Related papers: Doob's estimate for coherent random variables and …

The paper considers the martingale theory in the $G$-framework. A form of Doob's optional sampling is established, which allows to prove the exact analogue of the classical maximal inequality. The obtained results are used to improve the…

We study the mapping properties of the Hardy--Littlewood fractional maximal operator between Lorentz spaces of the homogeneous tree and discuss the optimality of all the results.

Shifted variants of (dyadic) Hardy-Littlewood maximal function and Stein's square function have played a significant role in the study of many important operators such as Calderon commutators, (bilinear) Hilbert transforms, multilinear…

We present a unified approach to Doob's $L^p$ maximal 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…

R\'emy's algorithm is a Markov chain that iteratively generates a sequence of random trees in such a way that the $n^{\mathrm{th}}$ tree is uniformly distributed over the set of rooted, planar, binary trees with $2n+1$ vertices. We obtain a…

In this paper we study the $L^p$ boundedness of the centred and the uncentred Hardy--Littlewood maximal operators on the class $\Upsilon_{a,b}$, $2\leq a\leq b$, of trees with $(a,b)$-bounded geometry. We find the sharp range of $p$,…

Evaluation of the Bellman functions is a difficult task. The exact Bellman functions of the dyadic Carleson Embedding Theorem 1.1 and the dyadic maximal operators are obtained in [3] and [4]. Actually, the same Bellman functions also work…

We characterize strong type and weak type inequalities with two weights for positive operators on filtered measure spaces. These estimates are probabilistic analogues of two-weight inequalities for positive operators associated to the…

This paper extends classical probabilistic results to the broader class of demimartingales and demisubmartingales. We establish variants of Doob's-type optional sampling theorem under minimal structural conditions on stopping times, relying…

Dependencies of the optimal constants in strong and weak type bounds will be studied between maximal functions corresponding to the Hardy--Littlewood averaging operators over convex symmetric bodies acting on $\mathbb R^d$ and $\mathbb…

Let $(\Omega,\mathcal{F},\mathbb{P})$ be a probability space and $\varphi:\ \Omega\times[0,\infty)\to[0,\infty)$ be a Musielak-Orlicz function. In this article, the authors prove that the Doob maximal operator is bounded on the…

Let $\mathcal{B}$ denote a collection of open bounded sets in $\mathbb{R}^n$, and define the associated maximal operator $M_{\mathcal{B}}$ by $$ M_{\mathcal{B}}f(x) := \sup_{x \in R \in \mathcal{B}} \frac{1}{|R|}\int_R |f|. $$ The sharp…

The Hardy operator $T_a$ on a tree $\G$ is defined by \[(T_af)(x):=v(x) \int^x_a u(t)f(t) dt \qquad {for} a, x\in \G. \] Properties of $T_a$ as a map from $L^p(\G)$ into itself are established for $1\le p \le \infty$. The main result is…

Let ${\mbox{$\mbox{\boldmath $f$}$}}$ be a square-integrable, zero-mean, random vector with observable realizations in a Hilbert space $H$, and let ${\mbox{$\mbox{\boldmath $g$}$}}$ be an associated square-integrable, zero-mean, random…

Four estimators of the directed information rate between a pair of jointly stationary ergodic finite-alphabet processes are proposed, based on universal probability assignments. The first one is a Shannon--McMillan--Breiman type estimator,…

In stochastic systems, numerically sampling the relevant trajectories for the estimation of the large deviation statistics of time-extensive observables requires overcoming their exponential (in space and time) scarcity. The optimal way to…

This is a survey article about recent developments in dimension-free estimates for maximal functions corresponding to the Hardy--Littlewood averaging operators associated with convex symmetric bodies in $\mathbb R^d$ and $\mathbb Z^d$.

In a filtered measure space, a characterization of weights for which the trace inequality of a positive operator holds is given by the use of discrete Wolff's potential. A refinement of the Carleson embedding theorem is also introduced.…

We show that a very simple randomised algorithm for numerical integration can produce a near optimal rate of convergence for integrals of functions in the $d$-dimensional weighted Korobov space. This algorithm uses a lattice rule with a…

We study the behavior of averages for functions defined on finite graphs $G$, in terms of the Hardy-Littlewood maximal operator $M_G$. We explore the relationship between the geometry of a graph and its maximal operator and prove that $M_G$…