Weak Type Inequality for the Square Function of a Nonnegative Submartingale

Adam Osękowski

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Displaying similar documents to “Weak Type Inequality for the Square Function of a Nonnegative Submartingale”

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Let α ∈ [0,1] be a fixed parameter. We show that for any nonnegative submartingale X and any semimartingale Y which is α-subordinate to X, we have the sharp estimate $∥ Y ∥_{W} \leq (2 (α + 1) ²) / (2 α + 1) ∥ X ∥_{L^{\infty}}$ . Here W is the weak- $L^{\infty}$ space introduced by Bennett, DeVore and Sharpley. The inequality is already sharp in the context of α-subordinate Itô processes.

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We study the functional $I_{f} (u) = \int_{Ω} f (u (x)) d x$ , where u=(u₁, ..., uₘ) and each $u_{j}$ is constant along some subspace $W_{j}$ of ℝⁿ. We show that if intersections of the $W_{j}$ ’s satisfy a certain condition then $I_{f}$ is weakly lower semicontinuous if and only if f is Λ-convex (see Definition 1.1 and Theorem 1.1). We also give a necessary and sufficient condition on ${W_{j}}_{j = 1, . . ., m}$ to have the equivalence: $I_{f}$ is weakly continuous if and only if f is Λ-affine.

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Let $W$ be the subspace of $ℕ^{*}$ consisting of all weak $P$ -points. It is not hard to see that $W$ is a pseudocompact space. In this paper we shall prove that this space has stronger pseudocompact properties. Indeed, it is shown that $W$ is a $p$ -pseudocompact space for all $p \in ℕ^{*}$ .

Sharp Weak-Type Inequality for the Haar System, Harmonic Functions and Martingales

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Let ${(h_{k})}_{k \geq 0}$ be the Haar system on [0,1]. We show that for any vectors $a_{k}$ from a separable Hilbert space and any $ε_{k} \in [- 1, 1]$ , k = 0,1,2,..., we have the sharp inequality $| | \sum_{k = 0}^{n} ε_{k} a_{k} h_{k} {| |}_{W ([0, 1])} \leq 2 | | \sum_{k = 0}^{n} a_{k} h_{k} {| |}_{L^{\infty} ([0, 1])}$ , n = 0,1,2,..., where W([0,1]) is the weak- $L^{\infty}$ space introduced by Bennett, DeVore and Sharpley. The above estimate is generalized to the sharp weak-type bound ${| | Y | |}_{W (Ω)} {\leq 2 | | X | |}_{L^{\infty} (Ω)}$ , where X and Y stand for -valued martingales such that Y is differentially subordinate to X. An application to harmonic functions on Euclidean domains is presented.

Relative weak derived functors

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Following Banakh and Gabriyelyan (2016) we say that a Tychonoff space X is an Ascoli space if every compact subset of $C_{k} (X)$ is evenly continuous; this notion is closely related to the classical Ascoli theorem. Every $k_{ℝ}$ -space, hence any k-space, is Ascoli. Let X be a metrizable space. We prove that the space $C_{k} (X)$ is Ascoli iff $C_{k} (X)$ is a $k_{ℝ}$ -space iff X is locally compact. Moreover, $C_{k} (X)$ endowed with the weak topology is Ascoli iff X is countable and discrete. Using some basic concepts from probability...

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