Positive operators and maximal operators in a filtered measure space (Q1939351)

The authors consider a sequence \(\alpha=(\alpha_i)_{i\in \mathbb Z}\) of nonnegative bounded \(\mathcal F_i\)-measurable functions over a filtration (\(\mathcal F_i\)) of \(\mathcal F\) defined on a \(\sigma\)-finite measure space \((\Omega, \mathcal F, \mu)\) and define \(T_\alpha f=\sum_{i\in \mathbb Z} \alpha_i E_i f\) and the maximal operator \(M_\alpha(f)= \sup_{i\in \mathbb Z} \alpha_i|E_i(f)|\), where \(E_i\) stands for the conditional expectation \(E_i(f)=E(f|\mathcal F_i)\). In the case where \(\alpha_i=\chi_\Omega\), \(M_\alpha\) is denoted by \(f^*\). The aim of the paper is to characterize the weights \(w\) such that \(\|T_\alpha f \|_{L^q(wd\mu)}\leq C \|f\|_{L^p(d\mu)}\), extending the results of dyadic positive operators in the Euclidean space to a filtered measure space. Let \( \mathcal G\) be the \(\sigma\)-algebra on \(\Omega\times \mathbb Z\) generated by \((\mathcal F_i\times \{i\})\). The authors consider the notion of \(\theta\)-Carleson measure (for \(\theta\geq 1\)) as those measures \(\nu\) defined on \((\Omega\times \mathbb Z, \mathcal G)\) such that \(\nu_i=\nu|_{\mathcal F_i\times \{i\}}\) satisfies \(\sum_{j\geq i} \nu_j(E)\leq C \mu(E)^\theta\) for all \(E\in \mathcal F_i\) and \(i\in \mathbb Z\) and analyse the Carleson embedding theorem in this context for two parameters \(p\) and \(q\). Also, they propose a simple proof for the analogue of Sawyer's result on the boundedness for the maximal operator \(M_\alpha\) with two weights and use also recent ideas of \textit{T. Hytönen} and \textit{C. Pérez} [Anal. PDE 6, No.~4, 777--818 (2013; Zbl 1283.42032)] to sharpen the constants appearing in the weighted estimates when considering the maximal operator \(f^*\).