Weak type inequalities for conditionally symmetric martingales

Adam Osȩkowski (1)

1 Department of Mathematics

Let be a conditionally symmetric martingale and let be its square function. We prove that where In addition, the constant is shown to be the best possible even for the class of dyadic martingales.

Mots clés: Martingale; Square function; Weak type inequality

Domaines: Bio-informatique [q-bio.QM]; Bio-Informatique, Biologie Systémique [q-bio.QM]

Adam Osȩkowski. Weak type inequalities for conditionally symmetric martingales. Statistics and Probability Letters, 2010, 80 (23-24), pp.2009. ⟨10.1016/j.spl.2010.09.007⟩. ⟨hal-00691792⟩