English

Martingale inequalities for spline sequences

Functional Analysis 2018-12-20 v1 Probability

Abstract

We show that D. L\'{e}pingle's L1(2)L_1(\ell_2)-inequality \begin{equation*} \Big\| \big( \sum_n \mathbb E[f_n | \mathscr F_{n-1}]^2 \big)^{1/2}\Big\|_1 \leq 2\cdot \Big\| \big( \sum_n f_n^2 \big)^{1/2} \Big\|_1, \qquad f_n\in\mathscr F_n, \end{equation*} extends to the case where we substitute the conditional expectation operators with orthogonal projection operators onto spline spaces and where we can allow that fnf_n is contained in a suitable spline space S(Fn)\mathscr S(\mathscr F_n). This is done provided the filtration (Fn)(\mathscr F_n) satisfies a certain regularity condition depending on the degree of smoothness of the functions contained in S(Fn)\mathscr S(\mathscr F_n). As a by-product, we also obtain a spline version of H1H_1-BMOBMO duality under this assumption.

Cite

@article{arxiv.1812.07817,
  title  = {Martingale inequalities for spline sequences},
  author = {Markus Passenbrunner},
  journal= {arXiv preprint arXiv:1812.07817},
  year   = {2018}
}
R2 v1 2026-06-23T06:47:28.117Z