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Boundedness of the q-Mean-Square Operator on Vector-Valued Analytic Martingales

Published online by Cambridge University Press:  20 November 2018

Liu Peide
Affiliation:
Department of Mathematics Wuhan University Wuhan, Hubei 430072 P. R. China, email: pdlin@whu.edu.cn
Eero Saksman
Affiliation:
University of Jyväskylä and University of Helsinki Department of Mathematics University of Helsinki P. O. Box 4, Yliopistonkatu 5 FIN-00014 Helsinki Finland, email: saksman@cc.helsinki.fi
Hans-Olav Tylli
Affiliation:
Department of Mathematics University of Helsinki P. O. Box 4, Yliopistonkatu 5 FIN-00014 Helsinki Finland, email: hojtylli@cc.helsinki.fi
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Abstract

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We study boundedness properties of the $q$-mean-square operator {{S}^{(q)}} on $E$-valued analytic martingales, where $E$ is a complex quasi-Banach space and $2\,\le \,q\,<\,\infty $. We establish that a.s. finiteness of ${{S}^{(q)}}$ for every bounded $E$-valued analytic martingale implies strong $(p,\,p)$-type estimates for ${{S}^{(q)}}$ and all $p\,\in \,(0,\,\infty )$. Our results yield new characterizations (in terms of analytic and stochastic properties of the function ${{S}^{(q)}}$) of the complex spaces $E$ that admit an equivalent $q$-uniformly $\text{PL}$-convex quasi-norm. We also obtain a vector-valued extension (and a characterization) of part of an observation due to Bourgain and Davis concerning the ${{L}^{p}}$-boundedness of the usual square-function on scalar-valued analytic martingales.

Keywords

Type
Research Article
Copyright
Copyright © Canadian Mathematical Society 1999

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