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

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We prove sharp smoothing properties of the averaging operator defined by convolution with a measure on a smooth nondegenerate curve $\gamma$ in $\mathbb R^d$, $d\ge 3$. Despite the simple geometric structure of such curves, the sharp…

Classical Analysis and ODEs · Mathematics 2022-04-01 Hyerim Ko , Sanghyuk Lee , Sewook Oh

Let $\{d_k\}_{k \geq 0}$ be a complex martingale difference in $L^p[0,1],$ where $1<p<\infty,$ and $\{\e_k\}_{k \geq 0}$ a sequence in $\{\pm 1\}.$ We obtain the following generalization of Burkholder's famous result. If $\tau \in [-\frac…

Probability · Mathematics 2011-02-22 Nicholas Boros , Prabhu Janakiraman , Alexander Volberg

Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter $p\in(0,1)$. Let $m_*(p):=(1+p+2p^2)/(2\sqrt{p-p^2}+4p^2)$ if $0<p\le 1/2$ and $m_*(p):=1$ if…

Probability · Mathematics 2007-12-23 Iosif Pinelis

Let $1\le p<\8$ and $(x_n)_{\nen}$ be a sequence of positive elements in a non-commutative $L_p$ space and $(E_n)_{\nen}$ be an increasing sequence of conditional expectations, then the $L_p$ norm of \sum_n E_n(x_n) can be estimated by c_p…

Operator Algebras · Mathematics 2007-05-23 M. Junge

In this paper, we propose a verified numerical method for obtaining a sharp inclusion of the best constant for the embedding $H_{0}^{1}(\Omega) \hookrightarrow L^{p}(\Omega)$ on bounded convex domain in $\mathbb{R}^{2}$. We estimate the…

Numerical Analysis · Mathematics 2020-11-04 Kazuaki Tanaka , Kouta Sekine , Makoto Mizuguchi , Shin'ichi Oishi

We consider multichannel deconvolution in a periodic setting with long-memory errors under three different scenarios for the convolution operators, i.e., super-smooth, regular-smooth and box-car convolutions. We investigate global…

Statistics Theory · Mathematics 2014-05-07 Rafal Kulik , Theofanis Sapatinas , Justin Rory Wishart

Given a spectrally negative L\'evy process $X$ drifting to infinity, (inspired on the early ideas of Shiryaev (2002)) we are interested in finding a stopping time that minimises the $L^p$ distance ($p>1$) with $g$, the last time $X$ is…

Probability · Mathematics 2023-04-05 Erik J. Baurdoux , J. M. Pedraza

Asymptotic theory for approximate martingale estimating functions is generalised to diffusions with finite-activity jumps, when the sampling frequency and terminal sampling time go to infinity. Rate optimality and efficiency are of…

Methodology · Statistics 2018-09-05 Nina Munkholt Jakobsen , Michael Sørensen

We prove sharp weak and strong type weighted estimates for a class of dyadic operators that includes majorants of both standard singular integrals and square functions. Our main new result is the optimal bound…

Classical Analysis and ODEs · Mathematics 2018-03-21 Tuomas P. Hytönen , Kangwei Li

In this paper we revisit the remainder terms of $L^p$-Hardy inequalities for magnetic $p$-Laplacians. In particular, we will give an integral representation of the sharp constant for a crucial algebraic inequality established by C. Cazacu,…

Classical Analysis and ODEs · Mathematics 2025-12-05 Yi C. Huang , Xinhang Tong

Given an arbitrary planar $\infty$-harmonic function $u$, for each $\alpha>0$ we establish a quantitative local $W^{1,2}$-estimate of $|Du|^\alpha $, which is sharp as $\alpha\to0$. We also show that the distributional determinant of $u$ is…

Analysis of PDEs · Mathematics 2018-06-07 Herbert Koch , Yi Ru-Ya Zhang , Yuan Zhou

We extend the classical Heisenberg uncertainty principle to a fractional $L^p$ setting by investigating a novel class of uncertainty inequalities derived from the fractional Schr\"odinger equation. In this work, we establish the existence…

Classical Analysis and ODEs · Mathematics 2025-04-24 S. Hashemi Sababe , Amir Baghban

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…

Probability · Mathematics 2017-08-16 Yoichi Nishiyama

The well-known von Bahr--Esseen bound on the absolute $p$th moments of martingales with $p\in(1,2]$ is extended to a large class of moment functions, and now with a best possible constant factor (which depends on the moment function). This…

Probability · Mathematics 2017-01-17 Iosif Pinelis

We find uniform with respect to parameter $p \ (1\leq p\leq\infty)$ upper estimations of best approximations by trigonometric polynomials of classes $C^{\psi}_{\beta,p}$ of periodic functions generated by sequences $\psi(k)$, that decrease…

Classical Analysis and ODEs · Mathematics 2014-10-16 A. S. Serdyuk , T. A. Stepaniuk

We prove sharp $L^p$ estimates for the Steklov eigenfunctions on compact manifolds with boundary in terms of their $L^2$ norms on the boundary. We prove it by establishing $L^p$ bounds for the harmonic extension operators as well as the…

Analysis of PDEs · Mathematics 2023-01-03 Xiaoqi Huang , Yannick Sire , Xing Wang , Cheng Zhang

Let $f$ be a martingale with values in a uniformly $p$-smooth Banach space and $w$ any positive weight. We show that $\mathbb{E} (f^* \cdot w) \lesssim \mathbb{E}(S_p f \cdot w^*)$, where $\cdot^*$ is the martingale maximal operator and…

Probability · Mathematics 2021-08-02 Pavel Zorin-Kranich

For $m \geq 2$, let $(\mathbb{Z}_{m+1}^N, |\cdot|)$ denote the group equipped with the so-called $l^0$ metric, \[ |y| = \left| \big( y(1), \dots, y(N) \big) \right| := | \{1 \leq i \leq N : y(i) \neq 0 \} |,\] and define the…

Classical Analysis and ODEs · Mathematics 2014-12-02 Jordan Greenblatt , Alexandra Kolla , Ben Krause

We establish sharp $L^p$ integral mean estimates for $(\alpha,\beta)$-harmonic functions on the unit disk. Explicit bounds for the functions and their partial derivatives are obtained in terms of boundary data, by means of the associated…

Complex Variables · Mathematics 2026-03-13 Zhi-Gang Wang , Brindha Valson E , R. Vijayakumar

In this article, we prove some total variation inequalities for maximal functions. Our results deal with two possible generalizations of the results contained in Aldaz and P\'erez L\'azaro's work, one of whose considers a variable…

Classical Analysis and ODEs · Mathematics 2018-01-31 João Pedro Ramos