Démonstration probabiliste de certaines inégalités de Littlewood-Paley. Exposé I : les inégalités classiques
We show that the maximal operator associated to the family of rectangles in one of whose sides is parallel to for some j,k is bounded on , . We give an application of this theorem to obtain an extension of the Marcinkiewicz multiplier theorem.
We discuss the disjointness of two classes of stable stochastic processes: moving averages and Fourier transforms. Results on the incompatibility of these two representations date back to Urbanik. Here we extend various disjointness results to encompass larger classes of processes.