The Best Constant in Burkholder's Weak-L 1 Inequality for the Martingale Square Function

DOI10.2307/2043861zbMath0494.60047OpenAlexW4249040950MaRDI QIDQ3957718

David C. Cox

Publication date: 1982

Published in: Proceedings of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2043861

zbMATH Keywords

martingale difference sequenceBurkholder's weak inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Maximal functions, Littlewood-Paley theory (42B25)

Related Items (7)

Common strict character of some sharp infinite-sequence martingale inequalities ⋮ Sharp moment estimates for martingales with uniformly bounded square functions ⋮ A prophet inequality for \(L^2\)-martingales ⋮ Survey article: Bellman function method and sharp inequalities for martingales ⋮ A weak-type inequality for the martingale square function ⋮ The best constant in the Davis inequality for the expectation of the martingale square function ⋮ Weighted inequalities for \(q\)-functions

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