A modification of the Chang-Wilson-Wolff inequality via the Bellman function

DOI10.14321/REALANALEXCH.44.2.0267MaRDI QIDQ2188786zbMATH OpenOpenAlexFDO

Authors Henry D. Riely

Publication date 11 June 2020

Published in Real Analysis Exchange (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1805.10510, https://projecteuclid.org/euclid.rae/1588298425

zbMATH Keywords

Bellman functiondyadic martingaleChang-Wilson-Wolff inequality

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Probabilistic methods for one variable harmonic analysis (42A61)

Abstract: We describe the Bellman function technique for proving sharp inequalities in harmonic analysis. To provide an example along with historical context, we present how it was originally used by Donald Burkholder to prove $L^p$ boundedness of the $pm1$ martingale transform. Finally, with Burkholder's result as a blueprint, we use the Bellman function to prove a new result related to the Chang-Wilson-Wolff Inequality.

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Cites work

• scientific article; zbMATH DE number 1870307 (Why is no real title available?)
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Cited in

(4)

• Perturbation of Burkholder's martingale transform and Monge-Ampère equation
• Modifications of Bellman-Giertz's theorem
• On a Bellman function associated with the Chang-Wilson-Wolff theorem: a case study
• The Bellman function technique in harmonic analysis

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