A classical result of Paley and Marcinkiewicz asserts that the Haar system on [0, 1] forms an unconditional basis in Lp provided 1 < p < ∞. The purpose of the paper is to study related weak-type inequalities, which can be regarded as a version of this property for p = 1. Probabilistic counterparts, leading to some sharp estimates for martingale transforms, are presented.
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Let (hk)k≥0 be the Haar system on [0,1]. We show that for any vectors ak from a separable Hilbert space H and any εk∈[−1,1], k=0,1,2,…, we have the sharp inequality ...[formula], where W([0,1]) is the weak-L∞ space introduced by Bennett, DeVore and Sharpley. The above estimate is generalized to the sharp weak-type bound ∥Y∥W(Ω)≤2∥X∥L∞(Ω), where X and Y stand for H-valued martingales such that Y is differentially subordinate to X. An application to harmonic functions on Euclidean domains is presented.
The aim of this paper is to introduce various convolution algebras associated with a topological groupoid with locally compact fibres. Instead of working with continuous functions on G, we consider functions having a uniformly continuity property on fibres. We assume that the groupoid is endowed with a system of measures (supported on its fibres) subject to the "left invariance" condition in the groupoid sense.
We introduce "probabilistic" and "stochastic Hilbertian structures". These seem to be a suitable context for developing a theory of "quantum Gaussian processes". The Schauder system is utilised to give a Levy-Ciesielski representation of quantum (bosonic) Brownian motion as operators in Fock space over a space of square summable sequences. Similar results hold for non-Fock, fermion, free and monotone Brownian motions. Quantum Brownian bridges are defined and a number of representations of these are given.
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Theorems stating sufficient conditions for the inequivalence of the d-variate Haar wavelet system and another wavelet system in the spaces L1 (Rd) and BV(Rd) are proved. These results are used to show that the Strömberg wavelet system and the system of continuous Daubechies wavelets with minimal supports are not equivalent to the Haar system in these spaces. A theorem stating that some systems of smooth Daubechies wavelets are not equivalent to the Haar system in L1 (Rd) is also shown.
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The traditional monotonicity requirement on the coefficients of orthogonal series is weakened to almost, or locally almost monotonicity assumptions in connection with the necessary conditions of convergence and absolute Cesaro summability of Haar series. Similar generalization is established regarding Fourier series and general orthogonal series.
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We show the equivalence of the L[sub p] (0 < p [a is less than or equal to] 2) (quasi)-norms of square functions for the systems {2 [...], where f satisfies some decay condition. This implies the boundedness of the shift operator on the wavelet type unconditional basis on L[sub p], 1 < p < [infinity]. We prove also that such operator is unbounded on L[sub 1].
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