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Dmitriy Stolyarov

Publications and source records attributed to Dmitriy Stolyarov.

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Sharp moment estimates for martingales with uniformly bounded square functions

We provide sharp bounds for the exponential moments and $p$-moments, $1\leqslant p \leqslant 2$, of the terminate distribution of a martingale whose square function is uniformly bounded by one. We introduce a Bellman function for the corresponding extremal problem and reduce it to the already known Bellman function on $\mathrm{BMO}([0,1])$. In the case of tail estimates, a similar reduction does not work exactly, so we come up with a fine supersolution that leads to sharp tail estimates.

math.PR

Hardy--Littlewood--Sobolev inequality for $p=1$

Let $\mathcal{W}$ be a closed dilation and translation invariant subspace of the space of $\mathbb{R}^\ell$-valued Schwartz distributions in $d$ variables. We show that if the space $\mathcal{W}$ does not contain distributions of the type $a\otimes δ_0$, $δ_0$ being the Dirac delta, then the inequality $\|\mathbb{I}_α[f]\|_{L_{p,1}}\lesssim \|f\|_{L_1}$, $\frac{p-1}{p} = \fracα{d}$, holds true for functions $f\in\mathcal{W}\cap L_1$ with a uniform constant; here $\mathbb{I}_α$ is the Riesz potential of order $α$ and $L_{p,1}$ is the Lorentz space. This result implies as a particular case the inequality $\|\nabla^{m-1} f\|_{L_{\frac{d}{d-1},1}} \lesssim \|A f\|_{L_1}$, where $A$ is a canceling elliptic differential operator of order $m$.

math.CA

Fractional integration for irregular martingales

We suggest two versions of the Hardy--Littlewood--Sobolev inequality for discrete time martingales. In one version, the fractional integration operator is a martingale transform, however, it may vanish if the filtration is excessively irregular; the second version lacks the martingale property while being analytically meaningful for an arbitrary filtration.

math.PR

Weakly canceling operators and singular integrals

We suggest an elementary Harmonic Analysis approach to canceling and weakly canceling differential operators, which allows to extend these notions to anisotropic setting and also replace differential operators with Fourier multiplies with mild smoothness regularity. In this more general setting of anisotropic Fourier multipliers, we prove the inequality $\|f\|_{L_{\infty}} \lesssim \|Af\|_{L_1}$ if $A$ is a weakly canceling operator of order $d$ and the inequality $\|f\|_{L_2} \lesssim \|Af\|_{L_1}$ if $A$ is a canceling operator of order $\frac{d}{2}$, provided $f$ is a function in $d$ variables.

math.CA

Hausdorff dimension of measures with arithmetically restricted spectrum

We provide an estimate from below for the lower Hausdorff dimension of measures on the unit circle based on the arithmetic properties of their spectra. We obtain our bounds via application of a general result for abstract $q$-regular martingales to the Gundy--Varopoulos backwards martingale. To show the sharpness of our method, we improve the best known numerical lower bound for the Hausdorff dimension of certain Riesz products.

math.CA

Sharp mutliplicative inequalities with $\mathrm{BMO}$ $\mathrm{I}$

We find the best possible constant $C$ in the inequality $\|φ\|_{L^r}\leq C\|φ\|_{L^p}^{\frac{p}{r}}\|φ\|_{\mathrm{BMO}}^{1-\frac{p}{r}}$, where $2 \leq r$ and $p < r$. We employ the Bellman function technique to solve this problem in the case of an interval and then transfer our results to the circle and the line.

math.CA

Sharp transference principle for $\mathrm{BMO}$ and $A_p$

We provide a version of the transference principle. It says that certain optimization problems for functions on the circle, the interval, and the line have the same answers. In particular, we show that the sharp constants in the John--Nirenberg inequalities for naturally defined $\mathrm{BMO}$-spaces on the circle, the interval, and the line coincide. The same principle holds true for the Reverse Hölder inequality for Muckenhoupt weights.

math.CA

Martingale approach to Sobolev embedding theorems

We prove a martingale analog of van Schaftingen's theorem and give sharp estimates on the lower Hausdorff dimension of measures in martingale shift invariant spaces. We also provide martingale analogs of trace theorems for Sobolev functions.

math.CA

Restrictions of higher derivatives of the Fourier transform

We consider several problems related to the restriction of $(\nabla^k) \hat{f}$ to a surface $Σ\subset \mathbb R^d$ with nonvanishing Gauss curvature. While such restrictions clearly exist if $f$ is a Schwartz function, there are few bounds available that enable one to take limits with respect to the $L_p(\mathbb R^d)$ norm of $f$. We establish three scenarios where it is possible to do so: $\bullet$ When the restriction is measured according to a Sobolev space $H^{-s}(Σ)$ of negative index. We determine the complete range of indices $(k, s, p)$ for which such a bound exists. $\bullet$ Among functions where $\hat{f}$ vanishes on $Σ$ to order $k-1$, the restriction of $(\nabla^k) \hat{f}$ defines a bounded operator from (this subspace of) $L_p(\mathbb R^d)$ to $L_2(Σ)$ provided $1 \leq p \leq \frac{2d+2}{d+3+4k}$. $\bullet$ When there is _a priori_ control of $\hat{f}|_Σ$ in a space $H^{\ell}(Σ)$, $\ell > 0$, this implies improved regularity for the restrictions of $(\nabla^k)\hat{f}$. If $\ell$ is large enough then even $\|\nabla \hat{f}\|_{L_2(Σ)}$ can be controlled in terms of $\|\hat{f}\|_{H^\ell(Σ)}$ and $\|f\|_{L_p(\mathbb R^d)}$ alone. The techniques underlying these results are inspired by the spectral synthesis work of Y. Domar, which provides a mechanism for $L_p$ approximation by "convolving along surfaces", and the Stein-Tomas restriction theorem. Our main inequality is a bilinear form bound with similar structure to the Stein--Tomas $T^*T$ operator, generalized to accommodate smoothing along $Σ$ and derivatives transverse to it. It is used both to establish basic $H^{-s}(Σ)$ bounds for derivatives of $\hat{f}$ and to bootstrap from surface regularity of $\hat{f}$ to regularity of its higher derivatives.

math.CA

Bellman function for extremal problems in BMO

In this paper we develop the method of finding sharp estimates by using a Bellman function. In such a form the method appears in the proofs of the classical John--Nirenberg inequality and $L^p$ estimations of BMO functions. In the present paper we elaborate a method of solving the boundary value problem for the homogeneous Monge--Ampère equation in a parabolic strip for sufficiently smooth boundary conditions. In such a way we have obtained an algorithm of constructing an exact Bellman function for a large class of integral functionals in the BMO space.

math.AP