BROWNIAN MARTINGALES AND CONJECTURE OF SA KAI

Authors
Citation
D. Piau, BROWNIAN MARTINGALES AND CONJECTURE OF SA KAI, Annales de l'I.H.P. Probabilites et statistiques, 31(3), 1995, pp. 429-452
Citations number
14
Categorie Soggetti
Statistic & Probability","Statistic & Probability
ISSN journal
02460203
Volume
31
Issue
3
Year of publication
1995
Pages
429 - 452
Database
ISI
SICI code
0246-0203(1995)31:3<429:BMACOS>2.0.ZU;2-D
Abstract
For any real p greater than or equal to 0 such that the function x --> \\x\\(p) is subharmonic in R(d), M. Sakai introduced in 1988 the cons tant c(d)(p) optimal in a given isovolumetric inequality: c(d)(p) tell s how large the value at the origin of the least harmonic majorant of \\x\\(p) Can be on a domain of R(d) of given volume. We use probabilis tic tools to study this constant. We recover most of M. Sakai's result s, proving them often in a simpler and more enlightening way. We obtai n new estimates of c(d)(p) in the cases M. Sakai left open. We thoroug hly study the case d = 2, p = 4 and we prove that c(2)(4) < 1.80.