English
Related papers

Related papers: Weighted Davis inequalities for martingale square …

200 papers

In this article, we consider weighted weak type $(1,1)$ inequality for certain square function associated to differences of ball averages and martingale in the non-commutative setting. This establishes a weighted version of main result of…

Functional Analysis · Mathematics 2025-06-19 Samya Kumar Ray , Diptesh Saha

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…

Probability · Mathematics 2025-09-30 Maciej Rzeszut

We prove a weighted version of the Hardy-Littlewood-Sobolev inequality for radially symmetric functions, and show that the range of admissible power weights appearing in the classical inequality due to Stein and Weiss can be improved in…

Classical Analysis and ODEs · Mathematics 2009-12-07 Pablo L. De Napoli , Irene Drelichman , Ricardo G. Duran

Let $(X_i, \mathcal{F}_i)_{i\geq1}$ be a martingale difference sequence in a smooth Banach space. Let $S_n=\sum_{i=1}^nX_i, n\geq 1,$ be the partial sums of $(X_i, \mathcal{F}_i)_{i\geq 1}$. We give upper bounds on the quantity…

Probability · Mathematics 2019-09-13 Xiequan Fan , Davide Giraudo

We investigate the unconditional basis property of martingale differences in weighted $L^2$ spaces in the non-homogeneous situation (i.e. when the reference measure is not doubling). Specifically, we prove that finiteness of the quantity…

Analysis of PDEs · Mathematics 2014-11-20 C. Thiele , S. Treil , A. Volberg

In this paper, we establish some weighted fractional inequalities for differentiable mappings whose derivatives in absolute value are convex. These results are connected with the celebrated Hermite-Hadamard-Fejer type integral inequality.…

Classical Analysis and ODEs · Mathematics 2014-09-19 Erhan Set , Imdat Iscan , M. Zeki Sarikaya , M. Emin Ozdemir

We establish deviation inequalities for the maxima of partial sums of a martingale differences sequence, and of a strictly stationary orthomartingale random field. These inequalities can be used to establish complete convergence of…

Probability · Mathematics 2020-03-10 Davide Giraudo

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

The classical Davis inequality $\mathbb{E} Mf\simeq \mathbb{E} Sf$, where $(Sf)^2=\sum_{k}\left|f_{k}-f_{k-1}\right|^2$ is the square function and $Mf= \sup_n \left|f_n\right|$ is the maximal function, is true with a universal constant for…

Probability · Mathematics 2025-11-13 Maciej Rzeszut

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…

Probability · Mathematics 2025-12-22 Grigori A. Karagulyan

In this paper we consider local martingales with values in a UMD Banach function space. We prove that such martingales have a version which is a martingale field. Moreover, a new Burkholder--Davis--Gundy type inequality is obtained.

Probability · Mathematics 2018-11-12 Mark Veraar , Ivan Yaroslavtsev

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…

Probability · Mathematics 2026-05-12 Wei Chen , Yong Jiao , Xingyan Quan , Lian Wu

In this paper, we are interested in investigating a weighted variant of Hermite-Hadamard type inequalities involving convex functionals. The approach undertaken makes it possible to refine and reverse certain inequalities already known in…

Functional Analysis · Mathematics 2024-05-21 Mustapha Raissouli , Mohamed Chergui , Lahcen Tarik

Following the ideas of A. Lerner, F. Nazarov, S. Ombrosi from [12] we prove that there is a sequence of weights $w\in A^d_1$ such that $[w]^d_{A_1}\to \infty$, and martingale transforms $T$ such that with an absolute positive $c$ $\|T:…

Analysis of PDEs · Mathematics 2018-04-10 Paata Ivanisvili , Alexander Volberg

We prove inequalities involving noncommutative differentially subordinate martingales. More precisely, we prove that if $x$ is a self-adjoint noncommutative martingale and $y$ is weakly differentially subordinate to $x$ then $y$ admits a…

Operator Algebras · Mathematics 2019-03-27 Yong Jiao , Narcisse Randrianantoanina , Lian Wu , Dejian Zhu

In this paper we consider a weighted version of one dimensional discrete Hardy's Inequality on half-line with power weights of the form $n^\alpha$. Namely we consider: \begin{equation} \sum_{n=1}^\infty |u(n)-u(n-1)|^2 n^\alpha \geq…

Functional Analysis · Mathematics 2022-05-20 Shubham Gupta

In this paper, we establish a class of Stein-Weiss type inequality with partial variable weight functions on the upper half space using a weighted Hardy type inequality. Overcoming the impact of weighted functions, the existence of extremal…

Analysis of PDEs · Mathematics 2024-12-31 Jingbo Dou , Jingjing Ma

In this paper we prove and discuss some new $\left( H_p,L_{p}\right)$ type inequalities for partial Sums and Fej\'er means with respect to Walsh system. It is also proved that these results are the best possible in a special sense. As…

Classical Analysis and ODEs · Mathematics 2020-08-04 George Tephnadze

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

Recently, the so-called Hermite-Hadamard inequality for (operator) convex functions with one variable has known extensive several developments by virtue of its nice properties and various applications. The fundamental target of this paper…

Classical Analysis and ODEs · Mathematics 2024-05-22 Mustapha Raissouli , Lahcen Tarik , Mohamed Chergui
‹ Prev 1 2 3 10 Next ›