Skip to main content

Martingales and Fourier Analysis in Banach Spaces

  • Chapter
  • First Online:
Selected Works of Donald L. Burkholder

Part of the book series: Selected Works in Probability and Statistics ((SWPS))

  • 1753 Accesses

Abstract

The power of martingale theory in the study of the Fourier analysis of scalarvalued functions is now widely appreciated. Our aim here is to describe some new martingale methods and their application to the Fourier analysis of functions having values in a Banach space.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. D. J. Aldous, Unconditional bases and martingales in L (F), Math. Proe. Cambridge Phil, Soc, 85 (1979), 117-123.

    Article  MATH  MathSciNet  Google Scholar 

  2. A. Benedek, A. P. Calderon, and R. Panzone, Convolution operators on Banach space valued functions, Proc, Nat. Acad. Sei. 48 (1962), 356-365.

    Article  MATH  MathSciNet  Google Scholar 

  3. E. Berkson, T. A. Gillespie, and P. S. Muhly, Theorie spectrale dans les espaces UMD, C. R. Acad, Se. Paris (1986).

    Google Scholar 

  4. O. Blasco, Espacios de Hardy de funciones con valons vector ia les, Publicaciones del Seminario Matematico, Universidad de Zaragoza, 1985.

    Google Scholar 

  5. S. Bochner and A. E. Taylor, Linear functionals on certain spaces of abstractly-valued functions, Ann. Math, 39 (1938), 913-944.

    Article  MathSciNet  Google Scholar 

  6. J. Bourgain, Some remarks on Banach f paces in which martingale difference sequences are unconditional, Ark. Mat. 21 (1983), 163-168.

    Article  MATH  MathSciNet  Google Scholar 

  7. J. Bourgain, Extension of a result of Benedek, Calderon, and Panzone, Ark. Mat. 22 (1984), 91-95.

    Article  MATH  MathSciNet  Google Scholar 

  8. J. Bourgain, On martingale transforms in finite dimensional lattices with an appendix on the K-convexity constant, Math, Nachr. 119 (1984), 41-53.

    Article  MATH  MathSciNet  Google Scholar 

  9. J. Bourgain, Vector valued singular integrals and the H1- BMO duality, Probability Theory and Harmonic Analysis, J. A. Chao and W. A. Woyczynski, editors, Marcel Dekker, New York (1986), 1-19.

    Google Scholar 

  10. J. Bourgain and W. J. Davis, Martingale transforms and complex uniform convexity, Trans. Amer. Math, Soc.

    Google Scholar 

  11. D. L. Burkholder, Martingale transforms, Ann. Math. Statist. 37 (1966), 1494-1504.

    Article  MATH  MathSciNet  Google Scholar 

  12. D. L. Burkholder, Distribution function inequalities for martingales, Ann. Probab. 1 (1973), 19-42.

    Article  MATH  MathSciNet  Google Scholar 

  13. D. L. Burkholder, A geometrical characterization of Banach spaces in which martingale difference sequences are unconditional, Ann. Probab. 9 (1981), 997-1011.

    Article  MATH  MathSciNet  Google Scholar 

  14. D. L. Burkholder, Martingale transforms and the geometry of Banach spaces, Proceedings of the Third International Conference on Probability in Banach Spaces, Tufts University, 1980, Lecture Notes in Mathematics, 860 (1981), 35-50.

    MathSciNet  Google Scholar 

  15. D. L. Burkholder, A geometric condition that implies the existence of certain singular integrals of Banach-space-valued functions, Conference on Harmonic Analysis in Honor of Antoni Zygmund, University of Chicago, 1981, Wadsworth International Group, Belmont, California, 1 (1983), 270-286.

    Google Scholar 

  16. D. L. Burkholder, Boundary value problems and sharp inequalities for martingale transforms, Ann. Probab. 12 (1984), 647-702.

    Article  MATH  MathSciNet  Google Scholar 

  17. D. L. Burkholder, An elementary proof of an inequality of  R. E. A. C. Paley, Bull. London Math. Soc. 17 (1985), 474-478.

    Article  MATH  MathSciNet  Google Scholar 

  18. D. L. Burkholder, An extension of a classical martingale inequality, Probability Theory and Harmonic Analysis, J. A. Chao and W. A. Woyczynski, editors, Marcel Dekker, New York (1986), 21-30.

    Google Scholar 

  19. D. L. Burkholder, A sharp and strict L -inequality for stochastic integrals, Ann. Probab, 14 (1986).

    Google Scholar 

  20. D. L. Burkholder and R. F. Gundy, Extrapolation and interpolation of quasi-linear operators on martingales, Acta Math. 124 (1970), 249-304.

    Article  MATH  MathSciNet  Google Scholar 

  21. D. L. Burkholder, R. F. Gundy, and M. L. Silverstein, A maximal function characterization of the class HP, Trans. Amer. Math. Soc. 157 (1971), 137-153.

    MATH  MathSciNet  Google Scholar 

  22. A. P. Calderon and A. Zygmund, On the existence of certain singular integrals, Acta Math. 88 (1952), 85-139.

    Article  MATH  MathSciNet  Google Scholar 

  23. A. P. Calderon and A. Zygmund, On singular integrals, Amer. J, of Math. 78 (1956), 289-309.

    Article  MATH  MathSciNet  Google Scholar 

  24. M. L. Cartwright, Manuscripts of Hardy, Littlewood, Marcel Riesz and Titchmarsh, Bull. London Math. Soc. 14 (1982), 472-532.

    Article  MATH  MathSciNet  Google Scholar 

  25. C. Dellacherie and P.-A. Meyer, Probabilités et potentiel: Théorie des martingales, Hermann, Paris, 1980.

    MATH  Google Scholar 

  26. J. Diestel and J. J. Uhl, Vector Measures, Math. Surveys 15, American Mathematical Society, Providence, Rhode Island, 1977.

    Google Scholar 

  27. J. L. Doob, Stochastic Processes, Wiley, New York, 1953.

    MATH  Google Scholar 

  28. L. E. Dor and E. Odell, Monotone bases in L, Pacific J. Math, 60 (1975), 51-61.

    MATH  MathSciNet  Google Scholar 

  29. P. Enflo, Banach spaces which can be given an equivalent uniformly convex norm, Israel J, Math. 13 (1972), 281-288.

    Article  MathSciNet  Google Scholar 

  30. C. Fefferman and E. M. Stein, H spaces of several variables, Acta Math. 129 (1972), 137-193.

    Article  MATH  MathSciNet  Google Scholar 

  31. L. CÃ¥rding, Marcel Riesz in memoriam, Acta Math. 127 (1970), i-xi.

    Article  Google Scholar 

  32. D. J. H. Garling, Brownian motion and UMD-spaces, Conference on Probability and Banach Spaces, Zaragoza, 1985, Lecture Notes in Mathematics.

    Google Scholar 

  33. J. A. Gutiérrez, On the Boundedness of the Banach Space-Valued Hilbert Transform, Ph.D. Dissertation, University of Texas, Austin, 1982.

    Google Scholar 

  34. G. H. Hardy and J. E. Littlewood, A maximal theorem with function-theoretic applications, Acta Math. 54 (1930), 81-116.

    Article  MathSciNet  Google Scholar 

  35. S. Rwapień, Isomorphic characterizations of inner product spaces by orthogonal series with vector valued coefficients, Studia Math, 44 (1972), 583-595.

    MathSciNet  Google Scholar 

  36. J. Lindenstrauss and L. Tzafriri, Classical Banach Spaces I: Sequence Spaces, Springer, New York, 1977.

    MATH  Google Scholar 

  37. B. Maurey, Système de Haar, Séminaire Maurey-Schwartz (1974-75), Ecole Polytechnique, Paris, 1975.

    Google Scholar 

  38. T. R. McCormell, On Fourier multiplier transformations of Banach-valued functions, Trans. Amer. Math. Soc. 285 (1984), 739-757.

    Article  MathSciNet  Google Scholar 

  39. T. R. McCormell, A Skorohod-like representation in infinite dimensions, Probability in Banach Spaces V, Tufts University, 1984, Lecture Notes in Mathematics, 1153 (1985), 359-368.

    Google Scholar 

  40. A. Pelczyński and H. P. Rosenthal, Localization techniques in Lpspaces, Studia Math. 52 (1975), 263-289.

    MATH  Google Scholar 

  41. G. Pisier, Un exemple concernant la super-reflexivite, Seminaire Maurey-Schwartz (1974-75), Ecole Polytechnique, Paris, 1975.

    Google Scholar 

  42. M. Riesz, Les fonctions conjuguées et les series de Fourier, C. R. Acad. Sei. Paris, 178 (1924), 1464-1467.

    MATH  Google Scholar 

  43. M. Riesz, Sur les fonctions conjuguées, Math. Z. 27 (1927), 218-244.

    Article  MATH  MathSciNet  Google Scholar 

  44. J. L. Rubio de Francia, Fourier series and Hilbert transforms with values in UMD Banach spaces, Studia Math. 81 (1985), 95-105.

    MATH  MathSciNet  Google Scholar 

  45. J. L. Rubio de Francia, F, J. Ruiz, and J. L. Torrea, Calderon-Zygmund theory for operator-valued kernels, Advances in Math.

    Google Scholar 

  46. J. Schwartz, A remark on inequalities of Calderon-Zygmund type for vector-valued functions, Comm. Pure Appi. Math. 14 (1961), 785-799.

    Article  MATH  Google Scholar 

  47. E. M. Stein, Singular Integrals and Differentiability Properties of Functions, Princeton, New Jersey, Princeton University Press, 1970.

    MATH  Google Scholar 

  48. S. Vági, A remark on Plancherel’s theorem for Banach space valued functions, Ann. Scuola Norm. Sup. Pisa Cl. Sei. 23 (1969), 305-315.

    MATH  Google Scholar 

  49. B. Virot, Quelques inegalities concernant les transformées de Hubert des fonctions à valeurs vectorielles, C. R. Acad. Se. Paris, 293 (1981), 459-462.

    MATH  MathSciNet  Google Scholar 

  50. A. Zygmund, Trigonometric Series I, II, New York, Cambridge University Press, 1959.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Burgess Davis .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2011 Springer Science+Business Media, LLC

About this chapter

Cite this chapter

Davis, B., Song, R. (2011). Martingales and Fourier Analysis in Banach Spaces. In: Davis, B., Song, R. (eds) Selected Works of Donald L. Burkholder. Selected Works in Probability and Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4419-7245-3_30

Download citation

Publish with us

Policies and ethics