Maximal inequalities, convexity inequality and their duality. I

1981 ◽  
Vol 7 (2) ◽  
pp. 131-140 ◽  
Author(s):  
J. Mogyoródi
Keyword(s):  
Maximal Inequalities ◽  
Convexity Inequality

Two-weight weak-type maximal inequalities for martingales

2009 ◽  
Vol 29 (2) ◽  
pp. 402-408 ◽  
Author(s):  
Ren Yanbo ◽  
Hou Youliang
Keyword(s):  
Weak Type ◽  
Maximal Inequalities

Maximal Inequalities for Additive Processes

2011 ◽  
Vol 25 (4) ◽  
pp. 981-1012
Author(s):  
Michael J. Klass ◽  
Ming Yang
Keyword(s):  
Maximal Inequalities ◽  
Additive Processes

Second-order Riesz Transforms and Maximal Inequalities Associated with Magnetic Schr ödinger Operators

2015 ◽  
Vol 58 (2) ◽  
pp. 432-448 ◽  
Author(s):  
Dachun Yang ◽  
Sibei Yang
Keyword(s):  
Hardy Space ◽  
Orlicz Space ◽  
Orlicz Function ◽  
Second Order ◽  
Riesz Transforms ◽  
Muckenhoupt Weights ◽  
Schrodinger Operator ◽  
Magnetic Schrödinger Operator ◽  
Maximal Inequalities ◽  
Reverse Hölder

AbstractLet be a magnetic Schrödinger operator on ℝn, wheresatisfy some reverse Hölder conditions. Let be such that ϕ(x, ·) for any given x ∊ ℝn is an Orlicz function, ϕ( ·, t) ∊ A∞(ℝn) for all t ∊ (0,∞) (the class of uniformly Muckenhoupt weights) and its uniformly critical upper type index . In this article, the authors prove that second-order Riesz transforms VA-1 and are bounded from the Musielak–Orlicz–Hardy space Hµ,A(Rn), associated with A, to theMusielak–Orlicz space Lµ(Rn). Moreover, we establish the boundedness of VA-1 on . As applications, some maximal inequalities associated with A in the scale of Hµ,A(Rn) are obtained

scholarly journals Exact bounds for tail probabilities of martingales with bounded differences

2009 ◽  
Vol 50 ◽  
Author(s):  
Dainius Dzindzalieta
Keyword(s):  
Random Walks ◽  
General Principle ◽  
Isoperimetric Problem ◽  
Maximal Inequality ◽  
Tail Probabilities ◽  
Bounds For Tail Probabilities ◽  
Maximal Inequalities ◽  
Exact Bounds ◽  
Natural Classes

We consider random walks, say Wn = {0, M1, . . ., Mn} of length n starting at 0 and based on a martingale sequence Mk = X1 + ··· + Xk with differences Xm. Assuming |Xk| \leq 1 we solve the isoperimetric problem Bn(x) = supP\{Wn visits an interval [x,∞)\},  (1) where sup is taken over all possible Wn. We describe random walks which maximize the probability in (1). We also extend the results to super-martingales.For martingales our results can be interpreted as a maximalinequalitiesP\{max 1\leq k\leq n Mk   \geq x\} \leq Bn(x).The maximal inequality is optimal since the equality is achieved by martingales related to the maximizing random walks. To prove the result we introduce a general principle – maximal inequalities for (natural classes of) martingales are equivalent to (seemingly weaker) inequalities for tail probabilities, in our caseBn(x) = supP{Mn  \geq  x}.Our methods are similar in spirit to a method used in [1], where a solution of an isoperimetric problem (1), for integer x is provided and to the method used in [4], where the isoperimetric problem of type (1) for conditionally symmetric bounded martingales was solved for all x ∈ R.

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