative systems of random variables. The key ingredient in the proofs is a technique reducing the general case to the case of Rademacher random variables without…

This paper is devoted to studying the extrapolation theory of Rubio de Francia on general function spaces. We present endpoint extrapolation results including $A_1$, $A_p$, and $A_\infty$ extrapolation in the context of Banach function…

Motivated by recent applications of weighted norm inequalities to maximal regularity of first and second order Cauchy problems, we study real interpolation spaces on the basis of general Banach function spaces and, in particular, weighted…

In this paper, local linear estimators are adapted for the unknown infinitesimal coefficients associated with continuous-time asset return model with jumps, which can correct the bias automatically due to their simple bias representation.…

We exhibit a large class of symbols $m$ on $\R^d$, $d\geq 2$, for which the corresponding Fourier multipliers $T_m$ satisfy the following inequality. If $D$, $E$ are measurable subsets of $\R^d$ with $E\subseteq D$ and $|D|<\infty$, then $$…

We study Fourier multipliers which result from modulating jumps of L\'evy processes. Using the theory of martingale transforms we prove that these operators are bounded in $L^p(\Rd)$ for $1<p<\infty$ and we obtain the same explicit bound…

Polynomial jump-diffusions constitute a class of tractable stochastic models with wide applicability in areas such as mathematical finance and population genetics. We provide a full parameterization of polynomial jump-diffusions on the unit…

We derive inequalities for time-discrete and time-continuous martingales that are similar to the well-known Burkholder inequalities. For the time-discrete case arbitrary martingales in $L^p(\Omega)$ are treated, whereas in the…