Related papers: Merryfield's inequality for multiparameter marting…

We obtain a new square function characterization of the weak Hardy space $H^{p,\infty}$ for all $p\in(0,\iy)$. This space consists of all tempered distributions whose smooth maximal function lies in weak $L^p$. Our proof is based on…

We prove an analogue of the classical Davis' decomposition for martingales in noncommutative L_p-spaces, involving the square functions. We also determine the dual space of the noncommutative conditioned Hardy space \h_1. We further extend…

The main result of this note is the strengthening of a quite arbitrary a priori Fourier restriction estimate to a multi-parameter maximal estimate of the same type. This allows us to discuss a certain multi-parameter Lebesgue point property…

An analogue of the Fourier transform will be introduced for all square integrable continuous martingale processes whose quadratic variation is deterministic. Using this transform we will formulate and prove a stochastic Heisenberg…

We suggest two versions of the Hardy--Littlewood--Sobolev inequality for discrete time martingales. In one version, the fractional integration operator is a martingale transform, however, it may vanish if the filtration is excessively…

We prove that there exists a martingale $f\in H_p $ such that the subsequence $\{L_{2^n}f \}$ of N\"orlund logarithmic means with respect to the Walsh system are not bounded in the Lebesgue space $weak-L_p $ for $0<p<1 $. Moreover, we prove…

A maximal inequality is an inequality which involves the (absolute) supremum $\sup_{s\leq t}|X_{s}|$ or the running maximum $\sup_{s\leq t}X_{s}$ of a stochastic process $(X_t)_{t\geq 0}$. We discuss maximal inequalities for several classes…

Let Mf denote the strong maximal function of f on R^n, that is the maximal average of f with respect to n-dimensional rectangles with sides parallel to the coordinate axes. For any dimension n>1 we prove the natural endpoint Fefferman-Stein…

Let $A$ be a generator of an analytic semigroup having a H{\"o}rmander functional calculus on $X = L^p(\Omega ,Y)$, where $Y$ is a UMD lattice. Using methods from Banach space geometry in connection with functional calculus, we show that…

In the first part of this paper we establish, in terms of so called k-tangential sets, a kind of optimal estimate for the size and structure of the set of non-differentiability of Lipshitz functions with one-sided directional derivatives.…

We prove that an inner function has finite $\mathcal{L} (p)$-entropy if and only if its accumulated M\"obius distortion is in $L^p$, $0<p<\infty$. We also study the support of the positive singular measures such that their corresponding…

In this paper, we study the $L^p(\mathbb{R}^2)$-improving bounds, i.e., $L^p(\mathbb{R}^2)\rightarrow L^q(\mathbb{R}^2)$ estimates, of the maximal function $M_{\gamma}$ along a plane curve $(t,\gamma(t))$, where…

This work shows how exponential concentration inequalities for additive functionals of stochastic processes over a finite time interval can be derived from concentration inequalities for martingales. The approach is entirely probabilistic…

Let T : Lp --> Lp be a contraction, with p strictly between 1 and infinity, and assume that T is analytic, that is, there exists a constant K such that n\norm{T^n-T^{n-1}} < K for any positive integer n. Under the assumption that T is…

This note extends some results of Nishiyama [Ann. Probab. 28 (2000) 685--712]. A maximal inequality for stochastic integrals with respect to integer-valued random measures which may have infinitely many jumps on compact time intervals is…

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…

In this article, we establish weighted strong and weak type inequalities for non-commutative square functions that naturally arise in the analysis of differences between ball averages and martingale sequences within the framework of group…

$ \renewcommand{\subset}{\subseteq} \newcommand{\N}{\mathbb N} $For $p\in [2,\infty)$ the metric $X_p$ inequality with sharp scaling parameter is proven here to hold true in $L_p$. The geometric consequences of this result include the…

The mixed principal eigenvalue of $p\,$-Laplacian (equivalently, the optimal constant of weighted Hardy inequality in $L^p$ space) is studied in this paper. Several variational formulas for the eigenvalue are presented. As applications of…

We obtain some maximal probability and moment inequalities for multidimensionally indexed demimartingales. Although the class of single-indexed demimartingales has been studied extensively, no significant amount of work has been done for…