Sharp Ternary Martingale Isoperimetry and n-adic Takagi-Type Lower Bounds
Abstract
Let S1 be the one-variation associated with the regular n-adic martingale filtration on [0,1). We study the martingale isoperimetric profile \[ Vn(x):= ∈fA⊂[0,1)\ measurable\\ |A|=x \|S1( 1A)\|1 . \] For the ternary filtration we determine this profile exactly. Namely, \[ V3(x)=T3(x):= Σj=0∞3-jψ3(\3j x\), \] where \[ ψ3(t)= \ 1+2|t-12|3, 2-4|t-12|3 \, 0 t1 . \] Thus the sharp ternary profile is a Takagi-type Bellman function. It is, however, not the usual ternary Takagi--van der Waerden function ω3; for example, \[ T3(1/3)=4/9, ω3(1/3)=1/3 . \] For general n2, we prove that every measurable A⊂[0,1) satisfies \[ \|S1( 1A)\|1 ωn(|A|*) n |A|*1|A|*, |A|*:=\|A|,1-|A|\. \] Moreover, this logarithmic order is sharp up to a constant depending only on n. Finally, for every 0<α<1, we prove the endpoint estimate \[ \|S1( 1A)\|α |A|*, \] and show that it is sharp up to a constant depending only on α and n.
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