Weighted maximal inequalities for martingales

Prelegent(ci)

Adam Osękowski

Afiliacja

Uniwersytet Warszawski

Termin

25 października 2012 12:15

Pokój

p. 3260

Seminarium

Seminarium Zakładu Rachunku Prawdopodobieństwa

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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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