The Bellman function of the dyadic maximal operator related to Kolmogorov's inequality (Q2627985)

The dyadic maximal operator on \(\mathbb{R}^{n}\) is defined by \[ \mathcal{M}_{d}\phi (x)=\sup \left\{ \frac{1}{\left| Q\right| } \int_{Q}\left| \phi (u)\right| du:x\in Q, Q\subseteq \mathbb{R}^{n} \text{ is a dyadic cube}\right\} \] for every \(\phi \in L_{\mathrm{loc}}^{1}(\mathbb{R}^{n}),\) where the dyadic cubes are those formed by the grids \(2^{-N}\mathbb{Z}^{n}\) for \(N=0,1,2,\ldots \). A classical result is the so-called Kolmogorov's inequality \[ \int\limits_E |\mathcal{M}_{q}\phi(u)|^q du \leq {1\over q-1} |E|^{1-q}\|\phi\|_1^q, \] which holds whenever \(q \in (0, 1), \phi\in L^1(\mathbb{R}^n)\), and \(E\) is a measurable subset of \(\mathbb{R}^n\) with finite measure. \textit{A. D. Melas} and the author [Trans. Am. Math. Soc. 362, No. 3, 1571--1597 (2010; Zbl 1194.42026)] investigated this inequality by computation of the so-called Bellman functions of four variables \(B_q^\prime(f,h,L,k)\) and proved there that this inequality is sharp. The precise value of \(B_q^\prime\) has been found by the evaluation of the respective Bellman function of two variables which is defined by \[ B_q(f,h)=\sup\left\{\int_X(\mathcal{M}_d\phi)^qd\mu:\;\phi\geq0,\;\int_X\phi d\mu=f,\;\int_X\phi^qd\mu=h\right\} \] with \(0<h\leq f^q\). In the paper under review the author proves that \(B_q(f,h) = h\omega_q(f^q/h)\) for any \(q\in(0,1)\) and any \(0<h\leq f^q\), where \(\omega_q:[1,+\infty)\to [1,+\infty)\) is defined by \(\omega_q(z)=[H^{-1}_q(z)]^q\), \(H_q(z)=(1-q)z^q+qz^{q-1}, z\geq 1\). This gives an alternative proof of the above-mentioned result of \textit{A. D. Melas} and the author. Additionally, the author investigates the sequences of functions that are extremal for this Bellman function \(B_q\) and proves that they behave approximately like eigenfunctions of the dyadic maximal operator, for a specific eigenvalue.