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ON HARDY–LITTLEWOOD INEQUALITY FOR BROWNIAN MOTION ON RIEMANNIAN MANIFOLDS

Published online by Cambridge University Press:  09 January 2001

ALEXANDER GRIGOR'YAN
Affiliation:
Department of Mathematics, Imperial College, London SW7 2BZ; a.grigoryan@ic.ac.uk
MARK KELBERT
Affiliation:
European Business Management School, University of Wales Swansea, Singleton Park, Swansea SA2 8PP; m.kelbert@swansea.ac.uk
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Abstract

Let {Xi}i[ges ]1 be a sequence of independent random variables taking the values ±1 with the probability ½, and let us set Sn = X1 + X2 +…+ Xn. A classical theorem of Hardy and Littlewood (1914) says that, for any C > 0 and for all n large enough, we have

formula here

with probability 1. In 1924, Khinchin showed that (1) can be replaced by a sharper inequality

formula here

for any ε > 0. In view of Khinchin's result, inequality (1) has long been considered as one of a rather historical value. However, the recent results on Brownian motion on Riemannian manifolds give a new insight into it. In this paper, we show that an analogue of (1), for the Brownian motion on Riemannian manifolds of the polynomial volume growth, is sharp and, therefore, cannot be replaced by an analogue of (2).

Type
Research Article
Copyright
The London Mathematical Society 2000

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