Hostname: page-component-8448b6f56d-sxzjt Total loading time: 0 Render date: 2024-04-23T23:57:52.517Z Has data issue: false hasContentIssue false

Hardy Martingales and Jensen's inequality

Published online by Cambridge University Press:  17 April 2009

Nakhlé H. Asmar
Affiliation:
Department of Mathematics, University of Missouri-Columbia, Columbia, MI 65211, United States of America
Stephen J. Montgomery-Smith
Affiliation:
Department of Mathematics, University of Missouri-Columbia, Columbia, MI 65211, United States of America
Rights & Permissions [Opens in a new window]

Extract

Core share and HTML view are not available for this content. However, as you have access to this content, a full PDF is available via the ‘Save PDF’ action button.

Hardy martingales were introduced by Garling and used to study analytic functions on the N-dimensional torus 𝕋N, where analyticity is defined using a lexicographic order on the dual group â„€N. We show how, by using basic properties of orders on â„€N, we can apply Garling's method in the study of analytic functions on an arbitrary compact Abelian group with an arbitrary order on its dual group. We illustrate our approach by giving a new and simple proof of a famous generalised Jensen's Inequality due to Helson and Lowdenslager[5].

Type
Research Article
Copyright
Copyright © Australian Mathematical Society 1997

References

[1]Asmar, N., ‘The conjugate function on the finite dimensional torus’, Canad. Math. Bull. 32 (1989), 140–148.CrossRefGoogle Scholar
[2]Edwards, R.E. and Gaudry, G.I., Littlewood-Paley and multiplier theory, Ergebnisse der Mathematik und ihrer Grenzgebiete 90 (Springer-Verlag, Berlin, Heidelberg, New York, 1977).CrossRefGoogle Scholar
[3]Garling, D.J.H., ‘On martingales with values in a complex Banach space’, Math. Proc. Cambridge Philos. Soc. 104 (1988), 399–406.CrossRefGoogle Scholar
[4]Garling, D.J.H., ‘Hardy martingales and the unconditional convergence of martingales’, Bull. London Math. Soc. 23 (1991), 190–192.CrossRefGoogle Scholar
[5]Helson, H. and Lowdenslager, D., ‘Prediction theory and Fourier series in several variables’, Acta Math. 99 (1958), 165–202.CrossRefGoogle Scholar
[6]Helson, H. and Lowdenslager, D., ‘Prediction theory and Fourier series in several variables II’, Acta Math. 106 (1961), 175–212.CrossRefGoogle Scholar
[7]Hewitt, E. and Ross, K.A., Abstract harmonic analysis I (2nd edition), Grundlehren der Math. Wissenschaften 115 (Springer-Verlag, Berlin, Heidelberg, New York, 1979).CrossRefGoogle Scholar
[8]Hewitt, E. and Ross, K.A., Abstract harmonic analysis II, Grundlehren der Math. Wissenschaften in Einzeldarastellungen 152 (Springer-Verlag, Berlin, Heidelberg, New York, 1970).Google Scholar
[9]Hewitt, E. and Stromberg, K., Real and abstract analysis, Graduate Texts in Mathematics 25, (2nd priniting) (Springer-Verlag, Berlin, Heidelberg, New York, 1969).Google Scholar
[10]Katznelson, Y., An introduction to harmonic analysis (John Wiley, New York, 1968).Google Scholar