Related papers: Inequality for Burkholder's martingale transform

We give an alternate proof of one of the inequalities proved recently for martingales (=sums of martingale differences) in a non-commutative $L_p$-space, with $1<p<\infty$, by Q. Xu and the author. This new approach is restricted to $p$ an…

We prove an inequality for the spectral norm of matrix valued stochastic integrals. This inequality can be seen either as a non-commutative version of the Burkholder-Davis-Gundy inequality or as an extension of the non-commutative…

We derive a new (lower) inequality between Kendall's tau? and Spearman's rho? for two-dimensional Extreme-Value Copulas, show that this inequality is sharp in each point and conclude that the comonotonic and the product copula are the only…

We prove that the inequality $$\cosh \left( \mathrm{arcosh}(2 \cosh u) \cdot \tanh u \right) < \exp \left( u \cdot \tanh u \right)$$ holds for all $u > 0$. We check with the computation program Mathematica that the ratio between the…

In this paper we introduce a variant of Burkholder's martingale transform associated with two martingales with respect to different filtrations. Even though the classical martingale techniques cannot be applied, we show that the discussed…

We present a new proof of the Burkholder-Davis-Gundy inequalities for $1\leq p<\infty$. The novelty of our method is that these martingale inequalities are obtained as consequences of elementary deterministic counterparts. The latter have a…

We prove sharp stability estimates for the Truncated Laplace Transform and Truncated Fourier Transform. The argument combines an approach recently introduced by Alaifari, Pierce and the second author for the truncated Hilbert transform with…

An analogue of the Fourier transform will be introduced for all square integrable continuous martingale processes whose quadratic variation is deterministic. Using this transform we will formulate and prove a stochastic Heisenberg…

The inverse tangent function can be bounded by different inequalities, for example by Shafer's inequality. In this publication, we propose a new sharp double inequality, consisting of a lower and an upper bound, for the inverse tangent…

Let $X$ be a continuous-path martingale and let $Y$ be a stochastic integral, with respect to $X$, of some predictable process with values in $[-1,1]$. We provide an explicit formula for Burkholder's function associated with the weighted…

We establish an infinitesimal variant of Guo-Jacquet trace formula for the case of a central simple algebra over a number field $F$ containing a quadratic field extension $E/F$. It is an equality between a sum of geometric distributions on…

We work in the setting of the progressive enlargement $\mathbb G$ of a reference filtration $\mathbb F$ through the observation of a random time $\tau$. We study an integral representation property for some classes of $\mathbb…

For discrete martingale-difference sequences $d=\{d_1,\ldots,d_n\}$ we consider Khintchine type inequalities, involving certain square function $\mathfrak S (d)$ considered by Chang-Wilson-Wolff in 1982. In particular, we prove…

We propose a method to examine the T/CP invariance of the heaviest lepton, tau, by means of a triple-momentum correlation for the reaction e^+e^- -->tau^+tau^-, tau --> e/mu nu nubar during the course of the B-Factory experimental program.…

We find the sharp constants $C_p$ and the sharp functions $C_p=C_p(x)$ in the inequality $$|u(x)|\leq \frac{C_p}{(1-|x|^2)^{(n-1)/p}}\|u\|_{h^p(B^n)}, u\in h^p(B^n), x\in B^n,$$ in terms of Gauss hypergeometric and Euler functions. This…

We introduce a nonlocal transformation to generate exact solutions of the constant astigmatism equation $z_{yy} + (1/z)_{xx} + 2 = 0$. The transformation is related to the special case of the famous B\"acklund transformation of the…

Let $G=(V,E)$ be a finite graph and $M_G$ be the centered Hardy-Littlewood maximal operator defined there. We find the optimal value $\bf{C}_{G,p}$ such that the inequality $$\text{Var}_{p}(M_{G}f)\leq {\textbf{C}}_{G,p}\text{Var}_{p}(f)$$…

We find the exact value of the best possible constant $C$ for the weak type $(1,1)$ inequality for the one dimensional centered Hardy-Littlewood maximal operator. We prove that $C$ is the largest root of the quadratic equation…

Consider additive functionals of a Markov chain $W_k$, with stationary (marginal) distribution and transition function denoted by $\pi$ and $Q$, say $S_n=g(W_1)+...+g(W_n)$, where $g$ is square integrable and has mean 0 with respect to…

We prove a deviation inequality for noncommutative martingales by extending Oliveira's argument for random matrices. By integration we obtain a Burkholder type inequality with satisfactory constant. Using continuous time, we establish…