pith. sign in

arxiv: 1102.3905 · v1 · pith:ST32FQ7Wnew · submitted 2011-02-18 · 🧮 math.PR · math.AP

Perturbation of Burkholder's martingale transform and Monge--Amp\`ere equation

classification 🧮 math.PR math.AP
keywords fracburkholderinftymartingaleresultsharpcomplexconstant
0
0 comments X
read the original abstract

Let $\{d_k\}_{k \geq 0}$ be a complex martingale difference in $L^p[0,1],$ where $1<p<\infty,$ and $\{\e_k\}_{k \geq 0}$ a sequence in $\{\pm 1\}.$ We obtain the following generalization of Burkholder's famous result. If $\tau \in [-\frac 12, \frac 12]$ and $n \in \Z_+$ then $$|\sum_{k=0}^n{(\{c} \e_k \tau) d_k}|_{L^p([0,1], \C^2)} \leq ((p^*-1)^2 + \tau^2)^{\frac 12}|\sum_{k=0}^n{d_k}|_{L^p([0,1], \C)},$$ where $((p^*-1)^2 + \tau^2)^{\frac 12}$ is sharp and $p^*-1 = \max\{p-1, \frac 1{p-1}\}.$ For $2\leq p<\infty$ the result is also true with sharp constant for $\tau \in \R.$

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.