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Subordination by orthogonal martingales in $L^{p}$ and zeros of Laguerre polynomials
orthogonal martingales $L^{p}$ zeros of Laguerre polynomials
2011/1/18
In this paper we address the question of finding the best Lp-norm constant for martingale transforms with one-sided orthogonality. Let O = (,B, P)be a probability space with filtration B generated by ...
Laguerre and Meixner symmetric functions, and infinite-dimensional diffusion processes
Laguerre Meixner symmetric functions infinite-dimensional diffusion processes
2010/12/3
The Laguerre symmetric functions introduced in the note are indexed by arbitrary partitions and depend on two continuous parameters. The top degree homogeneous component of every Laguerre symmetric fu...