Weighted Maximal Inequalities for Martingale Transforms

• Autorzy: Brzozowski Michał , Osękowski Adam

Identyfikatory

DOI

10.37190/0208-4147.41.1.7

• Języki publikacji: EN

Abstrakty

EN

We study the weighted maximal L¹-inequality for martingale transforms, under the assumption that the underlying weight satisfies Muckenhoupt’s condition A_∞ and that the filtration is regular. The resulting linear dependence of the constant on the A_∞ characteristic of the weight is optimal. The proof exploits certain special functions enjoying appropriate size conditions and concavity.

Słowa kluczowe

EN

martingale; weight; Bellman function; maximal function

• Wydawca: Wrocław University of Science and Technology
• Czasopismo: Probability and Mathematical Statistics
• Rocznik: 2021
• Tom: Vol. 41, Fasc. 1
• Strony: 89--114
• Opis fizyczny: Bibliogr. 28 poz.

Twórcy

autor

Brzozowski Michał

• University of Warsaw, Banacha 2, 02-097 Warszawa, Poland

autor

Osękowski Adam

• University of Warsaw, Banacha 2, 02-097 Warszawa, Poland

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2021).