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With this paper, we begin a series of studies of extremal problems for estimating distributions of martingale transforms of bounded martingales. The Bellman functions corresponding to such problems are pointwise minimal diagonally concave…

Classical Analysis and ODEs · Mathematics 2024-01-02 Vasily Vasyunin , Pavel Zatitskii

We find the exact Bellman function for the weak $L^1$ norm of local positive dyadic shifts. We also describe a sequence of functions, self-similar in nature, which in the limit extremize the local weak-type (1,1) inequality.

Classical Analysis and ODEs · Mathematics 2018-11-06 Guillermo Rey , Alexander Reznikov

We find the exact Bellman function associated to the level-sets of sparse operators acting on characteristic functions.

Classical Analysis and ODEs · Mathematics 2024-03-12 Irina Holmes Fay , Guillermo Rey , Kristina Ana Škreb

We provide sharp bounds for the exponential moments and $p$-moments, $1\leqslant p \leqslant 2$, of the terminate distribution of a martingale whose square function is uniformly bounded by one. We introduce a Bellman function for the…

Probability · Mathematics 2022-08-09 Dmitriy Stolyarov , Vasily Vasyunin , Pavel Zatitskiy , Ilya Zlotnikov

In the paper "Bellman function for extremal problems in $\mathrm{BMO}$", the authors built the Bellman function for integral functionals on the $\mathrm{BMO}$ space. The present paper provides a development of the subject. We abandon the…

Analysis of PDEs · Mathematics 2015-10-06 Paata Ivanisvili , Dmitriy M. Stolyarov , Vasily I. Vasyunin , Pavel B. Zatitskiy

We provide sharp estimates for the distribution function of a martingale transform of the indicator function of an event. They are formulated in terms of Burkholder functions, which are reduced to the already known Bellman functions for…

Classical Analysis and ODEs · Mathematics 2023-10-05 Dmitriy Stolyarov , Vasily Vasyunin , Pavel Zatitskii

The paper considers estimates for some sums and products of functions of prime numbers. Several assertions on this topic have been proven. We also study extremal estimates for strongly additive and strongly multiplicative arithmetic…

General Mathematics · Mathematics 2023-01-19 Victor Volfson

We give a qualitative description of extremals for Morrey's inequality. Our theory is based on exploiting the invariances of this inequality, studying the equation satisfied by extremals and the observation that extremals are optimal for a…

Analysis of PDEs · Mathematics 2020-05-19 Ryan Hynd , Francis Seuffert

In this article, we present weighted norm inequality for a fractional one-sided minimal function. We prove weighted weak and strong type norm inequalities for the one-sided minimal function on $\mathbb{R}.$ We construct two weight classes…

Classical Analysis and ODEs · Mathematics 2020-02-06 Duranta Chutia , Rajib Haloi

We prove a duality theorem the computation of certain Bellman functions is usually based on. As a byproduct, we obtain sharp results about the norms of monotonic rearrangements. The main novelty of our approach is a special class of…

Optimization and Control · Mathematics 2016-04-07 Dmitriy M. Stolyarov , Pavel B. Zatitskiy

We consider several weak type estimates for singular operators using the Bellman function approach. We disprove the $A_1$ conjecture of Muckenhoupt, which stayed open after Muckenhoupt--Wheeden's conjecture was disproved by Reguera--Thiele.

Analysis of PDEs · Mathematics 2018-06-13 Fedor Nazarov , Alexander Reznikov , Vasily Vasyunin , Alexander Volberg

In this paper we prove exponential inequalities (also called Bernstein's inequality) for fractional martingales. As an immediate corollary, we will discuss weak law of large numbers for fractional martingales under divergence assumption on…

Probability · Mathematics 2012-04-20 Bruno Saussereau

We give a characterization of the extremal sequences for the Bellman function of the dyadic maximal operator.In fact we prove that they behave approximately like eigenfunctions of this operator for a specific eigenvalue.

Functional Analysis · Mathematics 2015-04-15 Eleftherios Nikolidakis

We describe the Bellman function technique for proving sharp inequalities in harmonic analysis. To provide an example along with historical context, we present how it was originally used by Donald Burkholder to prove $L^p$ boundedness of…

Classical Analysis and ODEs · Mathematics 2018-05-29 Henry Riely

We give a characterization of the extremal sequences for the Bellman function of three variables of the dyadic maximal operator in relation to Kolmogorov's inequality. In fact we prove that they behave approximately like eigenfunctions of…

Functional Analysis · Mathematics 2018-08-30 Eleftherios Nikolidakis

The best approximation by bounded product functions is calculated for some very simple two-valued functions of two variables.

Classical Analysis and ODEs · Mathematics 2007-06-11 Boris Tsirelson

We discuss a topological structure on families of convex functions and then apply it to show the existence of extrimizers for the functional Santal\'{o} inequality with respect to polar transform and its reverse.

Functional Analysis · Mathematics 2020-02-10 Ben Li

The paper is devoted to the study of the unconditional extremal problem for a fractional linear integral functional defined on a set of probability distributions. In contrast to results proved earlier, the integrands of the integral…

Optimization and Control · Mathematics 2019-06-14 Peter Shnurkov , Kseniia Adamova

We construct inner products by the Bernstein-Markov inequality on spaces of holomorphic sections of high powers of a line bundle. The corresponding weighted Bergman kernel functions converge to an extremal function. We obtain a uniform…

Complex Variables · Mathematics 2017-05-23 Guokuan Shao

We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds:…

Functional Analysis · Mathematics 2007-05-23 Narcisse Randrianantoanina
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