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We extend the seminal van den Berg-Kesten Inequality on disjoint occurrence of two events to a setting with arbitrarily many events, where the quantity of interest is the maximum number that occur disjointly. This provides a handy tool for bounding upper tail probabilities for event counts in a product probability space.
We give a new proof of the free transportation cost inequality for measures on the circle following M. Ledouxs idea.
We propose an extension of the Cox-Ross-Rubinstein (CRR) model based on q-binomial (or Kemp) random walks, with application to default with logistic failure rates. This model allows us to consider time-dependent switching probabilities varying accord
We revisit and comment on the Harnack type determinantal inequality for contractive matrices obtained by Tung in the nineteen sixtieth and give an extension of the inequality involving multiple positive semidefinite matrices.
The Small Ball Inequality is a conjectural lower bound on sums the L-infinity norm of sums of Haar functions supported on dyadic rectangles of a fixed volume in the unit cube. The conjecture is fundamental to questions in discrepancy theory, approxim
In this note we present a new proof of Sobolevs inequality under a uniform lower bound of the Ricci curvature. This result was initially obtained in 1983 by Ilias. Our goal is to present a very short proof, to give a review of the famous inequality a