Burkholder's inequalities associated with Orlicz functions in rearrangement invariant spaces (Q1668441): Difference between revisions

Let \((\Omega,\mathcal{F},P)\) be a probability space and \(\Phi\) an Orlicz function on \([0,\infty)\) such that \(\exists C> 0\), \(\forall t>0: \Phi(2t)\le C\Phi(t)\). Let \(X\) be a rearrangement invariant symmetric Banach function space and \(X_\Phi(\Omega)\) the space of all \(P\)-measurable functions \(f\) on \(\Omega\) such that \(\exists\lambda>0 :\Vert\Phi(|f|)/\lambda\Vert \text{ and }X<\infty\). Finally, let \((f_n,\mathcal{F}_n)_{n\ge 1}\) be a martingale in \(X_\Phi(\Omega)\) such that \(\sup_n\Vert f_n\Vert_{X_\Phi (\Omega)}<\infty\). Assuming simple inequalities for products of the Simonenko indices \(X\), \textit{I. B. Simonenko} [Mat. Sb., Nov. Ser. 63(105), 536--553 (1964; Zbl 0116.31602)], and the Boyd indices of \(X\), \textit{D. W. Boyd} [Can. J. Math. 21, 1245--1254 (1969; Zbl 0184.34802)], the authors prove Burkholder inequalities for \(\sup_n\Vert\Phi(|f_n|)\Vert_X\). The proof is based on a new distribution estimate of the Davis type decomposition, \textit{B. Davis} [Isr. J. Math. 8, 187--190 (1970; Zbl 0211.21902)].