New Martingale Inequalities and Applications to Fourier Analysis

Guangheng Xie, Ferenc Weisz, Dachun Yang +1

Let $(\Omega ,\mathcal{F},\mathbb{P})$ be a probability space and $\phi :\Omega \times [0,\infty )\to [0,\infty )$ be a Musielak-Orlicz function. In this article, the authors prove that the Doob max…