No label defined (Q4331173)

Let \({\mathcal B}_1\) and \({\mathcal B}_2\) be algebras of subsets of non-empty sets \(\Omega_1\) and \(\Omega_2\), respectively. Let \(1\leq p<\infty\). A complex valued set function \(\mu\) defined on the product of \({\mathcal B}_1\) and \({\mathcal B}_2\) is called a pre-\(p\)-bimeasure if it is finitely additive in each coordinate, and for each fixed \(A\in{\mathcal B}_1\), the quantity \(BV_p(\mu(A,\cdot)):=\sup\{\sum_k|\mu(A\times B_k)|^p\}\) is finite, and for each \(B\in{\mathcal B}_2\), \(BV_p(\mu(\cdot,B))\) is finite. Here the sup is taken over all finite measurable partitions of \(\Omega_2\). If both \({\mathcal B}_1\) and \({\mathcal B}_2\) are \(\sigma\)-algebras, then \(\mu\) is called a \(p\)-bimeasure. A pre-\(p\)-bimeasure \(\mu\) is said to be bounded if there is a constant \(M>0\) such that \(BV_p(\mu(A,\cdot))+BV_p(\mu(\cdot,B))\leq M\) for all \(A\in{\mathcal B}_1\) and \(B\in{\mathcal B}_2\). Let \(p,q>0\), and define the mixed \((p,q)\)-variation of \(\mu\) to be \[ \|\mu\|_{p,q}:=\sup\left\{\left(\sum_k\left(\sum_j|\mu(A_j\times B_k)|^p\right)^{q/p}\right)^{1/q}\right\}, \] where the sup is taken over all measurable partitions \(\{A_j\}\) and \(\{B_k\}\) of \(\Omega_1\) and \(\Omega_2\), respectively. In the case that \(p=q\), we write \(\|\mu\|_p:=\|\mu\|_{p,p}\). In this paper, the author proves the following Theorem: Suppose that either \(\mu\) is a \(p\)-bimeasure defined on the product of two \(\sigma\)-algebras, or that it is a bounded pre-\(p\)-bimeasure defined on the product of two algebras. If \(1\leq p\leq 2\) then \(\|\mu\|_{2,p}+\|\mu\|_{p,2}+\|\mu\|_{4p/(2+p)}<\infty\). In the case that \(p\geq 2\), then \(\|\mu\|_p<\infty\). Furthermore, the result is sharp, in the sense that there is a \(p\)-bimeasure such that \(\|\mu\|_q=\infty\) for all \(q<4p/(2+p)\). This result extends an inequality of \textit{J. E. Littlewood} [Q. J. Math., Oxford Ser. 1, 164--174 (1930; JFM 56.0335.01)].