Doob's estimate for coherent random variables and maximal operators on trees

DOI10.37190/0208-4147.00132MaRDI QIDQ6192096zbMATH OpenOpenAlexFDO

Authors Stanisław Cichomski, Adam Osȩkowski

Publication date 12 February 2024

Published in Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2211.02434

zbMATH Keywords

best constantscoherent distributionmartingalemaximal operator

Mathematics Subject Classification ID

Operator theory (47-XX) Martingales with discrete parameter (60G42)

Abstract: Let $xi$ be an integrable random variable defined on $(Omega,mathcalF,mathbbP)$. Fix $kinmathbb{Z}_{+}$ and let ${mathcal{G}_i^j}_{1leilen,1lejlek}$ be a reference family of sub-$sigma$-fields of $mathcalF$, such that ${mathcal{G}_i^j}_{1leilen}$ is a filtration for each $jin1,2,dots,k$. In this article we explain the underlying connection between the analysis of the maximal functions of the corresponding coherent vector and basic combinatorial properties of the uncentered Hardy-Littlewood maximal operator. Following a classical approach of Grafakos, Kinnunen and Montgomery-Smith, we establish an appropriate version of the celebrated Doob's maximal estimate.

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Cited in

(2)

• On the existence of extreme coherent distributions with no atoms
• Coherent distributions on the square-extreme points and asymptotics

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