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Despite a true antipathy to the subject Hardy contributed deeply to modern probability. His work with Ramanujan begat probabilistic number theory. His work on Tauberian theorems and divergent series h...
A thin-thick Decomposition for Hardy Martingales
Hardy Martingales Martingale Inequalities Complex Convexity
2010/12/8
We prove thin-thick decompositions, for the class of Hardy martingales and thereby strenghten its square function characterization. We apply the underlying method to several classical martinale inequa...