English

Jump inequalities via real interpolation

Classical Analysis and ODEs 2021-05-04 v3 Dynamical Systems Functional Analysis Probability

Abstract

Jump inequalities are the r=2r=2 endpoint of L\'epingle's inequality for rr-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 Rd\mathbb{R}^{d} to Zd\mathbb{Z}^{d} 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

R2 v1 2026-06-23T03:33:10.178Z