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A sharp estimate for dyadic martingales with multiple indices


Author: Gregory J. Morrow
Journal: Proc. Amer. Math. Soc. 101 (1987), 705-708
MSC: Primary 60G42; Secondary 60G48
DOI: https://doi.org/10.1090/S0002-9939-1987-0911037-1
MathSciNet review: 911037
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Abstract: A variant of Doob's maximal inequality is obtained for dyadic martingales with multiple indices. The inequality furnishes a precise estimate of the $ {L^p}$ norm of the maximal function in terms of the $ {L^p}$ norms of the jumps, $ p \geq 2$.


References [Enhancements On Off] (What's this?)

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Additional Information

DOI: https://doi.org/10.1090/S0002-9939-1987-0911037-1
Keywords: $ d$-parameter dyadic martingale
Article copyright: © Copyright 1987 American Mathematical Society