Martingale inequalities for spline sequences

DOI10.1007/S11117-019-00668-2MaRDI QIDQ6311355arXivWikidataFDO

Authors Markus Passenbrunner

Publication date 19 December 2018

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Spline approximation (41A15) Fourier series in special orthogonal functions (Legendre polynomials, Walsh functions, etc.) (42C10)

Abstract: We show that D. L'{e}pingle's $L_1(el{l}_2)$-inequality �egin{equation*} Big| �ig( sum_n mathbb E[f_n | mathscr F_{n-1}]^2 �ig)^{1/2}Big|_1 leq 2cdot Big| �ig( sum_n f_n^2 �ig)^{1/2} Big|_1, qquad f_ninmathscr F_n, end{equation*} extends to the case where we substitute the conditional expectation operators with orthogonal projection operators onto spline spaces and where we can allow that $f_n$ is contained in a suitable spline space $mathscrS(mathscr{F}_n)$. This is done provided the filtration $(mathscr{F}_n)$ satisfies a certain regularity condition depending on the degree of smoothness of the functions contained in $mathscrS(mathscr{F}_n)$. As a by-product, we also obtain a spline version of $H_1$-$BMO$ duality under this assumption.

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