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JOURNALS // Algebra i Analiz // Archive

Algebra i Analiz, 2024 Volume 36, Issue 4, Pages 57–147 (Mi aa1929)

Research Papers

Sharp bounds for distribution of martingale transform of bounded functions

M. I. Novikov

Saint Petersburg State University

Abstract: The paper suggests a characterization of positive function $ f $ such that $ f(\psi_\infty) $ is summable for any limit value $ \psi_\infty $ of the martingale transform for an indicator function. The characterizing condition is that a version of the Lipschitz majorant of $ f $ is summable with respect to an exponential weight. The reasoning is based on the calculation of particular minimal biconcave functions on the strip.

Keywords: Burkholder's method, biconcave functions, Bellman function, martingale transform, Stein–Weiss formula.

Received: 11.03.2024



© Steklov Math. Inst. of RAS, 2024