Christ–Kiselev maximal inequality
In mathematics, the Christ–Kiselev maximal inequality is a maximal inequality for filtrations, named for mathematicians Michael Christ and Alexander Kiselev.
Continuous filtrations
A continuous filtration of is a family of measurable sets such that- ,, and for all
is a continuous filtration.
Continuum version
Let and suppose is a bounded linear operator for finite. Define the Christ–Kiselev maximal functionwhere. Then is a bounded operator, and
Discrete version
Let, and suppose is a bounded linear operator for finite. Define, for,and. Then is a bounded operator.
Here,.
The discrete version can be proved from the continuum version through constructing.