Weighted maximal inequalities for martingales

Speaker(s)

Adam Osękowski

Affiliation

Uniwersytet Warszawski

Date

Oct. 25, 2012, 12:15 p.m.

Room

room 3260

Seminar

Seminar of Probability Group

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The purpose of the talk is to establish the following extension of a classical result of Doob. We will determine the best constants in the weighted weak-type inequalities for the martingale maximal function. The proof will rest on the existence of a certain class of special functions which enjoy an appropriate concavity condition.

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