A maximal inequality for filtration on some function spaces (Q1885241)

Let \((X,\mu)\), \((Y,\nu)\) be arbitrary measure spaces and let \(T\) be a bounded linear operator from a function space defined on \((Y,\nu)\) to a function space on \((X,\mu)\). Let \(E_n\) be a sequence of measurable subsets of \(Y\) such that \(E_n\subset E_{n+1}\) for all \(n\). Suppose that \[ T^{*}f(x) = \sup_{n} | T(f\chi_{E_n})(x)| . \] This operator was studied in [\textit{M. Christ} and \textit{A. Kiselev}, J. Funct. Anal. 179, No. 2, 409--425 (2001; Zbl 0974.47025), J. Am. Math. Soc. 11, No. 4, 771--797 (1998; Zbl 0899.34051)]. In the present paper the following inequalities are established: \[ \| T^{*}\| _{L^{p,r}\to L^{q,s}} \leq (1- 2^{-\{(1/r)-(1/s)\}})^{-1} \| T\| _{L^{p,r}\to L^{q,s}}; \] \[ \| T^{*} f \| _{L^{\Psi}}\leq c \| f\| _{L^{\Phi}}, \] where \(L^{p,r}, L^{q,s}\) are Lorentz function spaces with \(1\leq p\leq r<s\leq q<\infty\) and \(L^{\Psi}\) and \(L^{\Phi}\) are Orlicz spaces with the Young functions \(\Psi\) and \(\Phi\) satisfying: \[ \Psi(st) \approx \Psi(s) \Psi(t) ; \tag{1} \] (2) there is a strictly convex function \( \tilde{\Phi}\) such that for any \(\alpha\geq 1\), \[ \Phi(\alpha t) \leq C \tilde{\Phi}(\alpha) \Phi(t);\;\; \tilde{\Phi}(\alpha) \approx \tilde{\Phi}(1/\alpha)^{-1}; \] \[ \int_0^1 \Phi^{-1}(t) \Psi^{-1}(t^{-1}) \frac{dt}{t} <\infty.\tag{3} \]