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Event Detail Information

Event Detail Information

Date Oct 29, 2013 - Oct 31, 2013
Time 4:00 pm  
Location 245 Altgeld Hall
Sponsor Department of Mathematics
Contact Steve Bradlow
Event type colloquia
Views 2400
Originating Calendar Mathematics
Trjitzinsky Memorial Lectures: Rodrigo Banuelos (Purdue University) will present "Martingale inequalities and applications." Abstract: In 1966, D. L. Burkholder published his seminal paper on the boundedness of martingale trans- form. While the main results were of considerable importance, the ideas introduced in this paper became the building blocks for many subsequent results in martingales, leading to the celebrated Burkholder-Davis-Gundy inequalities (the bread and butter of modern stochastic analysis) and to numerous applications in analysis, including the solution by Burkholder, Gundy and Silver- stein of a longstanding open problem concerning a real variables characterization of the Hardy spaces. In 1984, motivated in part by applications to the geometry of Banach spaces, Burkholder gave a new proof of his 1966 inequality which bypassed L2 theory, introducing a novel and rev- olutionary new method for proving optimal inequalities in probability and harmonic analysis. This method, commonly referred to now days as the "Burkholder method" (and also as "the Bellman function method"), has had many applications in recent years. The aim of these lectures is to present some of these martingale inequalities and applications, emphasizing ideas rather than technicalities, taking a historical point of view but discussing applications to problems of current interest. Lecture 1: The 1966 martingale inequalities, the good-principle, some applications Lecture 2: Sharp inequalities. The "why" and the "how" Lecture 3: Optimal bounds for singular integrals, Fourier multipliers, connections to rank-one convexity, quasi convexity and weighted norm inequalities
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