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 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...

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 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 → ∞.

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.

Given a Banach space X, for n ∈ ℕ and p ∈ (1,∞) we investigate the smallest constant ∈ (0,∞) for which every n-tuple of functions f₁,...,fₙ: -1,1ⁿ → X satisfies ${\int }_{-1,1ⁿ}\left|\right|{\sum }_{j=1}^n{\partial }_j{f}_j{\left(\epsilon \right)\left|\right|}^{p}d\mu \left(\epsilon \right){\le }^p{\int }_{-1,1ⁿ}{\int }_{-1,1ⁿ}\left|\right|{\sum }_{j=1}^n{\delta }_j\Delta f_j\left(\epsilon \right){\left|\right|}^{p}d\mu \left(\epsilon \right)d\mu \left(\delta \right)$, where μ is the uniform probability measure on the discrete hypercube -1,1ⁿ, and ${{\partial }_j}_{j=1}^n$ and $\Delta ={\sum }_{j=1}^n{\partial }_j$ are the hypercube partial derivatives and the hypercube Laplacian, respectively. Denoting this constant by ${ⁿ}_p\left(X\right)$, we show that ${ⁿ}_p\left(X\right)\le {\sum }_{k=1}^{n}1/k$ for every Banach space (X,||·||). This extends the classical Pisier inequality, which corresponds to the special...

We prove a lower bound in a law of the iterated logarithm for sums of the form ${\sum }_{k=1}^N{a}_{k}f(n_{k}x+c_k)$ where f satisfies certain conditions and the $n_k$ satisfy the Hadamard gap condition $n_{k+1}/n_k\ge q>1$.

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 say that a function f from [0,1] to a Banach space X is increasing with respect to E ⊂ X* if x* ∘ f is increasing for every x* ∈ E. A function $f:{[0,1]}^m\to X$ is separately increasing if it is increasing in each variable separately. We show that if X is a Banach space that does not contain any isomorphic copy of c₀ or such that X* is separable, then for every separately increasing function $f:{[0,1]}^m\to X$ with respect to any norming subset there exists a separately increasing function $g:{[0,1]}^m\to ℝ$ such that the sets of...

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 ${\left(h_k\right)}_{k\ge 0}$ 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.

Let $M_S$ denote the strong maximal operator. Let $M_x$ and $M_y$ denote the one-dimensional Hardy-Littlewood maximal operators in the horizontal and vertical directions in ℝ². A function h supported on the unit square Q = [0,1]×[0,1] is exhibited such that ${\int }_Q{M}_y{M}_{x}h<\infty$ but ${\int }_Q{M}_x{M}_{y}h=\infty$. It is shown that if f is a function supported on Q such that ${\int }_Q{M}_y{M}_{x}f<\infty$ but ${\int }_Q{M}_x{M}_{y}f=\infty$, then there exists a set A of finite measure in ℝ² such that ${\int }_A{M}_{S}f=\infty$.

This paper is concerned with the isomorphic structure of the Banach space ${\ell }_{\infty }/c₀$ and how it depends on combinatorial tools whose existence is consistent with but not provable from the usual axioms of ZFC. Our main global result is that it is consistent that ${\ell }_{\infty }/c₀$ does not have an orthogonal ${\ell }_{\infty }$-decomposition, that is, it is not of the form ${\ell }_{\infty }\left(X\right)$ for any Banach space X. The main local result is that it is consistent that ${\ell }_{\infty }\left(c₀\left(\right)\right)$ does not embed isomorphically into ${\ell }_{\infty }/c₀$, where is the cardinality of the continuum,...

For the integral equation (1) below we prove the existence on an interval $J=[0,a]$ of a solution $x$ with values in a Banach space $E$, belonging to the class $L^p(J,E)$, $p>1$. Further, the set of solutions is shown to be a compact one in the sense of Aronszajn.

In this paper, we define the direct sum ${\left({⨁}_{i=1}^n{X}_i\right)}_{ce{s}_p}$ of Banach spaces X₁,X₂,..., and Xₙ and consider it equipped with the Cesàro p-norm when 1 ≤ p < ∞. We show that ${\left({⨁}_{i=1}^n{X}_i\right)}_{ce{s}_p}$ has the H-property if and only if each $X_i$ has the H-property, and ${\left({⨁}_{i=1}^n{X}_i\right)}_{ce{s}_p}$ has the Schur property if and only if each $X_i$ has the Schur property. Moreover, we also show that ${\left({⨁}_{i=1}^n{X}_i\right)}_{ce{s}_p}$ is rotund if and only if each $X_i$ is rotund.

We prove a law of the iterated logarithm for sums of the form ${\sum }_{k=1}^N{a}_{k}f\left(n_{k}x\right)$ where the $n_k$ satisfy a Hadamard gap condition. Here we assume that f is a Dini continuous function on ℝⁿ which has the property that for every cube Q of sidelength 1 with corners in the lattice ℤⁿ, f vanishes on ∂Q and has mean value zero on Q.

The classical Hardy-Littlewood maximal operator is bounded not only on the classical Lebesgue spaces $L_p\left({ℝ}^d\right)$ (in the case $p>1$), but (in the case when $1/p(·)$ is log-Hölder continuous and $p_{-}=inf\{p\left(x\right):x\in {ℝ}^d\}>1$) on the variable Lebesgue spaces $L_{p(·)}\left({ℝ}^d\right)$, too. Furthermore, the classical Hardy-Littlewood maximal operator is of weak-type $(1,1)$. In the present note we generalize Besicovitch’s covering theorem for the so-called $\gamma$-rectangles. We introduce a general maximal operator $M_s^{\gamma ,\delta }$ and with the help of generalized $\Phi$-functions, the strong-...

Let Y be a Banach space and let $S\subset L_p$ be a subspace of an $L_p$ space, for some p ∈ (1,∞). We consider two operators B and C acting on S and Y respectively and satisfying the so-called maximal regularity property. Let ℬ and be their natural extensions to $S\left(Y\right)\subset L_p\left(Y\right)$. We investigate conditions that imply that ℬ + is closed and has the maximal regularity property. Extending theorems of Lamberton and Weis, we show in particular that this holds if Y is a UMD Banach lattice and $e^{-tB}$ is a positive contraction...

For Banach spaces $X$ and $Y$, let $K_{w^{*}}(X^{*},Y)$ denote the space of all $w^{*}-w$ continuous compact operators from $X^{*}$ to $Y$ endowed with the operator norm. A Banach space $X$ has the $wGP$ property if every Grothendieck subset of $X$ is relatively weakly compact. In this paper we study Banach spaces with property $wGP$. We investigate whether the spaces $K_{w^{*}}(X^{*},Y)$ and $X{\otimes }_{ϵ}Y$ have the $wGP$ property, when $X$ and $Y$ have the $wGP$ property.

It is shown that there is no closed convex bounded non-dentable subset K of $C\left({\omega }^{{\omega }^k}\right)$ such that on subsets of K the PCP and the RNP are equivalent properties. Then applying the Schachermayer-Rosenthal theorem, we conclude that every non-dentable K contains a non-dentable subset L so that on L the weak topology coincides with the norm topology. It follows from known results that the RNP and the KMP are equivalent on subsets of $C\left({\omega }^{{\omega }^k}\right)$.

Let $m\ge 3$ be an integer. The so-calledis a discrete time Markov chain which is very popular in theoretical computer science, modelling famous algorithms used in searching and sorting. This random process satisfies a well-known phase transition: when $m\le 26$, the asymptotic behavior of the process is Gaussian, but for $m\ge 27$ it is no longer Gaussian and a limit $W^{DT}$ of a complex-valued martingale arises. In this paper, we consider the multitype branching process which is the continuous time version of...

Let N ≥ 2 be a given integer. Suppose that $df={\left(dfₙ\right)}_{n\ge 0}$ is a martingale difference sequence with values in $\ell {₁}^N$ and let ${\left(\epsilon ₙ\right)}_{n\ge 0}$ be a deterministic sequence of signs. The paper contains the proof of the estimate $\mathbb{P}(su{p}_{n\ge 0}\left|\right|{\sum }_{k=0}^n{\epsilon }_{k}d{f}_k{\left|\right|}_{\ell {₁}^N}\ge 1)\le (lnN+ln\left(3lnN\right))/(1-{\left(2lnN\right)}^{-1})su{p}_{n\ge 0}\left|\right|{\sum }_{k=0}^{n}d{f}_k{\left|\right|}_{\ell {₁}^N}$. It is shown that this result is asymptotically sharp in the sense that the least constant $C_N$ in the above estimate satisfies $li{m}_{N\to \infty }{C}_N/lnN=1$. The novelty in the proof is the explicit verification of the ζ-convexity of the space $\ell {₁}^N$.

We consider an SPDE in a Hilbert space $H$ of the form $dX(t)=(AX(t)+b(X(t)))dt+\sigma (X(t))dW(t)$, $X(0)=x\in H$ and the corresponding transition semigroup $P_{t}f(x)=𝔼[f(X(t,x))]$. We define the infinitesimal generator $\overline{L}$ of $P_t$ through the Laplace transform of $P_t$ as in [1]. Then we consider the differential operator $L\phi =\frac{1}{2}\mathrm{Tr}[\sigma (x){\sigma }^{*}(x)D^2\phi ]+⟨b(x),D\phi ⟩$ defined on a suitable set $V$ of regular functions. Our main result is that if $V$ is a core for $\overline{L}$, then there exists a unique solution of the martingale problem defined in terms of $L$. Application to the Ornstein-Uhlenbeck equation and to some regular...

We give a full solution of the following problems concerning the spaces $M_{\phi }\left(X⃗\right)$: (i) to what extent two functions φ and ψ should be different in order to ensure that $M_{\phi }\left(X⃗\right)\ne M_{\psi }\left(X⃗\right)$ for any nontrivial Banach couple X⃗; (ii) when an embedding $M_{\phi }\left(X⃗\right)⊊M_{\psi }\left(X⃗\right)$ can (or cannot) be dense; (iii) which Banach space can be regarded as an $M_{\phi }\left(X⃗\right)$-space for some (unknown beforehand) Banach couple X⃗.

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 $L_{1/2}$.

A Banach space X is reflexive if and only if every bounded sequence xₙ in X contains a norm attaining subsequence. This means that it contains a subsequence $x_{n_k}$ for which $su{p}_{f\in S_{X*}}limsu{p}_{k\to \infty }f\left(x_{n_k}\right)$ is attained at some f in the dual unit sphere $S_{X*}$. A Banach space X is not reflexive if and only if it contains a normalized sequence xₙ with the property that for every $f\in S_{X*}$, there exists $g\in S_{X*}$ such that $limsu{p}_{n\to \infty }f\left(xₙ\right)<limin{f}_{n\to \infty }g\left(xₙ\right)$. Combining this with a result of Shafrir, we conclude that every infinite-dimensional Banach space contains an unbounded...

We consider “nonconventional” averaging setup in the form $\frac{\mathrm{d}{X}^{\epsilon }\left(t\right)}{\mathrm{d}t}=\epsilon B(X^{\epsilon }\left(t\right)$, $𝛯\left(q_1\left(t\right)\right),𝛯\left(q_2\left(t\right)\right),...,𝛯\left(q_{\ell }\left(t\right)\right))$ where $𝛯\left(t\right)$, $t\ge 0$ is either a stochastic process or a dynamical system with sufficiently fast mixing while $q_j\left(t\right)={\alpha }_{j}t$, ${\alpha }_{1}lt;{\alpha }_{2}lt;\cdots lt;{\alpha }_k$ and $q_j$, $j=k+1,...,\ell$ grow faster than linearly. We show that the properly normalized error term in the “nonconventional” averaging principle is asymptotically Gaussian.

We consider real Banach spaces X for which the quotient algebra (X)/ℐn(X) is finite-dimensional, where ℐn(X) stands for the ideal of inessential operators on X. We show that these spaces admit a decomposition as a finite direct sum of indecomposable subspaces $X_i$ for which $\left(X_i\right)/ℐn\left(X_i\right)$ is isomorphic as a real algebra to either the real numbers ℝ, the complex numbers ℂ, or the quaternion numbers ℍ. Moreover, the set of subspaces $X_i$ can be divided into subsets in such a way that if $X_i$ and $X_j$ are in different...

We give existence theorems for weak and strong solutions with trichotomy of the nonlinear differential equation $$\dot{x}\left(t\right)=ℒ\left(t\right)x\left(t\right)+f(t,x\left(t\right)),t\in ℝ\left(\mathrm{P}\right)$$ where $\left\{ℒ\right(t):t\in ℝ\}$ is a family of linear operators from a Banach space $E$ into itself and $f:ℝ\times E\to E$. By $L\left(E\right)$ we denote the space of linear operators from $E$ into itself. Furthermore, for $a<b$ and $d>0$, we let $C\left(\right[-d,0],E)$ be the Banach space of continuous functions from $[-d,0]$ into $E$ and $f^d:[a,b]\times C([-d,0],E)\to E$. Let $\widehat{ℒ}:[a,b]\to L\left(E\right)$ be a strongly measurable and Bochner integrable operator on $[a,b]$ and for $t\in [a,b]$ define ${\tau }_{t}x\left(s\right)=x(t+s)$ for each $s\in [-d,0]$. We prove that, under certain...

If the second order problem $\ddot{u}+\dot{u}+Au=f$ has $L^p$ maximal regularity for some $p\in (1,\mathrm{\infty })$, then it has $L^p$ maximal regularity for every $p\in (1,\mathrm{\infty })$.

Let 1 ≤ p < ∞, $={\left(Xₙ\right)}_{n\in \mathbb{N}}$ be a sequence of Banach spaces and $l_p\left(\right)$ the coresponding vector valued sequence space. Let $={\left(Xₙ\right)}_{n\in \mathbb{N}}$, $={\left(Yₙ\right)}_{n\in \mathbb{N}}$ be two sequences of Banach spaces, $={\left(Vₙ\right)}_{n\in \mathbb{N}}$, Vₙ: Xₙ → Yₙ, a sequence of bounded linear operators and 1 ≤ p,q < ∞. We define the multiplication operator $M_{}:l_p\left(\right)\to l_q\left(\right)$ by $M_{}\left({\left(xₙ\right)}_{n\in \mathbb{N}}\right):={\left(Vₙ\left(xₙ\right)\right)}_{n\in \mathbb{N}}$. We give necessary and sufficient conditions for $M_{}$ to be 2-summing when (p,q) is one of the couples (1,2), (2,1), (2,2), (1,1), (p,1), (p,2), (2,p), (1,p), (p,q); in the last case 1 < p < 2, 1 < q < ∞. ...

The aim of this paper is to show that for every Banach space $(X,\parallel ·\parallel )$ containing asymptotically isometric copy of the space $c_0$ there is a bounded, closed and convex set $C\subset X$ with the Chebyshev radius $r\left(C\right)=1$ such that for every $k\ge 1$ there exists a $k$-contractive mapping $T:C\to C$ with $\parallel x-Tx\parallel >1-1/k$ for any $x\in C$.

Let $\Omega$ be a bounded domain of class $C^2$ in $ℝ$N and let $K$ be a compact subset of $\partial \Omega$. Assume that $q\ge (N+1)/\left(N-1\right)$ and denote by $U_K$ the maximal solution of $-\Delta u+u^q=0$ in $\Omega$ which vanishes on $\partial \Omega \setminus K$. We obtain sharp upper and lower estimates for $U_K$ in terms of the Bessel capacity $C_{2/q,q^{\text{'}}}$ and prove that $U_K$ is $\sigma$-moderate. In addition we describe the precise asymptotic behavior of $U_K$ at points $\sigma \in K$, which depends on the “density” of $K$ at $\sigma$, measured in terms of the capacity $C_{2/q,q^{\text{'}}}$.

A space $X$ is said to have the Rothberger property (or simply $X$ is Rothberger) if for every sequence $\langle {𝒰}_n:n\in \omega \rangle$ of open covers of $X$, there exists $U_n\in {𝒰}_n$ for each $n\in \omega$ such that $X={\bigcup }_{n\in \omega }{U}_n$. For any $n\in \omega$, necessary and sufficient conditions are obtained for $C_p{(\Psi \left(𝒜\right),2)}^n$ to have the Rothberger property when $𝒜$ is a Mrówka mad family and, assuming CH (the Continuum Hypothesis), we prove the existence of a maximal almost disjoint family $𝒜$ for which the space $C_p{(\Psi \left(𝒜\right),2)}^n$ is Rothberger for all $n\in \omega$.