The maximal function and conditional square function control the variation: an elementary proof

DOI10.1090/PROC/12866zbMATH Open1348.42016arXiv1408.1213OpenAlexW2342250006MaRDI QIDQ2809214FDOQ2809214

Authors: Kevin Hughes, Ben Krause, Bartosz Trojan 

Publication date: 27 May 2016

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

Abstract: In this note we prove the following good-$lambda$ inequality, for $r>2$, all $lambda>0$, $$ [

u�ig{ V_r(f) > 3 lambda ; mathcal{M}(f) leq delta lambda�ig} leq 4 u{s(f) > delta lambda} + {delta^2 left(1+frac{16}{r-2} ight)^2} cdot

u�ig{ V_r(f) > lambda�ig}, ] where $mathcalM(f)$ is the martingale maximal function, $s(f)$ is the conditional martingale square function. This immediately proves that $V_r(f)$ is bounded on $L^p$, $1<p<infty$ and moreover is integrable when the maximal function is.

Full work available at URL: https://arxiv.org/abs/1408.1213

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zbMATH Keywords

martingalesmaximal function\(p\)-variationsquare function

Mathematics Subject Classification ID

Applications of functional analysis in probability theory and statistics (46N30) Inequalities; stochastic orderings (60E15) Martingales with discrete parameter (60G42) Maximal functions, Littlewood-Paley theory (42B25) Linear operators on function spaces (general) (47B38)

Cites Work

• Pointwise ergodic theorems for arithmetic sets. With an appendix on return-time sequences, jointly with Harry Furstenberg, Yitzhak Katznelson and Donald S. Ornstein
• The strong p-variation of martingales and orthogonal series
• La variation d'ordre p des semi-martingales
• Weighted Littlewood-Paley theory and exponential-square integrability
• Strong variational and jump inequalities in harmonic analysis
• Martingale Transforms
• On the integrability of the martingale square function
• Title not available (Why is that?)
• Variation inequalities for the Fejér and Poisson kernels
• The \(p\)-variation of partial sum processes and the empirical process

Cited In (1)

• \(\ell ^p\left(\mathbb {Z}^d\right)\)-estimates for discrete operators of Radon type: variational estimates

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