Relations between moduli of smoothness of the derivatives of a function and those of the function itself are investigated. The results are for and for 0 < p < ∞ using the moduli of smoothness and respectively.
We study higher-order moment measures of heavy-tailed renewal models, including a renewal point process with heavy-tailed inter-renewal distribution and its continuous analog, the occupation measure of a heavy-tailed Lévy subordinator. Our results reveal that the asymptotic structure of such moment measures are given by explicit power-law density functions. The same power-law densities appear naturally as cumulant measures of certain Poisson and Gaussian stochastic integrals. This correspondence...
We investigate the problem of approximation of measurable multifunctions by monotone sequences of measurable simple ones. Our main tool is the Marczewski function, i.e., the characteristic function of a sequence of sets.
We consider the space Cn of convex functions u defined in Rn with values in R ∪ {∞}, which are lower semi-continuous and such that lim|x| } ∞ u(x) = ∞. We study the valuations defined on Cn which are invariant under the composition with rigid motions, monotone and verify a certain type of continuity. We prove integral representations formulas for such valuations which are, in addition, simple or homogeneous.
This paper is an informal presentation of material from [28]–[34]. The monotone envelopes of a function, including the level function, are introduced and their properties are studied. Applications to norm inequalities are given. The down space of a Banach function space is defined and connections are made between monotone envelopes and the norms of the down space and its dual. The connection is shown to be particularly close in the case of universally rearrangement invariant spaces. Next, two equivalent...
We show here that a wide class of integral inequalities concerning functions on can be obtained by purely combinatorial methods. More precisely, we obtain modulus of continuity or other high order norm estimates for functions satisfying conditions of the type where and are monotone increasing functions of .Several applications are also derived. In particular these methods are shown to yield a new condition for path continuity of general stochastic processes
The author gives a new simple proof of monotonicity of the generalized extended mean values introduced by F. Qi.