Let f be a nonnegative submartingale and S(f) denote its square function. We show that for any λ > 0, $λℙ(S(f) ≥ λ) ≤ π/2 ∥f∥₁$, and the constant π/2 is the best possible. The inequality is strict provided ∥f∥₁ ≠ 0.
2
Dostęp do pełnego tekstu na zewnętrznej witrynie WWW
We prove sharp a priori estimates for the distribution function of the dyadic maximal function ℳ ϕ, when ϕ belongs to the Lorentz space $L^{p,q}$, 1 < p < ∞, 1 ≤ q < ∞. The approach rests on a precise evaluation of the Bellman function corresponding to the problem. As an application, we establish refined weak-type estimates for the dyadic maximal operator: for p,q as above and r ∈ [1,p], we determine the best constant $C_{p,q,r}$ such that for any $ϕ ∈ L^{p,q}$, $||ℳ ϕ||_{r,∞} ≤ C_{p,q,r}||ϕ||_{p,q}$.
3
Dostęp do pełnego tekstu na zewnętrznej witrynie WWW
Let df be a Hilbert-space-valued martingale difference sequence. The paper is devoted to a new, elementary proof of the estimate $∥∑_{k=0}^{∞} df_k∥_p ≤ C_p {∥(∑_{k=0}^{∞} 𝔼 (|df_k|²| ℱ_{k-1}))^{1/2}∥_p + ∥(∑_{k=0}^{∞} |df_k|^p)^{1/p}∥_p},$ with $C_p = O(p/lnp)$ as p → ∞.
4
Dostęp do pełnego tekstu na zewnętrznej witrynie WWW
For any locally integrable f on ℝⁿ, we consider the operators S and T which average f over balls of radius |x| and center 0 and x, respectively: $Sf(x) = 1/|B(0,|x|)| ∫_{B(0,|x|)} f(t)dt$, $Tf(x) = 1/|B(x,|x|)| ∫_{B(x,|x|)} f(t)dt$ for x ∈ ℝⁿ. The purpose of the paper is to establish sharp localized LlogL estimates for S and T. The proof rests on a corresponding one-weight estimate for a martingale maximal function, a result which is of independent interest.
5
Dostęp do pełnego tekstu na zewnętrznej witrynie WWW
We study sharp weak-type inequalities for a wide class of Fourier multipliers resulting from modulation of the jumps of Lévy processes. In particular, we obtain optimal estimates for second-order Riesz transforms, which lead to interesting a priori bounds for smooth functions on ℝd. The proofs rest on probabilistic methods: we deduce the above inequalities from the corresponding estimates for martingales. To obtain the lower bounds, we exploit the properties of laminates, important probability measures on the space of matrices of dimension 2×2, and some transference-type arguments.
6
Dostęp do pełnego tekstu na zewnętrznej witrynie WWW
Let f be a conditionally symmetric martingale and let S(f) denote its square function. (i) For p,q > 0, we determine the best constants $C_{p,q}$ such that $sup_n 𝔼 (|fₙ|^p)/(1+Sₙ²(f))^q ≤ C_{p,q}$. Furthermore, the inequality extends to the case of Hilbert space valued f. (ii) For N = 1,2,... and q > 0, we determine the best constants $C'_{N,q}$ such that $sup_n 𝔼 (fₙ^{2N-1})(1+Sₙ²(f))^q ≤ C'_{N,q}$. These bounds are extended to sums of conditionally symmetric variables which are not necessarily integrable. In addition, we show that neither of the inequalities above holds if the conditional symmetry is not assumed.
JavaScript jest wyłączony w Twojej przeglądarce internetowej. Włącz go, a następnie odśwież stronę, aby móc w pełni z niej korzystać.