Boundedness and convergence of martingales in rearrangement-invariant function spaces (Q5941618)

Let \((\Omega, \mathcal F, P)\) be a complete nonatomic probability space. The author considers a martingale \(f=(f_n)_{n\geq 0}\) in this space and characterizes rearrangement-invariant (r.i.) function spaces \(X\) with the property that every martingale bounded in \(X\) converges with respect to the norm topology of \(X\). He gives a characterization of Young functions \(\Phi\) such that the Orlicz spaces \(L_{\Phi}\) have the property mentioned above. The main result about the convergence of martingales in r.i. spaces \(X\) is the following. Let \({\varphi}_{X}(t)=||1_A||_X\), where \(A\in {\mathcal F}\) and \(P(A)=t\). Then the following two statements are equivalent: (a) \(X\) has absolutely continuous norm and \(\lim_{t\rightarrow 0+} (t/\varphi_X(t))= \lim_{t\rightarrow 0+}\varphi_{X'}(t)=0\), (b) if \(f\) is a martingale bounded in \(X\), then \(f\) converges in \(X\). The last section is devoted to summability of martingales by a regular Toeplitz matrix, as an application of the main result.