A remark on the Kolmogorov-Stein inequality (Q1125859)

Kolmogorov has given the following inequality: Let \(f(x),f'(x),\dots,f^{(n)}(x)\) be continuous and bounded on \(\mathbb{R}\). Then \[ |f^{(k)}|^n_\infty\leq C_{k,n}|f|^{n-k}_\infty|f^{(n)}|^k_\infty, \] where \(0< k<n\), \(C_{k,n}= K^n_{n-k}/K^{(n-k)}_n\), \(K_i={4\over \pi} \sum^\infty_{j=0} (-1)^j/(2j+ 1)^{i+1}\) for even \(i\), while \(K_i={4\over\pi} \sum^\infty_{j=0} 1/(2j+ 1)^{i+1}\) for odd \(i\). Moreover, the constants are best possible. This result has been extended by Stein to the \(L_p\)-norm. In this note, the author proved above inequality for an arbitrary Orlicz norm. The main result of this note is: Theorem 1. Let \(\Phi(t)\) be an arbitrary Young function, \(f(x)\) and its generalized derivative \(f^{(n)}(x)\) be in \(L_\Phi(\mathbb{R})\). Then \(f^{(k)}(x)\in L_\Phi(\mathbb{R})\) for all \(0<k<n\) and \[ |f^{(k)}|^n_\Phi\leq C_{k,n}|f|^{n-k}_\Phi|f^{(n)}|^k_\Phi. \]