Search results for "46B09"

showing 2 items of 2 documents

On singular integral and martingale transforms

2007

Linear equivalences of norms of vector-valued singular integral operators and vector-valued martingale transforms are studied. In particular, it is shown that the UMD(p)-constant of a Banach space X equals the norm of the real (or the imaginary) part of the Beurling-Ahlfors singular integral operator, acting on the X-valued L^p-space on the plane. Moreover, replacing equality by a linear equivalence, this is found to be the typical property of even multipliers. A corresponding result for odd multipliers and the Hilbert transform is given.

46B09General Mathematics46B20 (Secondary)Banach space42B15 (Primary) 42B2001 natural sciencesUpper and lower bounds010104 statistics & probabilitysymbols.namesakeCorollary60G46; 42B15 (Primary) 42B20; 46B09; 46B20 (Secondary)Classical Analysis and ODEs (math.CA)FOS: Mathematics60G460101 mathematicsMathematicsNormed vector spaceDiscrete mathematicsApplied MathematicsProbability (math.PR)010102 general mathematicsSingular integralSingular valueMathematics - Classical Analysis and ODEssymbolsHilbert transformMartingale (probability theory)Mathematics - ProbabilityTransactions of the American Mathematical Society
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On decoupling in Banach spaces

2021

AbstractWe consider decoupling inequalities for random variables taking values in a Banach space X. We restrict the class of distributions that appear as conditional distributions while decoupling and show that each adapted process can be approximated by a Haar-type expansion in which only the pre-specified conditional distributions appear. Moreover, we show that in our framework a progressive enlargement of the underlying filtration does not affect the decoupling properties (in particular, it does not affect the constants involved). As a special case, we deal with one-sided moment inequalities for decoupled dyadic (i.e., Paley–Walsh) martingales and show that Burkholder–Davis–Gundy-type in…

Statistics and ProbabilityPure mathematicsGeneral MathematicsBanach space01 natural sciences010104 statistics & probabilityFOS: MathematicsFiltration (mathematics)decoupling in Banach spaces0101 mathematicsSpecial casestokastiset prosessitMathematicsMathematics::Functional Analysisdyadic martingalesProbability (math.PR)010102 general mathematicsDecoupling (cosmology)Conditional probability distributionBanachin avaruudetAdapted processMoment (mathematics)regular conditional probabilities60E15 60H05 46B09stochastic integrationStatistics Probability and UncertaintyfunktionaalianalyysiRandom variableMathematics - Probability
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