Related papers: Martingale inequalities for spline sequences

Assume that we are given a filtration $(\mathscr F_n)$ on a probability space $(\Omega,\mathscr F,\mathbb P)$ of the form that each $\mathscr F_n$ is generated by the partition of one atom of $\mathscr F_{n-1}$ into two atoms of $\mathscr…

We describe a new operator space structure on $L_p$ when $p$ is an even integer and compare it with the one introduced in our previous work using complex interpolation. For the new structure, the Khintchine inequalities and Burkholder's…

In this article we prove martingale type pointwise convergence theorems pertaining to tensor product splines defined on $d$-dimensional Euclidean space ($d$ is a positive integer), where conditional expectations are replaced by their…

Let $(X_{i}, \mathcal{F}_{i})_{i\geq 1}$ be a sequence of supermartingale differences and let $S_k=\sum_{i=1}^k X_i$. We give an exponential moment condition under which $P(\max_{1\leq k \leq n} S_k \geq n)=O(\exp\{-C_1 n^{\alpha}\}),$…

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:…

Let $m\in \mathbb{N}$ and $0<\alpha<mn$.In this paper, we will use the idea of Hedberg to reprove that the multilinear operators $\mathcal{T}_{\Omega,\alpha;m}$ and $\mathcal{M}_{\Omega,\alpha;m}$ are bounded from $L^{p_1}(\mathbb…

The present paper is devoted to the second part of our project on asymmetric maximal inequalities, where we consider martingales in continuous time. Let $(\mathcal M,\tau)$ be a noncommutative probability space equipped with a continuous…

We consider filtration consistent nonlinear expectations in probability spaces satisfying only the usual conditions and separability. Under a domination assumption, we demonstrate that these nonlinear expectations can be expressed as the…

The Davis inequality $\mathbb{E} Sf\simeq \mathbb{E} f^*$ between $L^1$ norms of square function of a martingale and its maximal function is known for martingales indexed by linearly ordered filtrations and in some particular cases for…

We consider semilinear elliptic second-order partial differential inequalities of the form Lu +|u|q-1u < and = Lv +|v|q-1v (*) in the whole space Rn, where n > and = 2, q > 0 and L is a linear elliptic second-order partial differential…

We consider $\ell$-log-momotonic sequences and Laguerre inequality of order two for sequences $\{a_n\}_{n \ge 0}$ such that \[ \frac{a_{n-1}a_{n+1}}{a_n^2} = 1 + \sum_{i=1}^m \frac{r_i(\log n)}{n^{\alpha_i}} + o\left( \frac{1}{n^{\beta}}…

We prove Runge type approximation results for linear partial differential operators with constant coefficients on spaces of smooth Whitney jets. Among others, we characterize when for a constant coefficient linear partial differential…

In this paper, we establish a representation formula for fractional integrals. As a consequence, for two fractional integral operators $I_{\lambda_1}$ and $I_{\lambda_2}$, we prove a Bloom type inequality \begin{align*} \mbox{\hbox to…

We investigate existence of a priori estimates for differential operators in $L^1$ norm: for anisotropic homogeneous differential operators $T_1, \ldots , T_{\ell}$, we study the conditions under which the inequality $$ \|T_1…

We give a theory of sublinear expectations and martingales in discrete time. Without assuming the existence of a dominating probability measure, we derive the extensions of classical results on uniform integrability, optional stopping of…

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…

The local maximal inequality for the Schr\"{o}dinger operators of order $\a>1$ is shown to be bounded from $H^s(\R^2)$ to $L^2$ for any $s>\frac38$. This improves the previous result of Sj\"{o}lin on the regularity of solutions to…

For two particles with different spin, we derive the Bell's inequality. The inequality is investigated for two systems combining spin-1 and 1/2; spin-1/2 and 3/2. We show that for these states Bell's inequality is violated.

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…

Assume $n\geq 2$. Consider the elementary symmetric polynomials $e_k(y_1,y_2,\ldots, y_n)$ and denote by $E_0,E_1,\ldots,E_{n-1}$ the elementary symmetric polynomials in reverse order \begin{align*}…