Rosenthal type inequalities for martingales in symmetric spaces (Q1941807)

The author proves Rosenthal type [\textit{H.~P.~Rosenthal}, Isr. J. Math. 8, 273--303 (1970; Zbl 0213.19303)] inequalities for martingale differences. Let us present two typical results. Denote by \((\mathcal{A}_k)_1^{\infty}\) an increasing sequence of \(\sigma\)-algebras on a probability space \((\Omega,\mathcal{A},\mathbb{P})\). A sequence \((f_k)\) of \(\mathcal{A}_k\)-measurable random variables is called a martingale if \(\mathbb{E}(f_k|\mathcal{A}_{k-1})=f_{k-1}\) for all \(k>1\). If \(f=(f_k)\) is a sequence of random variables on \(\Omega\), then \(M(f):=\sup_k|f_k|\,\), \(\,d_k=f_k-f_{k-1}\) (\(f_0=0\)), and \(s(f):= \left(\sum_1^{\infty}\mathbb{E}(d_k^2|\mathcal{A}_{k-1})\right)^{1/2}\). Let \(X\) be a symmetric space on a probability space \((\Omega,\mathcal{A},\mathbb{P})\). Theorem 1. The following conditions are equivalent: (i) There exists a constant \(C=C(X)>0\) such that, for every martingale \((f_k)\), \[ \|M(f)\|\leq C(\|s(f)\|+\|M(d)\|). \] (ii) The Boyd index \(\alpha_X>0\). Theorem 2. Let \(X\) be 2-convex and \(\alpha_X>0\). Then there exists a constant \(c=c(X)>0\) such that, for every martingale \((f_k)\), \[ \|M(f)\|\geq c(\|s(f)\|+\|M(d)\|). \] For another approach to martingale inequalities, see [\textit{S.~Astashkin, F.~Sukochev} and \textit{C.~P.~ Wong}, Stud. Math. 205, No. 2, 171--200 (2011; Zbl 1238.46009)].