Linear equivalences of norms of vector-valued singular integral operators and vector-valued martingale transforms are studied. In particular, it is shown that the UMD(p)-constant of a Banach space X equals the norm of the real (or the imaginary) part of the Beurling-Ahlfors singular integral operator, acting on the X-valued L^p-space on the plane. Moreover, replacing equality by a linear equivalence, this is found to be the typical property of even multipliers. A corresponding result for odd multipliers and the Hilbert transform is given.
We establish a new scale of $p$-variation estimates for martingale paraproducts, martingale transforms, and Itô integrals, of relevance in rough paths theory, stochastic, and harmonic analysis. As an application, we introduce rough semimartingales, a common generalization of classical semimartingales and (controlled) rough paths, and their integration theory.
We prove that a large class of operators, which arise as the projections of martingale transforms of stochastic integrals with respect to Brownian motion, as well as other closely related operators, are in fact Calderón--Zygmund operators. Consequently, such operators are not only bounded on $L^p$, $1<p<\infty$, but also satisfy weak-type inequalities. Unlike the boundedness on $L^p,$ which can be obtained directly from the Burkholder martingale transform inequalities, the weak-type estimates do not follow from the corresponding martingale results.
We show sufficient conditions on matrix weights $U$ and $V$ for the martingale transforms to be uniformly bounded from $L^2(V)$ to $L^2(U)$. We also show that these conditions imply the uniform boundedness of the dyadic shifts as well as the boundedness of the Hilbert transform between these spaces.
For any two real-valued continuous-path martingales $X=\{X_t\}_{t\geq 0}$ and $Y=\{Y_t\}_{t\geq 0}$, with $X$ and $Y$ being orthogonal and $Y$ being differentially subordinate to $X$, we obtain sharp $L^p$ inequalities for martingales of the form $aX+bY$ with $a, b$ real numbers. The best $L^p$ constant is equal to the norm of the operator $aI+bH$ from $L^p$ to $L^p$, where $H$ is the Hilbert transform on the circle or real line. The values of these norms were found by Hollenbeck, Kalton and Verbitsky \cite{HKV}.
We consider several weak type estimates for singular operators using the Bellman function approach. We disprove the $A_1$ conjecture of Muckenhoupt, which stayed open after Muckenhoupt--Wheeden's conjecture was disproved by Reguera--Thiele.
A local Tb Theorem provides a flexible framework for proving the boundedness of a Calderón-Zygmund operator T. One needs only boundedness of the operator T on systems of locally pseudo-accretive functions \{b_Q\}, indexed by cubes. We give a new proof of this Theorem in the setting of perfect (dyadic) models of Calderón-Zygmund operators, imposing integrability conditions on the b_Q functions that are the weakest possible. The proof is a simple direct argument, based upon a new inequality for transforms of so-called twisted martingale differences.
Recently, in \cite{GXHTM}, the authors established $L^p$-boundedness of vector-valued $q$-variational inequalities for averaging operators which take values in the Banach space satisfying martingale cotype $q$ property. In this paper, we prove that martingale cotype $q$ property is also necessary for the vector-valued $q$-variational inequalities, which is a question left open. Moreover, we characterize UMD property and martingale cotype $q$ property in terms of vector valued $q$-variational inequalities for Hilbert transform.
Let $ Tf =\sum_{ I} \varepsilon_I \langle f,h_{I^+}\rangle h_{I^-}$. Here, $ \lvert \varepsilon _I\rvert=1 $, and $ h_J$ is the Haar function defined on dyadic interval $ J$. We show that, for instance, \begin{equation*} \lVert T \rVert _{L ^{2} (w) \to L ^{2} (w)} \lesssim [w] _{A_2 ^{+}} . \end{equation*} Above, we use the one sided $ A_2$ characteristic for the weight $ w$. This is an instance of a one sided $A_2$ conjecture. Our proof of this fact is difficult, as the very quick known proofs of the $A_2$ theorem do not seem to apply in the one sided setting.
A martingale transform $ T$, applied to an integrable locally supported function $ f$, is pointwise dominated by a positive sparse operator applied to $ \lvert f\rvert $, the choice of sparse operator being a function of $ T$ and $ f$. As a corollary, one derives the sharp $ A_p$ bounds for martingale transforms, recently proved by Thiele-Treil-Volberg, as well as a number of new sharp weighted inequalities for martingale transforms. The (very easy) method of proof (a) only depends upon the weak-$L^1$ norm of maximal truncations of martingale transforms, (b) applies in the vector valued settin…
Following the ideas of A. Lerner, F. Nazarov, S. Ombrosi from [12] we prove that there is a sequence of weights $w\in A^d_1$ such that $[w]^d_{A_1}\to \infty$, and martingale transforms $T$ such that with an absolute positive $c$ $\|T: L^1(w) \to L^{1, \infty}(w)\| \ge c [w]^d_{A_1}\log [w]^d_{A_1}$. We also show the existence of the sequence of weights (now in $A_2$) such that $[w]^d_{A_2}\to \infty$, and such that the following holds: $[w]_{A_2^d}\asymp \|M^d\|_{w^{-1}}^2$; $\|S_{w}: L^{2} (w) \to L^2(w^{-1})\| \ge c\, \|M^d\|_{w^{-1}}\sqrt{\log \|M^d\|_{w^{-1}}}$; $\|S_{w}: L^{2,1} (w) \to …
We will explain how to compute the exact $L^p$ operator norm of a "quadratic perturbation" of the real part of the Ahlfors--Beurling operator. For the lower bound estimate we use a new approach of constructing a sequence of laminates (probability measures for which Jensen's inequality holds, but for rank one concave functions) to give an almost extremal sequence to approximate the operator. The upper bound estimate is given by extending the estimates of the quadratic perturbation of the martingale transform to continuous martingales. The use of "heat martingales" then allow us to connect the R…
We introduce a class of operators on abstract measure spaces, which unifies the Calderón-Zygmund operators on spaces of homogeneous type, the maximal functions and the martingale transforms. We prove that such operators can be dominated by simple sparse operators with a definite form of the domination constant. Applying these estimates, we improve several results obtained by different authors in recent years.
We prove weak type inequalities for a large class of noncommutative square functions. In conjunction with BMO type estimates, interpolation and duality, we will obtain the corresponding equivalences in the whole Lp scale. The main novelty of our approach relies on a row/column valued theory for noncommutative martingale transforms and operator-valued Calderon-Zygmund operators. This seems to be new in the noncommutative setting and might be regarded as a first step towards a vector-valued noncommutative theory. Some examples and applications are also explored.
As a step in developing a non-commutative Calderon-Zygmund theory, J. Parcet (J. Funct. Anal., 2009) established a new pseudo-localisation principle for classical singular integrals, showing that Tf has small L^2 norm outside a set which only depends on f in L^2 but not on the arbitrary normalised Calderon-Zygmund operator T. Parcet also asked if a similar result holds true in L^p for 1 < p < infinity. This is answered in the affirmative in the present paper. The proof, which is based on martingale techniques, even somewhat improves on the original L^2 result.
Using a representation of the discrete Hilbert transform in terms of martingales arising from Doob $h$-processes, we prove that its $l^p$-norm, $1<p<\infty$, is bounded above by the $L^p$-norm of the continuous Hilbert transform. Together with the already known lower bound, this resolves the long-standing conjecture that the norms of these operators are equal.
It is well-known that dyadic martingale transforms are a good model for Calderón-Zygmund singular integral operators. In this paper we extend some results on weighted norm inequalities to vector-valued functions. We prove that, if $W$ is an $A_2$ matrix weight, then the weighted $L^2$-norm of a Calderón-Zygmund operator with cancellation has the same dependence on the $A_2$ characteristic of $W$ as the weighted $L^2$-norm of the martingale transform. Thus the question of the dependence of the norm of matrix-weighted Calderón-Zygmund operators on the $A_2$ characteristic of the weight is reduce…
We show that the norm of the vector of Riesz transforms as operator in the weighted Lebesgue space L^2(w) is bounded by a constant multiple of the first power of the Poisson-A_2 characteristic of w. The bound is free of dimension. Our argument requires an extension of Wittwer's linear estimate for martingale transforms to the vector valued setting with scalar weights, for which we indicate a proof. Extensions to L^p(w) for 1<p<\infty are discussed. Our proof for sharpness requires a martingale extrapolation lemma for which we sketch a proof. We also show that for n>1, the Poisson-A_2 class is …
The paper gives a Banach space -valued extension of the Tb theorem of Nazarov, Treil and Volberg (2003) concerning the boundedness of singular integral operators with respect to a measure, which only satisfies an upper control on the size of balls. Under the same assumptions as in their result, such operators are shown to be bounded on the Bochner spaces of functions with values in a Banach space with the unconditionality property of martingale differences (UMD). The new proof deals directly with all Lebesgue exponents p in the range 1<p<infinity, and relies on delicate estimates for the non-h…
Calderón-Zygmund operators with noncommuting kernels may fail to be Lp-bounded for $p \neq 2$, even for kernels with good size and smoothness properties. Matrix-valued paraproducts, Fourier multipliers on group vNa's or noncommutative martingale transforms are frameworks where we find such difficulties. We obtain weak type estimates for perfect dyadic CZO's and cancellative Haar shifts associated to noncommuting kernels in terms of a row/column decomposition of the function. Arbitrary CZO's satisfy $H_1 \to L_1$ type estimates. In conjunction with $L_\infty \to BMO$, we get certain row/column …
