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

DOI10.1090/PROC/12866MaRDI QIDQ2809214zbMATH OpenOpenAlexFDO

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)

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

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)

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.

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Cites work

• scientific article; zbMATH DE number 3400258 (Why is no real title available?)
• La variation d'ordre p des semi-martingales
• Martingale Transforms
• On the integrability of the martingale square function
• Pointwise ergodic theorems for arithmetic sets. With an appendix on return-time sequences, jointly with Harry Furstenberg, Yitzhak Katznelson and Donald S. Ornstein
• Strong variational and jump inequalities in harmonic analysis
• The \(p\)-variation of partial sum processes and the empirical process
• The strong p-variation of martingales and orthogonal series
• Variation inequalities for the Fejér and Poisson kernels
• Weighted Littlewood-Paley theory and exponential-square integrability

Cited in

(1)

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

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