Cesaro mean convergence of martingale differences in rearrangement invariant spaces (Q941698)

The authors study the class of rearrangement invariant (r.i.)\ Banach function spaces on \([0,1]\) in which Cesàro means of any weakly null martingale difference sequence are strongly null. It is shown that this property (abbreviated MDCMP) implies the Banach--Saks property, and that in classical separable r.i.\ spaces (such as Orlicz, Lorentz and Marcinkiewicz spaces) these properties coincide. Some general sufficient conditions for MDCMP are given, in particular if in an r.i.\ space \(X\) an analogue of the classical Dunford--Pettis characterization of relatively weakly compact subsets in \(L_{1}\) holds true, then \(X \in \mathrm{MDCMP}\). An example of a (non-separable) r.i.\ space which possesses the Banach--Saks property but fails MDCMP is constructed. For the reader's convenience, the authors recall the basic definitions from the theory of r.i.\ spaces, so the paper is almost self-contained.