Related papers: Merryfield's inequality for multiparameter marting…

In this paper we survey recent developments over the last 25 years on the mixed fractional moduli of smoothness of periodic functions from $L_p$, $1<p<\infty$. In particular, the paper includes monotonicity properties, equivalence and…

Let $f\in L^p(\mathbb{R}^d)$, $d\ge 3$, and let $A_t f(x)$ the average of $f$ over the sphere with radius $t$ centered at $x$. For a subset $E$ of $[1,2]$ we prove close to sharp $L^p\to L^q$ estimates for the maximal function $\sup_{t\in…

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…

For the fractional Laplacian we give Hardy inequality which is optimal in $L^p$ for $1<p<\infty$. As an application, we explicitly characterize the contractivity of the corresponding Feynman-Kac semigroups on $L^p$.

In this paper, we provide a counterexample to show that in sharp contrast to the classical case, the almost uniform convergence may not happen for truly noncommutative $L_p$-martingales when $1\leq p<2$. The same happens to ergodic…

Defining a divergence between the laws of continuous martingales is a delicate task, owing to the fact that these laws tend to be singular to each other. An important idea, put forward by N. Gantert, is to instead consider a scaling limit…

The optimal function $f$ satisfying $$ \mathbb{E} |\sum_{1}^n X_i | \ge f(\mathrbb{E}|X_1|,...,\mathbb{E}|X_n|) $$ for every martingale $(X_1,X_1+X_2, ...,\sum_{i=1}^n X_i)$ is shown to be given by $$ f(a) = \max \Big\{a_k-\sum_{i=1}^{k-1}…

We derive inequalities for time-discrete and time-continuous martingales that are similar to the well-known Burkholder inequalities. For the time-discrete case arbitrary martingales in $L^p(\Omega)$ are treated, whereas in the…

We establish a new improvement of the classical $L^p$-Hardy inequality on the multidimensional Euclidean space in the supercritical case. Recently, in [14], there has been a new kind of development of the one dimensional Hardy inequality.…

Given Mikhlin-H\"ormander multipliers $m_i$, $i=1,..., N$, with uniform estimates we prove an optimal $\sqrt{\log(N+1)}$ bound in $L^p$ for the maximal function $\sup_i|\cF^{-1}[m_i\hat f]|$ and related bounds for maximal functions…

We establish $L^p$ estimates for multilinear multipliers acting on $(n-1)$-tuples of functions on $\mathbb{R}^d$. We assume that the multiplier satisfies symbol estimates outside a linear subspace of dimension $m$. The difficulty of proving…

We use a method of rotations to study the $L^p$ boundedness, $1<p<\infty$, of Fourier multipliers which arise as the projection of martingale transforms with respect to symmetric $\alpha$-stable processes, $0<\alpha<2$. Our proof does not…

In this paper, we investigated the boundedness of multilinear fractional strong maximal operator $\mathcal{M}_{\mathcal{R},\alpha}$ associated with rectangles or related to more general basis with multiple weights…

For multiparameter bilinear paraproduct operators $B$ we prove the estimate $$ B: L^p X L^q --> L^r, 1<p,q\le{}\infty. $$ Here, $1/p+1/q=1/r$ and special attention is paid to the case of $0<r<1$. (Note that the families of multiparameter…

We establish the $L^p(\mathbb{R}^3)$ boundedness of the helical maximal function for the sharp range $p>3$. Our results improve the previous known bounds for $p>4$. The key ingredient is a new microlocal smoothing estimate for averages…

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a {\em stochastic maximal inequality} derived by using the formula for…

Given a probability space $(\Omega, \mathsf{A}, \mu)$, let $\mathsf{A}_1, \mathsf{A}_2, ...$ be a filtration of $\sigma$-subalgebras of $\mathsf{A}$ and let $\mathsf{E}_1, \mathsf{E}_2, ...$ denote the corresponding family of conditional…

In this short paper we study $L_f^p$-Liouville property with $0<p<1$ for nonnegative $f$-subharmonic functions on a complete noncompact smooth metric measure space $(M,g,e^{-f}dv)$ with $\mathrm{Ric}_f^m$ bounded below for $0<m\leq\infty$.…

Motivated by a discrete inequality problem proposed by Duanyang Zhang as Problem 6 of the 2022 Spring NSMO, we prove a median version of Hardy's inequality. For a nonnegative function $f\in L^p(0,\infty)$, $p>1$, let $A(t)$ be the average…

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 $P(\max_{1\leq k \leq n} S_k \geq n)=O(\exp\{-C_1 n^{\alpha}\}),$…