Related papers: Sharp maximal $L^p$-estimates for martingales

The $L^p$ maximal inequalities for martingales are one of the classical results in probability theory. Here we establish the sharp moderate maximal inequalities for upward skip-free Markov chains, which include the $L^p$ maximal…

We are given two martingales on the filtration of the two dimensional Brownian motion. One is subordinated to another. We want to give an estimate of $L^p$-norm of a subordinated one via the same norm of a dominating one. In this setting…

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…

We precisely evaluate the operator norm of the uncentered Hardy-Littlewood maximal function on $L^p(\Bbb R^1)$. We also compute the operator norm of the uncentered Hardy-Littlewood maximal function over rectangles on $L^p(\Bbb R^n)$, and we…

We establish the $L^p(\mathbb{R}^3)$ boundedness of the helical maximal function for the sharp range $p>3$. Our results improve the previous known bounds for $p>4$. The key ingredient is a new microlocal smoothing estimate for averages…

For $p\in (1,\infty)$ and $\alpha\in\mathbb{R}$, we consider measurable functions $g$ on $\mathbb{S}^{N-1}$ that satisfy the following weighted Hardy inequality: \begin{equation}\label{abs} \int_{\mathbb{R}^N}\frac{ g…

We study dilated holomorphic $L^p$ space of Gaussian measures over $\mathbb{C}^n$, denoted $\mathcal{H}_{p,\alpha}^n$ with variance scaling parameter $\alpha>0$. The duality relations $(\mathcal{H}_{p,\alpha}^n)^\ast \cong…

For a continuous ${\cal L}_2$-bounded Martingale with no intervals of constancy, starting at $0$ and having final variance $\sigma^2$, the expected local time at $x \in \cal{R}$ is at most $\sqrt{\sigma^2+x^2}-|x|$. This sharp bound is…

In this paper, we prove weighted $L^p$ estimates for the canonical solutions on product domains. As an application, we show that if $p\in [4, \infty)$, the $\bar\partial$ equation on the Hartogs triangle with $L^p$ data admits $L^p$…

In this article, we address endpoint issues for the bilinear spherical maximal functions. We obtain borderline restricted weak type estimates for the well studied bilinear spherical maximal function…

Let $L^p(\mathbf{T})$ be the Lesbegue space of complex-valued functions defined in the unit circle $\mathbf{T}=\{z: |z|=1\}\subseteq \mathbb{C}$. In this paper, we address the problem of finding the best constant in the inequality of the…

In this paper, optimal $L^p-L^q$ estimates are obtained for operators which average functions over polynomial submanifolds, generalizing the $k$-plane transform. An important advance over previous work is that full $L^p-L^q$ estimates are…

Assume that $p\in[1,\infty]$ and $u=P_{h}[\phi]$, where $\phi\in L^{p}(\mathbb{S}^{n-1},\mathbb{R}^n)$ and $u(0) = 0$. Then we obtain the sharp inequality $|u(x)|\le G_p(|x|)\|\phi\|_{L^{p}}$ for some smooth function $G_p$ vanishing at $0$.…

Let $(x_k)_{k=1}^n$ be positive elements in the noncommutative Lebesgue space $L_p(\mathcal{M})$, and let $(\mathcal{E}_k)_{k=1}^n$ be a sequence of conditional expectations with respect to an increasing subalgebras…

\small{In 2004, Del Pino and Dolbeault \cite{DPDo} and Gentil \cite{G} investigated, independently, best constants and extremals associated to sharp Euclidean $L^p$-entropy inequalities. In this work, we present some important advances in…

We give an alternative proof of a Marcinkiewicz interpolation theorem for non commutative maximal functions and positive maps, slightly refining earlier versions of the statement. The main novelty is that it provides a substitute for the…

\begin{abstract} In this paper we address the problem of finding the best constants in inequalities of the form: $$ \|\big(|P_+f|^s+|P_-f|^s\big)^{\frac{1}{s}}\|_{L^p({\mathbb{T}})}\leq A_{p,s} \|f\|_{L^p({\mathbb{T}})},$$ where $P_+f$ and…

The best constant in the usual Lp norm inequality for the centered Hardy-Littlewood maximal function on R1 is obtained for the class of all ``peak-shaped'' functions. A positive function on the line is called ``peak-shaped'' if it is…

For $\alpha >1$ we consider the initial value problem for the dispersive equation $i\partial_t u +(-\Delta)^{\alpha/2} u= 0$. We prove an endpoint $L^p$ inequality for the maximal function $\sup_{t\in[0,1]}|u(\cdot,t)|$ with initial values…

Given two martingales on the filtration generated by two dimensional Brownian motion, we want to estimate the $L^p$ norm of the subordinated one if we have some extra orthogonality property available. We construct several new Bellman…