scholarly journals Exact bounds for tail probabilities of martingales with bounded differences

2009 ◽  
Vol 50 ◽  
Author(s):  
Dainius Dzindzalieta
Keyword(s):  
Random Walks ◽  
General Principle ◽  
Isoperimetric Problem ◽  
Maximal Inequality ◽  
Tail Probabilities ◽  
Bounds For Tail Probabilities ◽  
Maximal Inequalities ◽  
Exact Bounds ◽  
Natural Classes

We consider random walks, say Wn = {0, M1, . . ., Mn} of length n starting at 0 and based on a martingale sequence Mk = X1 + ··· + Xk with differences Xm. Assuming |Xk| \leq 1 we solve the isoperimetric problem Bn(x) = supP\{Wn visits an interval [x,∞)\},  (1) where sup is taken over all possible Wn. We describe random walks which maximize the probability in (1). We also extend the results to super-martingales.For martingales our results can be interpreted as a maximalinequalitiesP\{max 1\leq k\leq n Mk   \geq x\} \leq Bn(x).The maximal inequality is optimal since the equality is achieved by martingales related to the maximizing random walks. To prove the result we introduce a general principle – maximal inequalities for (natural classes of) martingales are equivalent to (seemingly weaker) inequalities for tail probabilities, in our caseBn(x) = supP{Mn  \geq  x}.Our methods are similar in spirit to a method used in [1], where a solution of an isoperimetric problem (1), for integer x is provided and to the method used in [4], where the isoperimetric problem of type (1) for conditionally symmetric bounded martingales was solved for all x ∈ R.

scholarly journals A note on weighted maximal inequalities

1997 ◽  
Vol 40 (1) ◽  
pp. 193-205
Author(s):  
Qinsheng Lai
Keyword(s):  
Maximal Operator ◽  
Weak Type ◽  
Strong Type ◽  
Maximal Inequalities ◽  
Littlewood Maximal Operator

In this paper, we obtain some characterizations for the weighted weak type (1, q) inequality to hold for the Hardy-Littlewood maximal operator in the case 0<q<1; prove that there is no nontrivial weight satisfying one-weight weak type (p, q) inequalities when 0<p≠q< ∞, and discuss the equivalence between the weak type (p, q) inequality and the strong type (p, q) inequality when p≠q.

A new maximal inequality and its applications

1992 ◽  
Vol 12 (3) ◽  
pp. 509-558 ◽  
Author(s):  
Joseph M. Rosenblatt ◽  
Mate Wierdl
Keyword(s):  
Finite Measure ◽  
Maximal Inequality ◽  
Moving Averages ◽  
Maximal Inequalities ◽  
Differentiation Theory ◽  
Image Position ◽  
Positive Integers

AbstractThere is a maximal inequality on the integers which implies not only the classical ergodic maximal inequality and certain maximal inequalities for moving averages and differentiation theory, but it also has the following consequence: let P1 ≤ P2 ≤ … ≤ Pk+1 be positive integers. For a σ-finite measure-preserving system (Ω, β, μ, T) and an a.e. finite β-measurable f denoteThen for any λ > 0 and f ∈ L1(Ω)We show how the multi-parametric and superadditive versions of the previous equation can be obtained from the corresponding inequality for reversed supermartingales. The possibility of similar theorems for martingales and other sequences is also discussed.

scholarly journals Bounds for Tail Probabilities of the Sample Variance

2009 ◽  
Vol 2009 (1) ◽  
pp. 941936 ◽  
Author(s):  
V Bentkus ◽  
M Van Zuijlen
Keyword(s):  
Sample Variance ◽  
Tail Probabilities ◽  
Bounds For Tail Probabilities

Crystalloid Inclusions in Hepatocyte Mitochondria and Their Similarity to Cytoplasmic Crystalloids

1974 ◽  
Vol 32 ◽  
pp. 198-199
Author(s):  
Odell T. Minick ◽  
Hidejiro Yokoo
Keyword(s):  
Liver Disease ◽  
Alcoholic Liver Disease ◽  
Special Interest ◽  
Structural Variations ◽  
Mitochondrial Alterations ◽  
The Matrix ◽  
Crystalloid Inclusions ◽  
Liver Biopsies

Mitochondrial alterations were studied in 25 liver biopsies from patients with alcoholic liver disease. Of special interest were the morphologic resemblance of certain fine structural variations in mitochondria and crystalloid inclusions. Four types of alterations within mitochondria were found that seemed to relate to cytoplasmic crystalloids.Type 1 alteration consisted of localized groups of cristae, usually oriented in the long direction of the organelle (Fig. 1A). In this plane they appeared serrated at the periphery with blind endings in the matrix. Other sections revealed a system of equally-spaced diagonal lines lengthwise in the mitochondrion with cristae protruding from both ends (Fig. 1B). Profiles of this inclusion were not unlike tangential cuts of a crystalloid structure frequently seen in enlarged mitochondria described below.

Evidence for a shear mechanism for the precipitation of γ-zirconium hydride in zirconium

1978 ◽  
Vol 36 (1) ◽  
pp. 658-659
Author(s):  
G.J.C. Carpenter
Keyword(s):  
Elevated Temperature ◽  
Strain Field ◽  
Zirconium Hydride ◽  
Zirconium Atom ◽  
Atom Diffusion ◽  
Solvus Temperature ◽  
Hexagonal Close Packed ◽  
Partial Dislocations ◽  
The Face

In zirconium-hydrogen alloys, rapid cooling from an elevated temperature causes precipitation of the face-centred tetragonal (fct) phase, γZrH, in the form of needles, parallel to the close-packed <1120>zr directions (1). With low hydrogen concentrations, the hydride solvus is sufficiently low that zirconium atom diffusion cannot occur. For example, with 6 μg/g hydrogen, the solvus temperature is approximately 370 K (2), at which only the hydrogen diffuses readily. Shears are therefore necessary to produce the crystallographic transformation from hexagonal close-packed (hep) zirconium to fct hydride.The simplest mechanism for the transformation is the passage of Shockley partial dislocations having Burgers vectors (b) of the type 1/3<0110> on every second (0001)Zr plane. If the partial dislocations are in the form of loops with the same b, the crosssection of a hydride precipitate will be as shown in fig.1. A consequence of this type of transformation is that a cumulative shear, S, is produced that leads to a strain field in the surrounding zirconium matrix, as illustrated in fig.2a.

Direct structure images of 30° partial dislocation cores in silicon

1987 ◽  
Vol 45 ◽  
pp. 242-243
Author(s):  
J. C. Barry ◽  
H. Alexander
Keyword(s):  
Dislocation Core ◽  
Preparation Technique ◽  
Burgers Vector ◽  
Vector Type ◽  
Sample Preparation Technique ◽  
Lattice Images ◽  
Dislocation Core Structure ◽  
Type Lattice ◽  
Direct Inspection

Dislocations in silicon produced by plastic deformation are generally dissociated into partials. 60° dislocations (Burgers vector type 1/2[101]) are dissociated into 30°(Burgers vector type 1/6[211]) and 90°(Burgers vector type 1/6[112]) dislocations. The 30° partials may be either of “glide” or “shuffle” type. Lattice images of the 30° dislocation have been obtained with a JEM 100B, and with a JEM 200Cx. In the aforementioned experiments a reasonable but imperfect match was obtained with calculated images for the “glide” model. In the present experiment direct structure images of 30° dislocation cores have been obtained with a JEOL 4000EX. It is possible to deduce the 30° dislocation core structure by direct inspection of the images. Dislocations were produced by compression of single crystal Si (sample preparation technique described in Alexander et al.).

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