Lp bound from a tail domination inequality
ID: lp-bound-from-a-tail-domination-inequality
Let , , and . Assume the displayed tail inequality and finite positive-threshold superlevel measures. First split at to obtain . Layer cake representation and Tonelli theorem imply . Integrating the original inequality against then gives , with . This is the analytic estimate behind the Doob Lp maximal inequality.
New to topics? Read the docs here!