Martingale inequalities for spline sequences

DOI10.1007/S11117-019-00668-2arXiv1812.07817WikidataQ89493599 ScholiaQ89493599MaRDI QIDQ6311355FDOQ6311355

Authors: Markus Passenbrunner 

Publication date: 19 December 2018

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.

Mathematics Subject Classification ID

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

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