Burkholder inequality by Bregman divergence
Krzysztof Bogdan, Mateusz Wi\k{e}cek
TL;DR
This paper introduces a novel proof of the Burkholder inequality leveraging Bregman divergence, providing a new perspective on this fundamental inequality.
Contribution
It presents the first proof of Burkholder inequality based on Bregman divergence, connecting two important mathematical concepts.
Findings
Established Burkholder inequality via Bregman divergence
Provided a new proof technique for classical inequalities
Enhanced understanding of divergence-based inequalities
Abstract
We prove Burkholder inequality using Bregman divergence.
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Taxonomy
TopicsMathematical Inequalities and Applications