A thin-thick Decomposition for Hardy Martingales

Details A thin-thick Decomposition for Hardy Martingales A thin-thick Decomposition for Hardy Martingales

2010-09-19

arxiv.org/abs/1009.3629v1

Mathematics

Functional Analysis

Scientific paper

We prove thin-thick decompositions, for the class of Hardy martingales and
thereby strengthen its square function characterization. We apply the
underlying method to several classical martingale inequalities, for which we
give new proofs .

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