English

Perturbation of Burkholder's martingale transform and Monge--Amp\`ere equation

Probability 2011-02-22 v1 Analysis of PDEs

Abstract

Let {dk}k0\{d_k\}_{k \geq 0} be a complex martingale difference in Lp[0,1],L^p[0,1], where 1<p<,1<p<\infty, and {\ek}k0\{\e_k\}_{k \geq 0} a sequence in {±1}.\{\pm 1\}. We obtain the following generalization of Burkholder's famous result. If τ[12,12]\tau \in [-\frac 12, \frac 12] and nZ+n \in \Z_+ then |\sum_{k=0}^n{(\{c} \e_k \tau) d_k}|_{L^p([0,1], \C^2)} \leq ((p^*-1)^2 + \tau^2)^{\frac 12}|\sum_{k=0}^n{d_k}|_{L^p([0,1], \C)}, where ((p1)2+τ2)12((p^*-1)^2 + \tau^2)^{\frac 12} is sharp and p1=max{p1,1p1}.p^*-1 = \max\{p-1, \frac 1{p-1}\}. For 2p<2\leq p<\infty the result is also true with sharp constant for τR.\tau \in \R.

Keywords

Cite

@article{arxiv.1102.3905,
  title  = {Perturbation of Burkholder's martingale transform and Monge--Amp\`ere equation},
  author = {Nicholas Boros and Prabhu Janakiraman and Alexander Volberg},
  journal= {arXiv preprint arXiv:1102.3905},
  year   = {2011}
}

Comments

45 pages, 13 figures