Related papers: Weak type estimates associated to Burkholder's mar…

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.

We introduce a new family of refined Sobolev-Malliavin spaces that capture the integrability in time of the Malliavin derivative. We consider duality in these spaces and derive a Burkholder type inequality in a dual norm. The theory we…

We prove noncommutative martingale inequalities associated with convex functions. More precisely, we obtain $\Phi$-moment analogues of the noncommutative Burkholder inequalities and the noncommutative Rosenthal inequalities for any convex…

Many important dynamic systems, time series models or even algorithms exhibit non-strong mixing properties. In this paper, we introduce the general concept of $\mathcal{C}_{p,\mathcal{F}}$-mixing to cover such cases, where assumptions on…

One of the remarkable notions in the recent development of quantum physics is the weak value related to weak measurements. We emulate it as a two-time conditional expectation in a classical stochastic model. We use the well known…

We describe a new operator space structure on $L_p$ when $p$ is an even integer and compare it with the one introduced in our previous work using complex interpolation. For the new structure, the Khintchine inequalities and Burkholder's…

We establish Trudinger-type inequality in the context of fractional boundary Hardy-type inequality for the case $sp=d$, where $p>1, ~ s \in (0,1)$ on a bounded Lipschitz domain $\Omega \subset \mathbb{R}^d$. In particular, we establish…

We prove quantitative, one-weight, weak-type estimates for maximal operators, singular integrals, fractional maximal operators and fractional integral operators. We consider a kind of weak-type inequality that was first studied by…

We present a multi-variable extension of Rubio de Francia's restricted weak-type extrapolation theory that does not involve Rubio de Francia's iteration algorithm; instead, we rely on the following Sawyer-type inequality for the weighted…

For $p > 1$ let a function $\varphi_p(x) = x^2/2$ if $|x|\le 1$ and $\varphi_p(x) = 1/p|x|^p -1/p + 1/2$ if $|x| > 1$. For a random variable $\xi$ let $\tau_{\varphi_p}(\xi)$ denote $\inf\{c\ge 0 :\; \forall_{\lambda\in\mathbb{R}}\;…

We extend an inequality of Merryfield, valid in the continuous setting, to discrete multiparameter martingales. As a consequence, we obtain the $L^p$ comparison of the maximal function with the square function: \begin{align*} E[(Sf)^p]…

In this paper, we first introduce some new Morrey type spaces containing generalized Morrey space and weighted Morrey space with two weights as special cases. Then we give the weighted strong type and weak type estimates for fractional…

New inequalities are proved for the variance of the Pitman estimators (minimum variance equivariant estimators) of \theta constructed from samples of fixed size from populations F(x-\theta). The inequalities are closely related to the…

We establish an Azuma type inequality under a Lipshitz condition for martingales in the framework of noncommutative probability spaces and apply it to deduce a noncommutative Heoffding inequality as well as a noncommutative McDiarmid type…

We give a class of Fourier multipliers with non-symmetric symbols and explicit norm bounds on $L^p$ spaces by using the stochastic calculus of L\'evy processes and Burkholder-Wang estimates for differentially subordinate martingales.

We consider weighted norm inequalities for the Riesz potentials $I_\alpha$, also referred to as fractional integral operators. First we prove mixed $A_p$-$A_\infty$ type estimates in the spirit of [13, 15, 17]. Then we prove strong and weak…

Let $\varrho\in C^{\infty} ({\Bbb R}^d\setminus\{0\})$ be a non-radial homogeneous distance function satisfying $\varrho(t\xi)=t\varrho(\xi)$. For $f\in\frak S ({\Bbb R}^{d+1})$ and $\delta>0$, we consider convolution operator ${\Cal…

Let $1\leq p <\infty$ and $0 < q,r < \infty$. We characterize validity of the inequality for the composition of the Hardy operator, \begin{equation*} \bigg(\int_a^b \bigg(\int_a^x \bigg(\int_a^t f(s)ds \bigg)^q u(t) dt \bigg)^{\frac{r}{q}}…

Let $V\in C^2(\R^d)$ such that $\mu_V(\d x):= \e^{-V(x)}\,\d x$ is a probability measure, and let $\aa\in (0,2)$. Explicit criteria are presented for the $\aa$-stable-like Dirichlet form $$\E_{\aa,V}(f,f):= \int_{\R^d\times\R^d}…

The boundedness of the small Hankel operator $h_f^\nu(g)=P_\nu(f\bar{g})$, induced by an analytic symbol $f$ and the Bergman projection $P_\nu$ associated to $\nu$, acting from the weighted Bergman space $A^p_\om$ to $A^q_\nu$ is…