Weighted martingale multipliers in the non-homogeneous setting and outer measure spaces

Abstract: We investigate the unconditional basis property of martingale differences in weighted

L^{2}

spaces in the non-homogeneous situation (i.e. when the reference measure is not doubling). Specifically, we prove that finiteness of the quantity

[w]_{A_{2}} = s u p_{I}, < w >_{I} < w^{- 1} >_{I}

, defined through averages

< c d o t >_{I}

relative to the reference measure

u

, implies that each martingale transform relative to

u

is bounded in

L^{2} (w, d u)

. Moreover, we prove the linear in

[w]_{A_{2}}

estimate of the unconditional basis constant of the Haar system. Even in the classical case of the standard dyadic lattice in

m a t h b b R^{n}

, where the results about unconditional basis and linear in

[w]_{A_{2}}

estimates are known, our result gives something new, because all the estimates are independent of the dimension

n

. Our approach combines the technique of outer measure spaces with the Bellman function argument.

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