Note on the Kolmogorov-Stein inequality (Q1573543)

The authors of this note tried to get some version of the inequality of A. N. Kolmogorov, i.e., \[ \|f^{(k)}\|^n_\infty\leq C_{k,n}\|f\|^{n-k}_\infty\|f^{(n)}\|^k_\infty, \] where \(f(x),f'(x),\dots, f^{(n)}(x)\) are continuous and bounded on \(\mathbb{R}\) and \(0< k< n\), \(C_{k,n}= K^n_{n-k}/K^{(n- k)}_n\), \(K_i= {4\over\pi} \sum^\infty_{j=0} (-1)^j/(2j+ 1)^{i+1}\) for even \(i\), while \(K_i={4\over \pi} \sum^\infty_{j=0} 1/(2j+ 1)^{i+1}\) for odd \(i\), in the case of another norm generated by concave functions. Let \({\mathcal L}\) denote the family of all non-zero concave functions \(\Phi(t):[0,\infty)\to [0,\infty]\), which are non-decreasing and satisfy \(\Phi(0)= 0\). Denote by \(N_\Phi= N_\Phi(\mathbb{R})\) the space of measurable functions \(f(x)\) such that \(\|f\|_{N_\Phi}= \int^\infty_0 \Phi(\lambda_f(y)) dy< \infty\), where \(\lambda_f(y)= \text{mes}\{x:|f(x)|> y\}\) \((y\geq 0)\), then \(N_\Phi\) is a Banach space. They obtained: Theorem. Let \(\Phi\in {\mathcal L}\), \(f(x)\) and its generalized derivative \(f^{(n)}(x)\) be in \(N_\Phi\). Then \(f^{(k)}(x)\in N_\Phi\) for all \(0< k< n\) and \[ \|f^{(k)}\|^n_{N_\Phi}\leq C_{k,n}\|f\|^{n- k}_{N_\Phi}\|f^{(k)}\|^k_{N_\Phi}. \]