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Let $W$ denote a matrix $A_2$ weight. In this paper, we implement a scalar argument using the square function to deduce square-function type results for vector-valued functions in $L^2(\mathbb{R},\mathbb{C}^d)$. These results are then used…

Classical Analysis and ODEs · Mathematics 2016-02-08 Kelly Bickel , Stefanie Petermichl , Brett Wick

Let $ Tf =\sum_{ I} \varepsilon_I \langle f,h_{I^+}\rangle h_{I^-}$. Here, $ \lvert \varepsilon _I\rvert=1 $, and $ h_J$ is the Haar function defined on dyadic interval $ J$. We show that, for instance, \begin{equation*} \lVert T \rVert _{L…

Classical Analysis and ODEs · Mathematics 2018-11-06 Wei Chen , Rui Han , Michael T. Lacey

We prove optimal ${L}^2$ bounds for a pair of Hilbert space valued differentially subordinate martingales under a change of law. The change of law is given by a process called a weight and sharpness in this context refers to the optimal…

Probability · Mathematics 2016-11-22 Komla Domelevo , Stefanie Petermichl

We show that the classical $A_{\infty}$ condition is not sufficient for a lower square function estimate in the non-homogeneous weighted $L^2$ space. We also show that under the martingale $A_2$ condition, an estimate holds true, but the…

Analysis of PDEs · Mathematics 2017-05-24 K. Domelevo , P. Ivanisvili , S. Petermichl , S. Treil , A. Volberg

We show sufficient conditions on matrix weights $U$ and $V$ for the martingale transforms to be uniformly bounded from $L^2(V)$ to $L^2(U)$. We also show that these conditions imply the uniform boundedness of the dyadic shifts as well as…

Classical Analysis and ODEs · Mathematics 2010-06-24 Robert Kerr

Using Wilson's Haar basis in $\R^n$, which is different than the usual tensor product Haar functions, we define its associated dyadic paraproduct in $\R^n$. We can then extend "trivially" Beznosova's Bellman function proof of the linear…

Functional Analysis · Mathematics 2010-11-23 Daewon Chung

It is well-known that dyadic martingale transforms are a good model for Calder\'on-Zygmund singular integral operators. In this paper we extend some results on weighted norm inequalities to vector-valued functions. We prove that, if $W$ is…

Classical Analysis and ODEs · Mathematics 2017-08-02 Sandra Pott , Andrei Stoica

For a Hilbert space valued martingale $(f_n)$ and an adapted sequence of positive random variables $(w_n)$, we show the weighted Davis type inequality \[ \mathbb{E} \Bigl( |f_0| w_0 + \frac{1}{4} \sum_{n=1}^{N} \frac{|df_n|^2}{f^*_n} w_n…

Probability · Mathematics 2021-06-22 Dennis Wollgast , Pavel Zorin-Kranich

We show that the norm of the vector of Riesz transforms as operator in the weighted Lebesgue space L^2(w) is bounded by a constant multiple of the first power of the Poisson-A_2 characteristic of w. The bound is free of dimension. Our…

Classical Analysis and ODEs · Mathematics 2016-12-13 Komla Domelevo , Stefanie Petermichl , Janine Wittwer

This paper explores hypothesis testing for the parametric forms of the mean and variance functions in regression models under diverging-dimension settings. To mitigate the curse of dimensionality, we introduce weighted residual empirical…

Statistics Theory · Mathematics 2025-10-28 Falong Tan , Xu Guo , Lixing Zhu

We establish an Azuma type inequality under a Lipshitz condition for martingales in the framework of noncommutative probability spaces and apply it to deduce a noncommutative Heoffding inequality as well as a noncommutative McDiarmid type…

Operator Algebras · Mathematics 2021-07-23 Ghadir Sadeghi , Mohammad Sal Moslehian

The Hilbert transform has a linear bound in the $A_{2}$ characteristic on weighted $L^{2}$, \begin{equation*} \left\Vert H\right\Vert _{L^{2}(w)\rightarrow L^{2}(w)}\lesssim \left[ w \right] _{A_{2}}, \end{equation*} and we extend this…

Classical Analysis and ODEs · Mathematics 2014-01-14 Sandra Pott , Maria Carmen Reguera , Eric T. Sawyer , Brett D. Wick

We study Widom factors for (a) monic orthogonal polynomials in $L^2$ with respect to the equilibrium measure of a compact set $K\subset\mathbb{R}$ and (b) residual polynomials normalized at an exterior point. Using weakly equilibrium Cantor…

Complex Variables · Mathematics 2025-08-22 Gökalp Alpan

In this paper, we give necessary and sufficient conditions for weighted $L^2$ estimates with matrix-valued measures of well localized operators. Namely, we seek estimates of the form: \[ \| T(\mathbf{W} f)\|_{L^2(\mathbf{V})} \le…

Functional Analysis · Mathematics 2016-11-22 Kelly Bickel , Amalia Culiuc , Sergei Treil , Brett D. Wick

We give an alternative characterization of the class of Muckenhoupt weights $A_{\infty, \mathfrak B}$ for homothecy invariant Muckenhoupt bases $\mathfrak B$ consisting of convex sets. In particular we show that $w\in A_{\infty, \mathfrak…

Classical Analysis and ODEs · Mathematics 2015-09-15 Paul A. Hagelstein , Teresa Luque , Ioannis Parissis

Inspired by the work of Borwein and Erdelyi \cite{BE1997JAMS} on generalizations of M\"{u}ntz's theorem, we investigate the properties of the system $\{x^{\lambda_n}\}_{n=1}^{\infty}$ in weighted $L^p (A)$ spaces, for $p\ge 1$, denoted by…

Functional Analysis · Mathematics 2025-09-04 Elias Zikkos

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

We classify the invariant Borel measures for adic transformations, where the alphabets have bounded size and the measure is finite on the path space of some sub-Bratteli diagram. We develop a nonstationary version of the Frobenius normal…

Dynamical Systems · Mathematics 2026-01-27 Albert M. Fisher , Marina Talet

We use the Bellman function method to give an elementary proof of a sharp weighted estimate for the Haar shifts, which is linear in the $A_2$ norm of the weight and in the complexity of the shift. Together with the representation of a…

Classical Analysis and ODEs · Mathematics 2011-05-12 Sergei Treil

We construct certain Hilbert spaces associated with a class of non-linear dynamical systems X. These are systems which arise from a generalized self-similarity, and an iterated substitution. We show that when a weight function W on X is…

Dynamical Systems · Mathematics 2007-05-23 Dorin Ervin Dutkay , Palle E. T. Jorgensen
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