Subordination by orthogonal martingales in $L^{p}$ and zeros of Laguerre polynomials

Mathematics – Probability

Scientific paper

Rate now

  [ 0.00 ] – not rated yet Voters 0   Comments 0

Details

33 pages

Scientific paper

In this paper we address the question of finding the best $L^p$-norm constant for martingale transforms with one-sided orthogonality. We consider two martingales on a probability space with filtration $\mathcal{B}$ generated by a two-dimensional Brownian motion $B_t$. One is differentially subordinated to the other. Here we find the sharp estimate for subordinate martingales if the subordinated martingale is orthogonal and $12$, but the orthogonal martingale is a subordinator. The answers are given in terms of zeros of Laguerre polynomials. As an application of our sharp constant we obtain a new estimate for the norm of theAhlfors--Beurling operator. We estimate it as $1.3922(p-1)$ asymptotically for large $p$.

No associations

LandOfFree

Say what you really think

Search LandOfFree.com for scientists and scientific papers. Rate them and share your experience with other people.

Rating

Subordination by orthogonal martingales in $L^{p}$ and zeros of Laguerre polynomials does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Subordination by orthogonal martingales in $L^{p}$ and zeros of Laguerre polynomials, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Subordination by orthogonal martingales in $L^{p}$ and zeros of Laguerre polynomials will most certainly appreciate the feedback.

Rate now

     

Profile ID: LFWR-SCP-O-99762

  Search
All data on this website is collected from public sources. Our data reflects the most accurate information available at the time of publication.