Jump inequalities via real interpolation

Abstract

Jump inequalities are the $r=2$ endpoint of Lépingle's inequality for $r$-variation of martingales. Extending earlier work by Pisier and Xu we interpret these inequalities in terms of Banach spaces which are real interpolation spaces. This interpretation is used to prove endpoint jump estimates for vector-valued martingales and doubly stochastic operators as well as to pass via sampling from ${\mathbb{R}}^d$ to ${\mathbb{Z}}^d$ for jump estimates for Fourier multipliers.

v3: corrections following referee report

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• Oscillation and jump inequalities for the polynomial ergodic averages along multi-dimensional subsets of primes
• Quantitative ergodic theorems for actions of groups of polynomial growth
• Bootstrap methods in bounding discrete Radon operators