Lower Estimate on Square Function of an Indicator Set

Abstract: Let

S f

be a discrete martingale square function. Then, for any set

V

of positive probability, we have

m a t h b b E S (m a t h b f 1_{V})^{2} g e q e t a m a t h b b P (V)

for an absolute constant

e t a > 0

. We extend this to wavelet square functions, and discuss some related open questions.

This page was built for publication: Lower Estimate on Square Function of an Indicator Set