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Hardy Martingales and Jensen's inequality
Published online by Cambridge University Press: 17 April 2009
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Hardy martingales were introduced by Garling and used to study analytic functions on the N-dimensional torus 𝕋N, where analyticity is defined using a lexicographic order on the dual group ℤN. We show how, by using basic properties of orders on ℤN, we can apply Garling's method in the study of analytic functions on an arbitrary compact Abelian group with an arbitrary order on its dual group. We illustrate our approach by giving a new and simple proof of a famous generalised Jensen's Inequality due to Helson and Lowdenslager[5].
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- Copyright © Australian Mathematical Society 1997