\(A_1\) Fefferman-Stein inequality for maximal functions of martingales in uniformly smooth spaces (Q2243904): Difference between revisions

This paper provides an inequality which is a generalisation of the Burkholder-Davis-Gundy inequality on martingales taking values in a Banach space that satisfies a certain smoothness condition in regards to its \(p\)th norm. This inequality bounds the expected value of the supremum of the absolute value of the martingale sequence by the expectation of the sum of the \(p\)th norm of the increments of the martingale (here \(p \in (1,2]\)). The particular version that is proved in this paper also includes a weight function which is a random variable defined on the same space as the martingale.