Integral criteria for transportation-cost inequalities.
Interolation, Correlation Identities, and Inequalities for Infinitely Divisible Variables.
Interpolated inequalities between exponential and Gaussian, Orlicz hypercontractivity and isoperimetry.
We introduce and study a notion of Orlicz hypercontractive semigroups. We analyze their relations with general F-Sobolev inequalities, thus extending Gross hypercontractivity theory. We provide criteria for these Sobolev type inequalities and for related properties. In particular, we implement in the context of probability measures the ideas of Maz'ja's capacity theory, and present equivalent forms relating the capacity of sets to their measure. Orlicz hypercontractivity efficiently describes the...
Invariance of relative inverse function orderings under compositions of distributions
Bartoszewicz and Benduch (2009) applied an idea of Lehmann and Rojo (1992) to a new setting and used the GTTT transform to define invariance properties and distances of some stochastic orders. In this paper Lehmann and Rojo's idea is applied to the class of models which is based on distributions which are compositions of distribution functions on [0,1] with underlying distributions. Some stochastic orders are invariant with respect to these models.
Isoperimetric problem for uniform enlargement
We consider an isoperimetric problem for product measures with respect to the uniform enlargement of sets. As an example, we find (asymptotically) extremal sets for the infinite product of the exponential measure.
Joint weak hazard rate order under non-symmetric copulas
A weak version of the joint hazard rate order, useful to stochastically compare not independent random variables, has been recently defined and studied in [4]. In the present paper, further results on this order are proved and discussed. In particular, some statements dealing with the relationships between the jointweak hazard rate order and other stochastic orders are generalized to the case of non symmetric copulas, and its relations with some multivariate aging notions (studied in [2]) are presented....
Józef Marcinkiewicz (1910-1940) - on the centenary of his birth
Józef Marcinkiewicz’s (1910-1940) name is not known by many people, except maybe a small group of mathematicians, although his influence on the analysis and probability theory of the twentieth century was enormous. This survey of his life and work is in honour of the anniversary of his birth and anniversary of his death. The discussion is divided into two periods of Marcinkiewicz’s life. First, 1910-1933, that is, from his birth to his graduation from the University of Stefan Batory in Vilnius,...
Kernel estimators and the Dvoretzky-Kiefer-Wolfowitz inequality
It turns out that for standard kernel estimators no inequality like that of Dvoretzky-Kiefer-Wolfowitz can be constructed, and as a result it is impossible to answer the question of how many observations are needed to guarantee a prescribed level of accuracy of the estimator. A remedy is to adapt the bandwidth to the sample at hand.
-norm of infinitely divisible random vectors and certain stochastic integrals.
-Khintchine-Bonami inequality in free probability
We prove the norm estimates for operator-valued functions on free groups supported on the words with fixed length (). Next, we replace the translations by the free generators with a free family of operators and prove inequalities of the same type.
inequalities for functionals of brownian motion
La convergence de la série de Picard pour les EDS
Laplace transform estimates and deviation inequalities
Les inégalités de Khintchine-Kahane, d'après C. Borell
L'Hospital type results for monotonicity, with applications.
L'Hospital type rules for monotonicity: Applications to probability inequalities for sums of bounded random variables.
L'Hospital type rules for oscillation, with applications.
Lipschitzian norm estimate of one-dimensional Poisson equations and applications
By direct calculus we identify explicitly the lipschitzian norm of the solution of the Poisson equation in terms of various norms of g, where is a Sturm–Liouville operator or generator of a non-singular diffusion in an interval. This allows us to obtain the best constant in the L1-Poincaré inequality (a little stronger than the Cheeger isoperimetric inequality) and some sharp transportation–information inequalities and concentration inequalities for empirical means. We conclude with several illustrative...
Logarithmic Sobolev Inequalities and Concentration of Measure for Convex Functions and Polynomial Chaoses
Logarithmic Sobolev inequality for zero-range dynamics: independence of the number of particles.