A CHARACTERIZATION OF COMPLEX AUMD BANACH SPACES VIA TANGENT MARTINGALES (Q3839488)

The author of this paper considers complex separable Banach spaces \(B\) in which \(B\)-valued analytic martingale difference sequences are unconditional. These Banach spaces are called AUMD spaces. The author proves: Theorem. Let \({\mathcal B}\) be a Banach space UMD. If \(p\) satisfies \(1< p<\infty\), then there exists a constant \(c_p\) (depending only on \({\mathcal B}\) and \(p\)) such that for every pair \(\{d_k\}\) and \(\{d^*_k\}\) of \({\mathcal B}\)-valued tangent martingales difference sequences such that \(E\| d_k\|^p\) and \(E\| d^*_k\|^p\) are finite for each \(k\), we have \[ E\Biggl\| \sum^n_{k= 0} d^*_k\Biggr\|^p\leq c_p E\Biggl\| \sum^n_{k= 0} d_k\Biggr\|^p,\quad n= 1,2,\dots. \] For AUMD Banach spaces, he proves the following theorems: Theorem. A complex Banach space \({\mathcal B}\) is AUMD iff there exists a function \(\Psi:{\mathcal B}\times{\mathcal B}\to [-\infty,\infty)\) such that 1. \(\Psi\) is skew-plurisubharmonic; 2. \(\Psi(x,\pm x)\geq \Psi(0,0)> 0\); 3. \(\Psi(x, y)\leq \Psi(0,0)+\| y\|\) for \(x,y\in{\mathcal B}\); 4. \(\Psi(x, y)\leq\| y\|\) on the set \(\{(x, y):\| x\|+\| y\|\geq 1\}\). Theorem. A complex separable Banach space \({\mathcal B}\) is AUMD iff for all tangent analytic Gaussian martingales \(M_n\), \(M_n'\) with values in \({\mathcal B}\) and a fixed \(p>0\) there exists a constant \(d_p\geq 1\) such that \[ E\| M_n\|^p\leq d_pE\| M_n'\|^p. \] {}.