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Adam Osȩkowski

Publications and source records attributed to Adam Osȩkowski.

4 recordsLinked to original sources

The ${\rm BMO}\to{\rm BLO}$ action of the maximal operator on $\alpha$-trees

We obtain the explicit upper Bellman function for the natural dyadic maximal operator acting from ${\rm BMO}(\mathbb{R}^n)$ into ${\rm BLO}(\mathbb{R}^n).$ As a consequence, we show that the ${\rm BMO}\to{\rm BLO}$ norm of the natural operator equals 1 for all $n,$ and so does the norm of the classical dyadic maximal operator. The main result is a partial corollary of a theorem for the so-called $\alpha$-trees, which generalize dyadic lattices. The Bellman function in this setting exhibits an interesting quasi-periodic structure depending on $\alpha,$ but also allows a majorant independent of $\alpha,$ hence the dimension-free norm constant. We also describe the decay of the norm with respect to the difference between the average of a function on a cube and the infimum of its maximal function on that cube. An explicit norm-optimizing sequence is constructed.

math.CA

Noncommutative maximal inequalities associated with convex functions

We prove several noncommutative maximal inequalities associated with convex functions, including a Doob type inequality for a convex function of maximal operators on noncommutative martingales, noncommutative Dunford-Schwartz and Stein maximal ergodic inequalities for a convex function of positive and symmetric positive contractions. The key ingredient in our proofs is a Marcinkiewicz type interpolation theorem for a convex function of maximal operators in the noncommutative setting, which we establish in this paper. These generalize the results of Junge and Xu in the $L^p$ case to the case of convex functions.

math.OA

Sharp maximal inequalities for the moments of martingales and non-negative submartingales

In the paper we study sharp maximal inequalities for martingales and non-negative submartingales: if $f$, $g$ are martingales satisfying \[|\mathrm{d}g_n|\leq|\mathrm{d}f_n|,\qquad n=0,1,2,...,\] almost surely, then \[\Bigl\|\sup_{n\geq0}|g_n|\Bigr\|_p\leq p\|f\|_p,\qquad p\geq2,\] and the inequality is sharp. Furthermore, if $α\in[0,1]$, $f$ is a non-negative submartingale and $g$ satisfies \[|\mathrm{d}g_n|\leq|\mathrm{d}f_n|\quad and\quad |\mathbb{E}(\mathrm{d}g_{n+1}|\mathcal {F}_n)|\leqα\mathbb{E}(\mathrm{d}f_{n+1}|\mathcal{F}_n),\qquad n=0,1,2,...,\] almost surely, then \[\Bigl\|\sup_{n\geq0}|g_n|\Bigr\|_p\leq(α+1)p\|f\|_p,\qquad p\geq2,\] and the inequality is sharp. As an application, we establish related estimates for stochastic integrals and Itô processes. The inequalities strengthen the earlier classical results of Burkholder and Choi.

math.ST

Sharp weak-type inequalities for differentially subordinated martingales

Let $M,N$ be real-valued martingales such that $N$ is differentially subordinate to $M$. The paper contains the proofs of the following weak-type inequalities: (i) If $M\geq0$ and $0<p\leq1$, then \[\Vert N\Vert_{p,\infty}\leq2\Vert M\Vert_p\] and the constant is the best possible. (ii) If $M\geq0$ and $p\geq2$, then \[\Vert N\Vert_{p,\infty}\leq\frac{p}{2}(p-1)^{-1/p}\Vert M\Vert_p\] and the constant is the best possible. (iii) If $1\leq p\leq2$ and $M$ and $N$ are orthogonal, then \[\Vert N\Vert_{p,\infty}\leq K_p\Vert M\Vert_p,\] where \[K_p^p=\frac{1}{Γ(p+1)}\cdot\biggl(\fracπ{2}\biggr)^{p-1}\cdot\frac{1+1/3^2+1/5^2+1/7^2+...}{1-1/3^{p+1}+1/5^ {p+1}-1/7^{p+1}+...}.\] The constant is the best possible. We also provide related estimates for harmonic functions on Euclidean domains.

math.PR