Cesaro mean convergence of martingale differences in rearrangement invariant spaces

DOI10.1007/S11117-007-2146-YMaRDI QIDQ941698zbMATH OpenOpenAlexFDO

Authors Sergey Astashkin, N. J. Kalton, Fedor Sukochev

Publication date 2 September 2008

Published in Positivity (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11117-007-2146-y

zbMATH Keywords

Banach-Saks propertymartingale differencesrearrangement invariant function spacesweak compactness

Mathematics Subject Classification ID

Isomorphic theory (including renorming) of Banach spaces (46B03) Spaces of measurable functions ((L^p)-spaces, Orlicz spaces, Köthe function spaces, Lorentz spaces, rearrangement invariant spaces, ideal spaces, etc.) (46E30)

Review text

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.

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Cited in

(26)

• On symmetric spaces with convergence in measure on reflexive subspaces
• Martingale inequalities in rearrangement invariant spaces
• Characterization of the Orlicz spaces whose convergence is equivalent to convergence in measure on reflexive subspaces
• Disjointly homogeneous Orlicz spaces revisited
• On disjointly homogeneous Orlicz-Lorentz spaces
• A general Beurling-Helson-Lowdenslager theorem on the disk
• Uo-convergence and its applications to Cesàro means in Banach lattices
• The Banach--Saks \(p\)-property
• When weak and local measure convergence implies norm convergence
• The order-type Banach-Saks properties
• The structure of subspaces in Orlicz spaces lying between \(L^1\) and \(L^2\)
• Sets of uniformly absolutely continuous norm in symmetric spaces of measurable operators
• Bases of random unconditional convergence in Banach spaces
• Order convergence ergodic theorems in rearrangement invariant spaces
• Obituary: Nigel John Kalton, 1946-2010
• On the convergence in mean of martingale difference sequenceS
• On symmetric spaces containing isomorphic copies of Orlicz sequence spaces
• _2-strictly singular operators on the predual of a hyperfinite von Neumann algebra
• A noncommutative Gretsky–Ostroy theorem and its applications
• On a characteristic of strongly embedded subspaces in symmetric spaces
• Rearrangement invariant spaces satisfying Dunford-Pettis criterion of weak compactness
• The Daugavet property in rearrangement invariant spaces
• Boundedness and convergence of martingales in rearrangement-invariant function spaces
• Weakly compact sets and weakly compact pointwise multipliers in Banach function lattices
• (Strongly-)Dunford-Pettis operators and narrow operators
• The Gelfand-Phillips and Dunford-Pettis type properties in bimodules of measurable operators

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