Some remarks on the dyadic Rademacher maximal function
Properties of a maximal function for vector-valued martingales were studied by the author in an earlier paper. Restricting here to the dyadic setting, we prove the equivalence between (weighted) inequalities and weak type estimates, and discuss an extension to the case of locally finite Borel measures on ℝⁿ. In addition, to compensate for the lack of an inequality, we derive a suitable BMO estimate. Different dyadic systems in different dimensions are also considered.