Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152755 | Statistics & Probability Letters | 2013 | 5 Pages |
Abstract
Let ff be a conditionally symmetric martingale and let S(f)S(f) be its square function. We prove that ‖f‖p,∞≤Cp‖S(f)‖p,1≤p≤2, where Cpp=21−p/2πp−3/2Γ((p+1)/2)Γ(p+1)1+132+152+172+⋯1−13p+1+15p+1−17p+1+⋯. In addition, the constant CpCp is shown to be the best possible even for the class of dyadic martingales.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Adam Osȩkowski,