A Sharp Inequality for Martingale Transforms
نویسندگان
چکیده
منابع مشابه
Non - Commutative Martingale Transforms
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The operators obtained by taking conditional expectation of continuous time martingale transforms are studied, both on the circle T and on R". Using a Burkholder-Gundy inequality for vector-valued martingales, it is shown that the vector formed by any number of these operators is bounded on LP(R"), 1 < p < oo, with constants that depend only on p and the norms of the matrices involved. As a cor...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1979
ISSN: 0091-1798
DOI: 10.1214/aop/1176994944