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Weak type (p,q)-inequalities for the Haar system and differentially subordinated martingales

✍ Scribed by Adam Oseçkowski


Publisher
John Wiley and Sons
Year
2012
Tongue
English
Weight
205 KB
Volume
285
Category
Article
ISSN
0025-584X

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✦ Synopsis


Abstract

For any \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}$1\leq p,,q<\infty$\end{document}, we determine the optimal constant \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}$C_{p,q}$\end{document} such that the following holds. If \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}$(h_k)_{k\geq 0}$\end{document} is the Haar system on [0,1], then for any vectors a~k~ from a separable Hilbert space \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}$\mathcal{H}$\end{document} and \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}$\varepsilon_k\in {-1,1}$\end{document}, \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}$k=0,,1,,2,\ldots,$\end{document} we have

This is generalized to the sharp weak‐type inequality

where X, Y stand for \documentclass{article}\usepackage{amssymb}\begin{document}\pagestyle{empty}$\mathcal{H}$\end{document}‐valued martingales such that Y is differentially subordinate to X.