The Bellman function of the dyadic maximal operator related to Kolmogorov's inequality

Abstract: We precisely compute the Bellman function of two variables of the dyadic maximal operator in relation to Kolmogorov inequality. In this way we give an alternative proof of the results in [5].Additionally, we characterize the sequences of functions that are extremal for this Bellman function.The proof of this is based on that is given in this paper for the Bellman function we are interested in.

Review text

The dyadic maximal operator on \(\mathbb{R}^{n}\) is defined by \[ \mathcal{M}_{d}\phi (x)=\sup \left\{ \frac{1}{\left| Q\right| } \int_{Q}\left| \phi (u)\right| du:x\in Q, Q\subseteq \mathbb{R}^{n} \text{ is a dyadic cube}\right\} \] for every \(\phi \in L_{\mathrm{loc}}^{1}(\mathbb{R}^{n}),\) where the dyadic cubes are those formed by the grids \(2^{-N}\mathbb{Z}^{n}\) for \(N=0,1,2,\ldots \). A classical result is the so-called Kolmogorov's inequality \[ \int\limits_E |\mathcal{M}_{q}\phi(u)|^q du \leq {1\over q-1} |E|^{1-q}\|\phi\|_1^q, \] which holds whenever \(q \in (0, 1), \phi\in L^1(\mathbb{R}^n)\), and \(E\) is a measurable subset of \(\mathbb{R}^n\) with finite measure. \textit{A. D. Melas} and the author [Trans. Am. Math. Soc. 362, No. 3, 1571--1597 (2010; Zbl 1194.42026)] investigated this inequality by computation of the so-called Bellman functions of four variables \(B_q^\prime(f,h,L,k)\) and proved there that this inequality is sharp. The precise value of \(B_q^\prime\) has been found by the evaluation of the respective Bellman function of two variables which is defined by \[ B_q(f,h)=\sup\left\{\int_X(\mathcal{M}_d\phi)^qd\mu:\;\phi\geq0,\;\int_X\phi d\mu=f,\;\int_X\phi^qd\mu=h\right\} \] with \(0<h\leq f^q\). In the paper under review the author proves that \(B_q(f,h) = h\omega_q(f^q/h)\) for any \(q\in(0,1)\) and any \(0<h\leq f^q\), where \(\omega_q:[1,+\infty)\to [1,+\infty)\) is defined by \(\omega_q(z)=[H^{-1}_q(z)]^q\), \(H_q(z)=(1-q)z^q+qz^{q-1}, z\geq 1\). This gives an alternative proof of the above-mentioned result of \textit{A. D. Melas} and the author. Additionally, the author investigates the sequences of functions that are extremal for this Bellman function \(B_q\) and proves that they behave approximately like eigenfunctions of the dyadic maximal operator, for a specific eigenvalue.

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