相关论文: Tail spaces estimates on Hamming cube and Bernstei…
In this paper non-asymptotic exponential and moment estimates are derived for tail of distribution for discrete time martingale and martingale transform by means of martingale differences in the terms of moments and tails of distributions…
This survey discusses the classical Bernstein and Markov inequalities for the derivatives of polynomials, as well as some of their extensions to general sets.
We prove tail estimates for variables $\sum_i f(X_i)$, where $(X_i)_i$ is the trajectory of a random walk on an undirected graph (or, equivalently, a reversible Markov chain). The estimates are in terms of the maximum of the function $f$,…
We construct a Banach rearrangement invariant norm on the measurable space for which the finiteness of this norm for measurable function (random variable) is equivalent to suitable tail (heavy tail and light tail) behavior. We investigate…
In our recent research endeavors, we have delved into the realm of tail bounds problems concerning bivariate random tensor means. In this context, tensors are treated as finite-dimensional operators. However, the longstanding challenge of…
We characterize the UMD property of a Banach space by tail inequalities for maximal functions of tangent conditionally symmetric processes. More precisely, we prove that a Banach space $V$ is UMD if and only if for some (equivalently, for…
We study Birkhoff-James orthogonality of compact (bounded) linear operators between Hilbert spaces and Banach spaces. Applying the notion of semi-inner-products in normed linear spaces and some related geometric ideas, we generalize and…
In this paper we present a tail inequality for the maximum of partial sums of a weakly dependent sequence of random variables that are not necessarily bounded. The class considered includes geometrically and subgeometrically strongly mixing…
This note provides some new inequalities and approximations for beta distributions, including tail inequalities, exponential inequalities of Hoeffding and Bernstein type, Gaussian inequalities and approximations.
Associated to any finite metric space are a large number of objects and quantities which provide some degree of structural or geometric information about the space. In this paper we show that in the setting of subsets of weighted Hamming…
Similar to ordinary differential equations, rough paths and rough differential equations can be formulated in a Banach space setting. For $\alpha\in (1/3,1/2)$, we give criteria for when we can approximate Banach space-valued weakly…
Let $V$ be a symmetric convex body in $\R^m$. We prove sharp Bernstein-type inequalities for entire functions of exponential type with the spectrum in $V$ and discuss certain properties of the extremal functions. Markov-type inequalities…
Recent reverses for the discrete generalised triangle inequality and its continuous version for vector-valued integrals in Banach spaces are surveyed. New results are also obtained. Particular instances of interest in Hilbert spaces and for…
Let $X$ be a space of homogeneous type and let $L$ be a sectorial operator with bounded holomorphic functional calculus on $L^2(X)$. We assume that the semigroup $\{e^{-tL}\}_{t>0}$ satisfies Davies-Gaffney estimates. In this paper, we…
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…
We introduce a Markov product structure for multivariate tail dependence functions, building upon the well-known Markov product for copulas. We investigate algebraic and monotonicity properties of this new product as well as its role in…
We introduce a parabolic version of the so-called John-Nirenberg space that is a generalization of functions of parabolic bounded mean oscillation. Parabolic John-Nirenberg inequalities, which give weak type estimates for the oscillation of…
Ideals of polynomials and multilinear operators between Banach spaces have been exhaustively investigated in the last decades. In this paper, we introduce a unified (and more general) approach and propose some lines of investigation in this…
In this work, we discuss generalizations of the classical Bernstein and Markov type inequalities for polynomials and we present some new inequalities for the $k$th Fr\'echet derivative of homogeneous polynomials on real and complex…
In this article, we establish Hoeffding's inequality for bounded Lipschitz functions of a class of not necessarily irreducible Markov models. The result complements the existing literature on this topic where Hoeffding's inequality for…