Characterizations of the UMD property via tail estimates for tangent processes

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Hauptverfasser: Bodó, Gergely, Yaroslavtsev, Ivan
Format: Preprint
Veröffentlicht: 2026
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author Bodó, Gergely
Yaroslavtsev, Ivan
author_facet Bodó, Gergely
Yaroslavtsev, Ivan
contents We characterize the UMD property of a Banach space by tail inequalities for maximal functions of tangent conditionally symmetric processes. More precisely, we prove that a Banach space $V$ is UMD if and only if for some (equivalently, for all) $p\in(0,\infty)$ one has that \[ \mathbb P(\sup_{r\geq 0} \| N_r\|>t)\lesssim_{p,V}\Bigl(\frac{s^p}{t^p}+\mathbb P(\sup_{r\geq 0} \| M_r\|>s)\Bigr), \qquad s,t>0, \] for all tangent conditionally symmetric $V$-valued processes $M$ and $N$. We further show that this estimate is equivalent to suitable Lorentz norm inequalities for the associated maximal functions, and obtain analogous characterizations in the discrete-time, continuous-time, and purely discontinuous settings.
format Preprint
id arxiv_https___arxiv_org_abs_2605_09177
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Characterizations of the UMD property via tail estimates for tangent processes
Bodó, Gergely
Yaroslavtsev, Ivan
Functional Analysis
Probability
Primary 60B11, Secondary 46G10, 60H05
We characterize the UMD property of a Banach space by tail inequalities for maximal functions of tangent conditionally symmetric processes. More precisely, we prove that a Banach space $V$ is UMD if and only if for some (equivalently, for all) $p\in(0,\infty)$ one has that \[ \mathbb P(\sup_{r\geq 0} \| N_r\|>t)\lesssim_{p,V}\Bigl(\frac{s^p}{t^p}+\mathbb P(\sup_{r\geq 0} \| M_r\|>s)\Bigr), \qquad s,t>0, \] for all tangent conditionally symmetric $V$-valued processes $M$ and $N$. We further show that this estimate is equivalent to suitable Lorentz norm inequalities for the associated maximal functions, and obtain analogous characterizations in the discrete-time, continuous-time, and purely discontinuous settings.
title Characterizations of the UMD property via tail estimates for tangent processes
topic Functional Analysis
Probability
Primary 60B11, Secondary 46G10, 60H05
url https://arxiv.org/abs/2605.09177