Browsing Doctoral Dissertations by Author "Jovalekić, Milica"
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Jovalekić, Milica (Beograd , 2022)[more][less]
Abstract: Let M be a maximum and let N be a minimum of the non-negative martingale X1, X2, . . . , Xn. It is well known, that if X1 = 1, then γ(‖M ‖1) ≤ E (Xn log Xn) and γ(‖N ‖1) ≤ E (Xn log Xn) , where γ(x) = x − 1 − log x, for all x > 0. In this thesis, we prove the analogue of this result in the case when 1 < p < ∞, by proving that δp (‖M ‖p p ) ≤ ‖Xn‖p and δp (‖N ‖p p ) ≤ ‖Xn‖p, where δp(x) = ( 1 − 1 p ) x 1 p + 1 p x 1 p −1, for all x > 0. We also obtain a probabilistic proof of the fact min ρ∈D(Qn) ∫ Qn dx1 . . . dxn ρ (x1, . . . , xn)p−1 ∏n j=1 xαj +1 j = n∏ j=1 ( p p − αj − 1 )p , where p > 1, αj < p − 1 for j = 1, . . . , n and D (Qn) is family of all densities on the n-dimensional unit cube Qn = (0, 1)n in Rn. This provides the proof of the multidimensional weighted Hardy inequality. Namely, if f : Rn + → (0, ∞) is a measurable function, p > 1 and αj < p − 1 for j = 1, . . . , n, then ∫ Rn + n∏ j=1 xαj j Hnf (x)p dx ≤ n∏ j=1 ( p p − αj − 1 )p ∫ Rn + n∏ j=1 xαj j f (x)p dx, where Hnf (x) = 1 x1 . . . xn ∫ x1 0 · · · ∫ xn 0 f (t) dt, is a multidimensional Hardy operator, x = (x1, . . . , xn) ∈ Rn +, t = (t1, . . . , tn) and dt = dt1 . . . dtn. Let B(t) be a standard planar Brownian motion and r(θ) be the length of the projection of B[0, 1] on the line generated by the unit vector eθ = (cos θ, sin θ), where 0 ≤ θ ≤ π. We nd the common distribution function F of the random variables r(θ). Namely, we prove that F(x) = 8 ∞∑ n=1 ( 1 x2 + 1 (2n − 1)2π2 ) exp ( − (2n − 1)2π2 2x2 ) , for every x > 0. As immediate consequence, lower bound for the expected diameter of the set B[0, 1], better than known, is obtained. Namely, it is known that Ed ≥ 1.601, where d is the diameter of the set B[0, 1]. In this thesis we show Ed ≥ 1.856. URI: http://hdl.handle.net/123456789/5323 Files in this item: 1
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