Related papers: Weighted L\'epingle inequality

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…

The purpose of the paper is to establish weighted maximal $L_p$-inequalities in the context of operator-valued martingales on semifinite von Neumann algebras. The main emphasis is put on the optimal dependence of the $L_p$ constants on the…

We present a few techniques for proving $L^p$ estimates for martingales. Basic applications to It\^o integration and rough paths are included.

This paper is devoted to the study of quantitative weighted norm estimates for martingale square functions in both scalar-weighted and matrix-weighted settings. In particular, we introduce the martingale square functions $S_W$ via matrix…

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…

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…

Using martingale methods, we provide bounds for the entropy of a probability measure on $\mathbb {R}^d$ with the right-hand side given in a certain integral form. As a corollary, in the one-dimensional case, we obtain a weighted log-Sobolev…

For 1<p<infty and for weight w in A_p, we show that the r-variation of the Fourier sums of any function in L^p(w) is finite a.e. for r larger than a finite constant depending on w and p. The fact that the variation exponent depends on w is…

Jump inequalities are the $r=2$ endpoint of L\'epingle's inequality for $r$-variation of martingales. Extending earlier work by Pisier and Xu we interpret these inequalities in terms of Banach spaces which are real interpolation spaces.…

Let $\mathcal{M}$ be a semifinite von Neumann algebra equipped with a semifinite normal faithful trace $\tau$. Let $d$ be an injective positive measurable operator with respect to $(\mathcal{M}, \tau)$ such that $d^{-1}$ is also measurable.…

We use $L^2$ estimates for the $\bar\partial$ equation to find geometric conditions on discrete interpolating varieties for weighted spaces $A_p(\C)$ of entire functions such that $| f(z)|\le Ae^{Bp(z)}$ for some $A,B>0$. In particular, we…

We study a class of martingale inequalities involving the running maximum process. They are derived from pathwise inequalities introduced by Henry_Labordere et al. (2013) and provide an upper bound on the expectation of a function of the…

Multi-dimensional continuous local martingales, enhanced with their stochastic area process, give rise to geometric rough paths with a.s. finite homogenous p-variation, p>2. Here we go one step further and establish quantitative bounds of…

We prove the $L^p$ regularity of the weighted Bergman projection on the Hartogs triangle, where the weights are powers of the distance to the singularity at the boundary. The restricted range of $p$ is proved to be sharp. By using a…

We prove a weighted version of a classical inequality of Johnson and Schechtman from which we derive a decomposition theorem for $p$-th moments ($0<p\leq 1$) of nonnegative generalized $U$-statistics with constant not dependent on $p$. In…

We consider random discrepancy under weighted importance sampling of a class of stratified input. We give the expected $L_p-$discrepancy($2\leq p<\infty$) upper bound in weighted form under a class of stratified sampling. This result…

In this paper we investigate polynomial interpolation using orthogonal polynomials. We use weight functions associated with orthogonal polynomials to define a weighted form of Lagrange interpolation. We introduce an upper bound of error…

In this work we present a newly developed study of the interpolation of weighted Sobolev spaces by the complex method. We show that in some cases, one can obtain an analogue of the famous Stein-Weiss theorem for weighted $L^{p}$ spaces. We…

The paper contains the proof of $L^p$-weighted norm inequalities for both, martingales square functions and the classical square functions in harmonic analysis of Littlewood-Paley and Lusin. Furthermore, the bounds are completely explicit…

This paper begins a new approach to the $r$-trace formula, without removing the nontempered contribution to the spectral side. We first establish an invariant trace formula whose discrete spectral terms are weighted by automorphic…