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Related papers: Maximal inequalities and weighted BMO processes

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In this note, we study a quantitative extension of the John-Nirenberg inequality for the Hardy-Littlewood maximal function of a $\operatorname{BMO}$ function. More precisely, for every nonconstant locally integrable function $f$ such that…

Classical Analysis and ODEs · Mathematics 2025-11-27 Alejandro Claros

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…

Probability · Mathematics 2016-11-07 Guixiang Hong , Marius Junge , Javier Parcet

In this paper we study sharp pointwise inequalities for maximal operators. In particular, we strengthen DeVore's inequality for the moduli of smoothness and a logarithmic variant of Bennett--DeVore--Sharpley's inequality for rearrangements.…

Functional Analysis · Mathematics 2021-02-10 Oscar Domínguez , Sergey Tikhonov

The $L^p$ maximal inequalities for martingales are one of the classical results in the theory of stochastic processes. Here we establish the sharp moderate maximal inequalities for one-dimensional diffusion processes, which include the…

Probability · Mathematics 2021-11-05 Xian Chen , Yong Chen , Mumien Cheng , Chen Jia

We consider the strong form of the John-Nirenberg inequality for the $L^2$-based BMO. We construct explicit Bellman functions for the inequality in the continuous and dyadic settings and obtain the sharp constant as well as the precise…

Classical Analysis and ODEs · Mathematics 2011-10-11 L. Slavin , V. Vasyunin

We prove a local version of Fefferman-Stein inequality for the local sharp maximal function, and a local version of John-Nirenberg inequality for locally BMO functions, in the framework of locally homogeneous spaces, in the sense of…

Functional Analysis · Mathematics 2015-11-10 Marco Bramanti , Maria Stella Fanciullo

We consider maximal kernel-operators on abstract measure spaces $(X,\mu)$ equipped with a ball-basis. We prove that under certain asymptotic condition on the kernels those operators maps boundedly BMO(X) into BLO(X), generalizing the…

Classical Analysis and ODEs · Mathematics 2025-12-09 Grigori A. Karagulyan

In this work we develop a weight theory in the setting of hyperbolic spaces. Our starting point is a variant of the well-known endpoint Fefferman-Stein inequality for the centered Hardy-Littlewood maximal function. This inequality…

Classical Analysis and ODEs · Mathematics 2023-05-25 Jorge Antezana , Sheldy Ombrosi

Motivated by the geometric reduction of Cauchy--Szeg\H{o} projections on quadratic surfaces of higher codimension (Nagel--Ricci--Stein, 2001) and recent developments on the real-variable theory adapted to twisted multiparameter structures…

Classical Analysis and ODEs · Mathematics 2026-04-03 Ji Li , Chong-Wei Liang , Chaojie Wen , Qingyan Wu

We consider the random field M(t)=\sup_{n\geq 1}\big\{-\log A_{n}+X_{n}(t)\big\}\,,\qquad t\in T\, for a set $T\subset \mathbb{R}^{m}$, where $(X_{n})$ is an iid sequence of centered Gaussian random fields on $T$ and $0<A_{1}<A_{2}<\cdots $…

Probability · Mathematics 2018-03-28 Zhipeng Liu , Jose H. Blanchet , A. B. Dieker , Thomas Mikosch

The John-Nirenberg theorem states that functions of bounded mean oscillation are exponentially integrable. In this article we give two extensions of this theorem. The first one relates the dyadic maximal function to the sharp maximal…

Classical Analysis and ODEs · Mathematics 2019-10-30 Javier Canto , Carlos Pérez

We consider the stochastic integrals of multivariate point processes and study their concentration phenomena. In particular, we obtain a Bernstein type of concentration inequality through Dol\'eans-Dade exponential formula and a uniform…

Probability · Mathematics 2017-03-24 Hanchao Wang , Zhengyan Lin , Zhonggen Su

We construct inner products by the Bernstein-Markov inequality on spaces of holomorphic sections of high powers of a line bundle. The corresponding weighted Bergman kernel functions converge to an extremal function. We obtain a uniform…

Complex Variables · Mathematics 2017-05-23 Guokuan Shao

In this article we prove weighted norm inequalities and pointwise estimates between the multilinear fractional integral operator and the multilinear fractional maximal. As a consequence of these estimations we obtain weighted weak and…

Analysis of PDEs · Mathematics 2009-07-31 Gladis Pradolini

The paper is devoted to two-weight estimates for the fractional maximal operators $\mathcal{M}^\alpha$ on general probability spaces equipped with a tree-like structure. For given $1<p\leq q<\infty$, we study the sharp universal upper bound…

Probability · Mathematics 2025-01-08 Rodrigo Bañuelos , Adam Osękowski

We obtain functional central limit theorems for both discrete time expressions of the form $1/\sqrt{N}\sum_{n=1}^{[Nt]}(F(X(q_1(n)),\ldots, X(q_{\ell}(n)))-\bar{F})$ and similar expressions in the continuous time where the sum is replaced…

Probability · Mathematics 2014-02-26 Yuri Kifer , S. R. S. Varadhan

The aim of this paper is to propose new Rosenthal-type inequalities for moments of order higher than 2 of the maximum of partial sums of stationary sequences including martingales and their generalizations. As in the recent results by…

Probability · Mathematics 2013-03-19 Florence Merlevède , Magda Peligrad

This work explores new deep connections between John-Nirenberg type inequalities and Muckenhoupt weight invariance for a large class of $BMO$-type spaces. The results are formulated in a very general framework in which $BMO$ spaces are…

Functional Analysis · Mathematics 2017-07-06 Jarod Hart , Rodolfo H. Torres

We prove a new Burkholder-Rosenthal type inequality for discrete-time processes taking values in a 2-smooth Banach space. As a first application we prove that if $(S(t,s))_{0\leq s\leq T}$ is a $C_0$-evolution family of contractions on a…

Probability · Mathematics 2021-07-13 Jan van Neerven , Mark Veraar

Self-normalized processes arise naturally in statistical applications. Being unit free, they are not affected by scale changes. Moreover, self-normalization often eliminates or weakens moment assumptions. In this paper we present several…

Probability · Mathematics 2007-05-23 Victor H. de la Pena , Michael J. Klass , Tze Leung Lai
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