Order law of large numbers of the Marcinkiewicz–Zygmund type

The order law of large numbers of the Marcinkiewicz–Zygmund type is established for random variables on Banach lattices. Similar results are also obtained for the maximum scheme.     

Marcinkiewicz–Zygmund type results in multivariate domains

We investigate Marcinkiewicz–Zygmund type inequalities for multivariate polynomials on various compact domains in \({\mathbb{R}^d}\). These inequalities provide a basic tool for the discretization of the L ^p norm and are widely used in the study of the convergence properties of Fourier series, interpolation processes and orthogonal expansions. Recently Marcinkiewicz–Zygmund type inequalities were verified for univariate polynomials for the general class of doubling weights, and for multivariate polynomials on the ball and sphere with doubling weights. The main goal of the present paper is to extend these considerations to more general multidimensional domains, which in particular include polytopes, cones, spherical sectors, toruses, etc. Our approach will rely on application of various polynomial inequalities, such as Bernstein–Markov, Schur and Videnskii type estimates, and also using symmetry and rotation in order to generate results on new domains.     

The von Bahr–Esseen moment inequality for pairwise independent random variables and applications

In the paper, we generalize the von Bahr–Esseen moment inequality from independent random variables to pairwise independent random variables. As the applications, the moment convergence, the complete convergence and the strong law of large numbers are established for pairwise independent random variables.     

Optimal constants in the Marcinkiewicz–Zygmund inequalities

We give the optimal constants in the Marcinkiewicz–Zygmund inequalities for symmetric summands. As an application we substantially improve the estimates of Ren and Liang (2001) in the Marcinkiewicz–Zygmund–Hölder inequality and identify the best possible constants in the symmetric case.     

A Refinement of the Kolmogorov–Marcinkiewicz–Zygmund Strong Law of Large Numbers

Let {X _n ; n≥1} be a sequence of independent copies of a real-valued random variable X and set S _n =X ₁+???+X _n , n≥1. This paper is devoted to a refinement of the classical Kolmogorov–Marcinkiewicz–Zygmund strong law of large numbers. We show that for 0<p<2,

$\sum_{n=1}^{\infty}\frac{1}{n}\biggl(\frac{|S_{n}|}{n^{1/p}}\biggr)<\infty\quad \mbox{almost surely}$

if and only if

$\begin{cases}\mathbb{E}|X|^{p}<\infty &; \mbox{if }0 < p < 1,\\\mathbb{E}X=0,\ \sum_{n=1}^{\infty}\frac{|\mathbb{E}XI\{|X|\leq n\}|}{n}<\infty,\mbox{ and }\\\sum_{n=1}^{\infty}\frac{\int_{\min\{u_{n},n\}}^{n}\mathbb{P}(|X|>t)\,dt}{n}<\infty &; \mbox{if }p = 1,\\\mathbb{E}X=0\mbox{ and }\int_{0}^{\infty}\mathbb{P}^{1/p}(|X|>t)\,dt<\infty,&;\mbox{if }1 < p < 2,\end{cases}$

where \(u_{n}=\inf \{t:~\mathbb{P}(|X|>t)<\frac{1}{n}\}\), n≥1. Versions of the above result in a Banach space setting are also presented. To establish these results, we invoke the remarkable Hoffmann-Jørgensen (Stud. Math. 52:159–186, 1974) inequality to obtain some general results for sums of the form \(\sum_{n=1}^{\infty}a_{n}\|\sum_{i=1}^{n}V_{i}\|\) (where {V _n ; n≥1} is a sequence of independent Banach-space-valued random variables, and a _n ≥0, n≥1), which may be of independent interest, but which we apply to \(\sum_{n=1}^{\infty}\frac{1}{n}(\frac{|S_{n}|}{n^{1/p}})\).

     

A functional generalization of the Cauchy–Schwarz inequality and some subclasses

In this work, a functional generalization of the Cauchy–Schwarz inequality is presented for both discrete and continuous cases and some of its subclasses are then introduced. It is also shown that many well-known inequalities related to the Cauchy–Schwarz inequality are special cases of the inequality presented.     

On the Marcinkiewicz–Zygmund law of large numbers in Banach lattices

We strengthen the well-known Marcinkiewicz–Zygmund law of large numbers in the case of Banach lattices. Examples of applications to empirical distributions are presented.     

Asymptotic normality of the Parzen–Rosenblatt density estimator for strongly mixing random fields

We prove the asymptotic normality of the kernel density estimator (introduced by Rosenblatt, Proc Natl Acad Sci USA 42:43–47, 1956 and Parzen, Ann Math Stat 33:1965–1976, 1962) in the context of stationary strongly mixing random fields. Our approach is based on the Lindeberg’s method rather than on Bernstein’s small-block-large-block technique and coupling arguments widely used in previous works on nonparametric estimation for spatial processes. Our method allows us to consider only minimal conditions on the bandwidth parameter and provides a simple criterion on the strong mixing coefficients which do not depend on the bandwidth.     

Marcinkiewicz–Zygmund Strong Laws for Infinite Variance Time Series

We study rate of convergence in the strong law of large numbers for finite and infinite variance time series in both contexts of weak and strong dependence.     

A generalization of Chebyshev’s inequality for Hilbert-space-valued random elements

We obtain a new generalization of Chebyshev’s inequality for random vectors. Then we extend this result to random elements taking values in a separable Hilbert space.     

On the Poincaré inequality for vector fields

We prove the Poincaré inequality for vector fields on the balls of the control distance by integrating along subunit paths. Our method requires that the balls are representable by means of suitable “controllable almost exponential maps”. Both authors were partially supported by the University of Bologna, funds for selected research topics.     

A class of Dantzig–Wolfe type decomposition methods for variational inequality problems

We consider a class of decomposition methods for variational inequalities, which is related to the classical Dantzig–Wolfe decomposition of linear programs. Our approach is rather general, in that it can be used with certain types of set-valued or nonmonotone operators, as well as with various kinds of approximations in the subproblems of the functions and derivatives in the single-valued case. Also, subproblems may be solved approximately. Convergence is established under reasonable assumptions. We also report numerical experiments for computing variational equilibria of the game-theoretic models of electricity markets. Our numerical results illustrate that the decomposition approach allows to solve large-scale problem instances otherwise intractable if the widely used PATH solver is applied directly, without decomposition.     

A refinement of the right-hand side of the Hermite–Hadamard inequality for simplices

Aequationes mathematicae - We establish a new refinement of the right-hand side of the Hermite–Hadamard inequality for simplices, based on the average values of a convex function over the...     

Marcinkiewicz–Zygmund inequalities and the numerical approximation of singular integrals for exponential weights: methods,results and open problems,some new,some old

In this short article, we explore some methods, results and open problems dealing with weighted Marcinkiewicz–Zygmund inequalities as well as the numerical approximation of integrals for exponential weights on the real line and on finite intervals of the line. The problems posed are based primarily on ongoing work of the author and his collaborators and were presented at the November 2001 Oberwolfach workshop: ‘Numerical integration and Complexity’.     

Levitin–Polyak well-posedness for parametric quasivariational inequality problem of the Minty type

In this paper, we introduce the notions of Levitin?CPolyak (LP) well-posedness and Levitin?CPolyak well-posedness in the generalized sense, for a parametric quasivariational inequality problem of the Minty type. Metric characterizations of LP well-posedness and generalized LP well-posedness, in terms of the approximate solution sets are presented. A parametric gap function for the quasivariational inequality problem is introduced and an equivalence relation between LP well-posedness of the parametric quasivariational inequality problem and that of the related optimization problem is obtained.     

Sharp Hardy–Leray inequality for axisymmetric divergence-free fields

We show that the sharp constant in the classical n-dimensional Hardy–Leray inequality can be improved for axisymmetric divergence-free fields, and find its optimal value. The same result is obtained for n = 2 without the axisymmetry assumption.     

An improvement of the Hasse–Weil–Serre bound for curves over some finite fields

The Hasse–Weil–Serre bound is improved for low genus curves over finite fields with discriminant from $\{-3,-4,-7,-8\}$ by studying maximal and minimal curves.     

Stability of some versions of the Prékopa–Leindler inequality

Two consequences of the stability version of the one dimensional Prékopa–Leindler inequality are presented. One is the stability version of the Blaschke–Santaló inequality, and the other is a stability version of the Prékopa– Leindler inequality for even functions in higher dimensions, where a recent stability version of the Brunn–Minkowski inequality is also used in an essential way.