Let X = (Xₜ,ℱₜ) be a continuous BMO-martingale, that is, ${\left|\right|X\left|\right|}_{BMO}\equiv su{p}_T\left|\right|E\left[\right|X_{\infty }-X_T\left|\right|{ℱ}_T{\left]\right||}_{\infty }<\infty$, where the supremum is taken over all stopping times T. Define the critical exponent b(X) by $b\left(X\right)=b>0:su{p}_T\left|\right|E\left[exp\left(b²(⟨X{⟩}_{\infty }-⟨X{⟩}_T)\right)\right|{ℱ}_T]{\left|\right|}_{\infty }<\infty$, where the supremum is taken over all stopping times T. Consider the continuous martingale q(X) defined by $q\left(X\right)ₜ=E\left[⟨X{⟩}_{\infty }\right|ℱₜ]-E\left[⟨X{⟩}_{\infty }\right|ℱ₀]$. We use q(X) to characterize the distance between ⟨X⟩ and the class $L^{\infty }$ of all bounded martingales in the space of continuous BMO-martingales, and we show that the inequalities $1/4d₁(q\left(X\right),L^{\infty })\le b\left(X\right)\le 4/d₁(q\left(X\right),L^{\infty })$ hold for every continuous BMO-martingale X. ...

Let ℳ be a hyperfinite finite von Nemann algebra and ${\left({ℳ}_k\right)}_{k\ge 1}$ be an increasing filtration of finite-dimensional von Neumann subalgebras of ℳ. We investigate abstract fractional integrals associated to the filtration ${\left({ℳ}_k\right)}_{k\ge 1}$. For a finite noncommutative martingale $x={\left(x_k\right)}_{1\le k\le n}\subseteq L₁\left(ℳ\right)$ adapted to ${\left({ℳ}_k\right)}_{k\ge 1}$ and 0 < α < 1, the fractional integral of x of order α is defined by setting $I^{\alpha }x={\sum }_{k=1}^n{\zeta }_k^{\alpha }d{x}_k$ for an appropriate sequence ${\left({\zeta }_k\right)}_{k\ge 1}$ of scalars. For the case of a noncommutative dyadic martingale in L₁() where is the type II₁ hyperfinite factor...

Consider the sequence ${\left(Cₙ\right)}_{n\ge 1}$ of positive numbers defined by C₁ = 1 and $C_{n+1}=1+Cₙ²/4$, n = 1,2,.... Let M be a real-valued martingale and let S(M) denote its square function. We establish the bound |Mₙ|≤ Cₙ Sₙ(M), n=1,2,..., and show that for each n, the constant Cₙ is the best possible.

Let Ω be a nonatomic probability space, let X be a Banach function space over Ω, and let ℳ be the collection of all martingales on Ω. For $f={\left(fₙ\right)}_{n\in \mathbb{Z}₊}\in ℳ$, let Mf and Sf denote the maximal function and the square function of f, respectively. We give some necessary and sufficient conditions for X to have the property that if f, g ∈ ℳ and ${\left|\right|Mg\left|\right|}_X{\le \left|\right|Mf\left|\right|}_X$, then ${\left|\right|Sg\left|\right|}_X{\le C\left|\right|Sf\left|\right|}_X$, where C is a constant independent of f and g.

Let df be a Hilbert-space-valued martingale difference sequence. The paper is devoted to a new, elementary proof of the estimate $\parallel {\sum }_{k=0}^{\infty }d{f}_k{\parallel }_p\le C_p\parallel ({\sum }_{k=0}^{\infty }\left(\right|d{f}_k\left|²\right|{ℱ}_{k-1}{\left)\right)}^{1/2}{\parallel }_p+\parallel ({\sum }_{k=0}^{\infty }|d{f}_k{{|}^p)}^{1/p}{\parallel }_p,$ with $C_p=O(p/lnp)$ as p → ∞.

This paper studies a new maximal operator introduced by Hytönen, McIntosh and Portal in 2008 for functions taking values in a Banach space. The $L^p$-boundedness of this operator depends on the range space; certain requirements on type and cotype are present for instance. The original Euclidean definition of the maximal function is generalized to σ-finite measure spaces with filtrations and the $L^p$-boundedness is shown not to depend on the underlying measure space or the filtration. Martingale...

Let f be a measurable function defined on ℝ. For each n ∈ ℤ we consider the average $Aₙf\left(x\right)=2^{-n}{\int }_x^{x+2ⁿ}f$. The square function is defined as $Sf\left(x\right)=({\sum }_{n=-\infty }^{\infty }|Aₙf\left(x\right)-A_{n-1}f\left(x\right){\left|²\right)}^{1/2}$. The local version of this operator, namely the operator $S₁f\left(x\right)=({\sum }_{n=-\infty }^0|Aₙf\left(x\right)-A_{n-1}f\left(x\right){\left|²\right)}^{1/2}$, is of interest in ergodic theory and it has been extensively studied. In particular it has been proved [3] that it is of weak type (1,1), maps $L^p$ into itself (p > 1) and $L^{\infty }$ into BMO. We prove that the operator S not only maps $L^{\infty }$ into BMO but it also maps BMO into BMO. We also prove that the $L^p$ boundedness...

We introduce generalized Campanato spaces ${}_{p,\varphi }$ on a probability space (Ω,ℱ,P), where p ∈ [1,∞) and ϕ: (0,1] → (0,∞). If p = 1 and ϕ ≡ 1, then ${}_{p,\varphi }=BMO$. We give a characterization of the set of all pointwise multipliers on ${}_{p,\varphi }$.

Let f be a conditionally symmetric martingale and let S(f) denote its square function. (i) For p,q > 0, we determine the best constants $C_{p,q}$ such that $su{p}_n{\left(\right|fₙ|}^p{)/(1+Sₙ²\left(f\right))}^q\le C_{p,q}$. Furthermore, the inequality extends to the case of Hilbert space valued f. (ii) For N = 1,2,... and q > 0, we determine the best constants $C_{N,q}^{\text{'}}$ such that $su{p}_n\left(f{ₙ}^{2N-1}\right){(1+Sₙ²\left(f\right))}^q\le C_{N,q}^{\text{'}}$. These bounds are extended to sums of conditionally symmetric variables which are not necessarily integrable. In addition, we show that neither of the inequalities above holds if...

We prove that the Hausdorff operator generated by a function ϕ is bounded on the real Hardy space $H^p\left(ℝ\right)$, 0 < p ≤ 1, if the Fourier transform ϕ̂ of ϕ satisfies certain smoothness conditions. As a special case, we obtain the boundedness of the Cesàro operator of order α on $H^p\left(ℝ\right)$, 2/(2α+1) < p ≤ 1. Our proof is based on the atomic decomposition and molecular characterization of $H^p\left(ℝ\right)$.

Let $A_{\alpha }f\left(x\right)={\left|B\right(0,\left|x\right|\left)\right|}^{-\alpha /n}{\int }_{B(0,|x\left|\right)}f\left(t\right)dt$ be the n-dimensional fractional Hardy operator, where 0 < α ≤ n. It is well-known that $A_{\alpha }$ is bounded from $L^p$ to $L^{p_{\alpha }}$ with $p_{\alpha }=np/(\alpha p-np+n)$ when n(1-1/p) < α ≤ n. We improve this result within the framework of Banach function spaces, for instance, weighted Lebesgue spaces and Lorentz spaces. We in fact find a ’source’ space $S_{\alpha ,Y}$, which is strictly larger than X, and a ’target’ space $T_Y$, which is strictly smaller than Y, under the assumption that $A_{\alpha }$ is bounded from X into Y and the Hardy-Littlewood...

We determine the optimal constants $C_{p,q}$ in the moment inequalities ${\left|\right|g\left|\right|}_p\le C_{p,q}{\left|\right|f\left|\right|}_q$, 1 ≤ p< q< ∞, where f = (fₙ), g = (gₙ) are two martingales, adapted to the same filtration, satisfying |dgₙ| ≤ |dfₙ|, n = 0,1,2,..., with probability 1. Furthermore, we establish related sharp estimates ||g||₁ ≤ supₙΦ(|fₙ|) + L(Φ), where Φ is an increasing convex function satisfying certain growth conditions and L(Φ) depends only on Φ.

The aim of this paper is to introduce some new fixed point results of Hardy-Rogers-type for $\alpha$-$\eta$-$GF$-contraction in a complete metric space. We extend the concept of $F$-contraction into an $\alpha$-$\eta$-$GF$-contraction of Hardy-Rogers-type. An example has been constructed to demonstrate the novelty of our results.

The main aim of this paper is to prove that the maximal operator ${\sigma }^{}$ is bounded from the Hardy space $H_{1/2}$ to weak-$L_{1/2}$ and is not bounded from $H_{1/2}$ to $L_{1/2}$.

Let $L$ be a non-negative self-adjoint operator acting on $L^2\left({ℝ}^n\right)$ satisfying a pointwise Gaussian estimate for its heat kernel. Let $w$ be an $A_r$ weight on ${ℝ}^n\times {ℝ}^n$, $1<r<\infty$. In this article we obtain a weighted atomic decomposition for the weighted Hardy space $H_{L,w}^p({ℝ}^n\times {ℝ}^n)$, $0<p\le 1$ associated to $L$. Based on the atomic decomposition, we show the dual relationship between $H_{L,w}^1({ℝ}^n\times {ℝ}^n)$ and ${\mathrm{BMO}}_{L,w}({ℝ}^n\times {ℝ}^n)$.

In this paper we completely characterize those weighted Hardy spaces that are Poletsky-Stessin Hardy spaces $H_u^p$. We also provide a reduction of $H^{\infty }$ problems to $H_u^p$ problems and demonstrate how such a reduction can be used to make shortcuts in the proofs of the interpolation theorem and corona problem.

The main aim of this paper is to prove that there exists a martingale $f\in H_{1/2}$ such that the Fejér means of the two-dimensional Walsh-Fourier series of f is not uniformly bounded in the space weak-$L_{1/2}$.

We prove a conjecture of Wojtaszczyk that for 1 ≤ p < ∞, p ≠ 2, $H_p\left(\right)$ does not admit any norm one projections with dimension of the range finite and greater than 1. This implies in particular that for 1 ≤ p < ∞, p ≠ 2, $H_p$ does not admit a Schauder basis with constant one.

We consider Littlewood-Paley functions associated with a non-isotropic dilation group on ${ℝ}^n$. We prove that certain Littlewood-Paley functions defined by kernels with no regularity concerning smoothness are bounded on weighted $L^p$ spaces, $1<p<\infty$, with weights of the Muckenhoupt class. This, in particular, generalizes a result of N. Rivière (1971).

AbstractThe paper contains studies of relationships between properties of the “translation” mappings $T_F$ and the topological and geometric structure of spaces X and Hardy classes $h^p(,X)$ of X-valued harmonic functions on the open unit disk in ℂ (X is a Banach space). The mapping $T_F$ transforming the unit circle of ℂ into $h^p(,X)$ is associated with a function $F\in h^p(,X)$ by the formula $T_F\left(t\right)=F\circ \varphi ₜ$, where ϕₜ is the rotation of through t.AcknowledgmentsThis work is based in part on the author’s doctoral thesis written at...

Let ${\left(h_k\right)}_{k\ge 0}$ be the Haar system on [0,1]. We show that for any vectors $a_k$ from a separable Hilbert space and any ${\epsilon }_k\in [-1,1]$, k = 0,1,2,..., we have the sharp inequality $\left|\right|{\sum }_{k=0}^n{\epsilon }_k{a}_k{h}_k{\left|\right|}_{W\left(\right[0,1\left]\right)}\le 2\left|\right|{\sum }_{k=0}^n{a}_k{h}_k{\left|\right|}_{L^{\infty }\left([0,1]\right)}$, n = 0,1,2,..., where W([0,1]) is the weak-$L^{\infty }$ space introduced by Bennett, DeVore and Sharpley. The above estimate is generalized to the sharp weak-type bound ${\left|\right|Y\left|\right|}_{W\left(\Omega \right)}{\le 2\left|\right|X\left|\right|}_{L^{\infty }\left(\Omega \right)}$, where X and Y stand for -valued martingales such that Y is differentially subordinate to X. An application to harmonic functions on Euclidean domains is presented.