Jump inequalities via real interpolation
Classical Analysis and ODEs
2021-05-04 v3 Dynamical Systems
Functional Analysis
Probability
Abstract
Jump inequalities are the endpoint of L\'epingle's inequality for -variation of martingales. Extending earlier work by Pisier and Xu we interpret these inequalities in terms of Banach spaces which are real interpolation spaces. This interpretation is used to prove endpoint jump estimates for vector-valued martingales and doubly stochastic operators as well as to pass via sampling from to for jump estimates for Fourier multipliers.
Keywords
Cite
@article{arxiv.1808.04592,
title = {Jump inequalities via real interpolation},
author = {Mariusz Mirek and Elias M. Stein and Pavel Zorin-Kranich},
journal= {arXiv preprint arXiv:1808.04592},
year = {2021}
}
Comments
v3: corrections following referee report