Purdue U.Dept. of Statistics
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Probability Seminar

Department of Statistics
and
Department of Mathematics


Monday, March 24, 2003
3:30 PM in REC 227

Professor Jiyeon Suh
University of Illinois at Champaign Urbana

will speak on

A Sharp Weak Type of Inequality for Martingale Transforms

Abstract


The talk will summarize the process of getting the best constant for a weak type (p,p) inequality (p>2) for martingale transforms. The elementary discrete-time case leads quickly to the analogous results for continuous time martingales. We also show that the same type of inequality for harmonic functions can be derived from the martingale inequality.



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