{"title":"Weak-type estimates for martingale maximal functions","authors":"A. Osȩkowski, Mateusz Wojtas","doi":"10.1214/22-ecp494","DOIUrl":null,"url":null,"abstract":"The paper contains the study of sharp extensions of weak-type estimates for a martingale maximal function. Given 1 < p < ∞ and a pair ( x, y ) of nonnegative numbers satisfying x p ≤ y , we identify the optimal upper bounds for (cid:107)| sup n f n |(cid:107) p, ∞ , for nonnegative martingales f = ( f n ) n ≥ 0 satisfying (cid:107) f (cid:107) 1 = x and (cid:107) f (cid:107) pp = y .","PeriodicalId":50543,"journal":{"name":"Electronic Communications in Probability","volume":" ","pages":""},"PeriodicalIF":0.5000,"publicationDate":"2022-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Electronic Communications in Probability","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1214/22-ecp494","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q4","JCRName":"STATISTICS & PROBABILITY","Score":null,"Total":0}
引用次数: 0
Abstract
The paper contains the study of sharp extensions of weak-type estimates for a martingale maximal function. Given 1 < p < ∞ and a pair ( x, y ) of nonnegative numbers satisfying x p ≤ y , we identify the optimal upper bounds for (cid:107)| sup n f n |(cid:107) p, ∞ , for nonnegative martingales f = ( f n ) n ≥ 0 satisfying (cid:107) f (cid:107) 1 = x and (cid:107) f (cid:107) pp = y .
期刊介绍:
The Electronic Communications in Probability (ECP) publishes short research articles in probability theory. Its sister journal, the Electronic Journal of Probability (EJP), publishes full-length articles in probability theory. Short papers, those less than 12 pages, should be submitted to ECP first. EJP and ECP share the same editorial board, but with different Editors in Chief.