Jump inequalities via real interpolation

DOI10.1007/S00208-019-01889-2MaRDI QIDQ2290820zbMATH OpenOpenAlexFDO

Authors Mariusz Mirek, Pavel Zorin-Kranich, Elias M. Stein

Publication date 29 January 2020

Published in Mathematische Annalen (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1808.04592

zbMATH Keywords

doubly stochastic operatorsFourier multipliersinterpolationJump inequalitiesmartingale cotype Banach spacesvector-valued martingales

Mathematics Subject Classification ID

Geometry and structure of normed linear spaces (46B20) Probability theory on linear topological spaces (60B11) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42)

Abstract: Jump inequalities are the $r=2$ endpoint of L'epingle's inequality for $r$-variation of martingales. Extending earlier work by Pisier and Xu we interpret these inequalities in terms of Banach spaces which are real interpolation spaces. This interpretation is used to prove endpoint jump estimates for vector-valued martingales and doubly stochastic operators as well as to pass via sampling from $mathbb{R}^d$ to $mathbb{Z}^d$ for jump estimates for Fourier multipliers.

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Cited in

(30)

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• Variation bounds for spherical averages
• Bootstrap methods in bounding discrete Radon operators
• Pointwise ergodic theorems for non-conventional bilinear polynomial averages
• Weighted Lépingle inequality
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