Weak Type Inequality for the Square Function of a Nonnegative Submartingale
Adam Osękowski (2009)
Bulletin of the Polish Academy of Sciences. Mathematics
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Let f be a nonnegative submartingale and S(f) denote its square function. We show that for any λ > 0, , and the constant π/2 is the best possible. The inequality is strict provided ∥f∥₁ ≠ 0.