In this article, the Banach space X and the martingales with values in it are considered. It is shown that the maximal operators of the one-dimensional dyadic derivative of the dyadic integral and Cesaro means are bou...In this article, the Banach space X and the martingales with values in it are considered. It is shown that the maximal operators of the one-dimensional dyadic derivative of the dyadic integral and Cesaro means are bounded from the dyadic Hardy- Lorentz space pH^-ra（X） to Lra（X） when X is isomorphic to a p-uniformly smooth space （1 〈p ≤ 2）. And it is also bounded from Hra（X） to Lra（X） （0 〈 r 〈 ∞,0 〈 a≤oc） when X has Radon-Nikodym property. In addition, some weak-type inequalities are given.展开更多
In this article, the authors introduce some new Lorentz spaces for martingales, which are extensions of Hardy spaces of martingales. Then they discuss their basic properties, embedding relationships, and interpolation...In this article, the authors introduce some new Lorentz spaces for martingales, which are extensions of Hardy spaces of martingales. Then they discuss their basic properties, embedding relationships, and interpolation spaces between them, during which the use of rearrangement good-λ-inequality plays an important role.展开更多
In this article, several weak Hardy spaces of Banach-space-valued martingales are introduced, some atomic decomposition theorems for them are established and their duals are investigated. The results closely depend on...In this article, several weak Hardy spaces of Banach-space-valued martingales are introduced, some atomic decomposition theorems for them are established and their duals are investigated. The results closely depend on the geometrical properties of the Banach space in which the martingales take values.展开更多
Let x （xn）≥1 be a martingale on a noncommutative probability space n （M, r） and （wn）n≥1 a sequence of positive numbers such that Wn = ∑ k=1^n wk →∞ as n →∞ We prove that x = （x.）n≥1 converges in E（M...Let x （xn）≥1 be a martingale on a noncommutative probability space n （M, r） and （wn）n≥1 a sequence of positive numbers such that Wn = ∑ k=1^n wk →∞ as n →∞ We prove that x = （x.）n≥1 converges in E（M） if and only if （σn（x）n≥1 converges in E（.hd）, where E（A//） is a noncommutative rearrangement invariant Banach function space with the Fatou property and σn（x） is given by σn（x） = 1/Wn ∑k=1^n wkxk, n=1, 2, .If in addition, E（Ad） has absolutely continuous norm, then, （an（x））≥1 converges in E（.M） if and only if x = （Xn）n≥1 is uniformly integrable and its limit in measure topology x∞∈ E（M）.展开更多
In this paper, we apply function parameters to real interpolation of Lorentz- Orlicz martingale spaces. Some new interpolation theorems are formulated which generalize some known results in Lorentz spaces An introduce...In this paper, we apply function parameters to real interpolation of Lorentz- Orlicz martingale spaces. Some new interpolation theorems are formulated which generalize some known results in Lorentz spaces An introduced by Sharpley.展开更多
The atomic decompositions of weak Hardy spaces of Banach-space-valued martingales are given. With the help of the atomic decompositions, some inequalities for B-valued martingales are established in the case 0〈r≤1. ...The atomic decompositions of weak Hardy spaces of Banach-space-valued martingales are given. With the help of the atomic decompositions, some inequalities for B-valued martingales are established in the case 0〈r≤1. Here the results are connected closely with the p-uniform smoothness and q-uniform convexity of Banach spaces which the martingales take values in.展开更多
In this article, by extending classical Dellacherie＇s theorem on stochastic se- quences to variable exponent spaces, we prove that the famous Burkholder-Gundy-Davis in- equality holds for martingales in variable expo...In this article, by extending classical Dellacherie＇s theorem on stochastic se- quences to variable exponent spaces, we prove that the famous Burkholder-Gundy-Davis in- equality holds for martingales in variable exponent Hardy spaces. We also obtain the variable exponent analogues of several martingale inequalities in classical theory, including convexity lemma, Chevalier＇s inequality and the equivalence of two kinds of martingale spaces with predictable control. Moreover, under the regular condition on σ-algebra sequence we prove the equivalence between five kinds of variable exponent martingale Hardy spaces.展开更多
In this article, we establish some atomic decomposition theorems for martin- gale Hardy-Lorentz spaces. As applications, with the help of weak atomic decompositions, some interpolation theorems for martingale Hardy-Lo...In this article, we establish some atomic decomposition theorems for martin- gale Hardy-Lorentz spaces. As applications, with the help of weak atomic decompositions, some interpolation theorems for martingale Hardy-Lorentz spaces are proved.展开更多
In this paper, the so-called（p,Ф）-Carleson measure is introduced and the rela-tionship between vector-valued martingales in the general Campanato spaces Lp,Ф（X） and the （p, Ф）-Carleson measures is investigate...In this paper, the so-called（p,Ф）-Carleson measure is introduced and the rela-tionship between vector-valued martingales in the general Campanato spaces Lp,Ф（X） and the （p, Ф）-Carleson measures is investigated. Specifically, it is proved that for q ∈ [2, ∞）, the measure d# ：-=││ dfk││^qdP dm is a （q, Ф）-Carleson measure on Ω × N for every f ∈ Lq,Ф（X） if and only if X has an equivalent norm which is q-uniformly convex; while for p C （1, 2], the measure dμ ：=││dfk││^pP dm is a （p, Ф）-Carleson measure on Ω ×N implies that f ∈ Lp,Ф（X） if and only if X admits an equivalent norm which is p-uniformly smooth. This result extends an earlier result in the literature from BMO spaces to general Campanato spaces.展开更多
Let 1≤q≤∞,b be a slowly varying function and letΦ:[0,∞)■[0,∞)be an increasing convex function withΦ(0)=0 and■Φ(r)=∞.In this paper,we present a new class of Doob’s maximal inequality on Orlicz-Lorentz-Karam...Let 1≤q≤∞,b be a slowly varying function and letΦ:[0,∞)■[0,∞)be an increasing convex function withΦ(0)=0 and■Φ(r)=∞.In this paper,we present a new class of Doob’s maximal inequality on Orlicz-Lorentz-Karamata spaces LΦ,q,b.The results are new,even for the Lorentz-Karamata spaces withΦ(t)=tp,the Orlicz-Lorentz spaces with b≡1,and weak Orlicz-Karamata spaces with q=∞in the framework of LΦ,q,b-Moreover,we obtain some even stronger qualitative results that can remove the△2-condition of Liu,Hou and Wang(Sci China Math,2010,53(4):905-916).展开更多
We introduce the martingale Morrey spaces built on Banach function spaces. We establish the Doob＇s inequality, the Burkholder-Gundy inequality and the boundedness of martingale transforms for our martingale Morrey sp...We introduce the martingale Morrey spaces built on Banach function spaces. We establish the Doob＇s inequality, the Burkholder-Gundy inequality and the boundedness of martingale transforms for our martingale Morrey spaces. We also introduce the martingale block spaces. By the Doob＇s inequality on martingale block spaces, we obtain the Davis＇ decompositions for martingale Morrey spaces.展开更多
In this article, it is proved that the maximal operator of one-dimensional dyadic derivative of dyadic integral I＊ and Cesàro mean operator σ＊ are bounded from the B-valued martingale Hardy spaces pΣα, Dα,...In this article, it is proved that the maximal operator of one-dimensional dyadic derivative of dyadic integral I＊ and Cesàro mean operator σ＊ are bounded from the B-valued martingale Hardy spaces pΣα, Dα, pLα, p H#α, pKr to Lα （0 α ∞）, respectively. The facts show that it depends on the geometrical properties of the Banach space.展开更多
In this paper we deal with the martingales in variable Lebesgue space over a probability space.We first prove several basic inequalities for conditional expectation operators and give several norm convergence conditio...In this paper we deal with the martingales in variable Lebesgue space over a probability space.We first prove several basic inequalities for conditional expectation operators and give several norm convergence conditions for martingales in variable Lebesgue space.The main aim of this paper is to investigate the boundedness of weak-type and strong-type Doob’s maximal operators in martingale Lebesgue space with a variable exponent.In particular,we present two kinds of weak-type Doob’s maximal inequalities and some necessary and sufficient conditions for strong-type Doob’s maximal inequalities.Finally,we provide two counterexamples to show that the strong-type inequality does not hold in general variable Lebesgue spaces with p>1.展开更多
The interpolation spaces between Banach space valued martingale Hardy spaces, between Hardy and BMO spaces are identified respectively. Some results obtained here are connected closely with the convexity and smooth...The interpolation spaces between Banach space valued martingale Hardy spaces, between Hardy and BMO spaces are identified respectively. Some results obtained here are connected closely with the convexity and smoothness of the Banach space which the martingales take values in.展开更多
For Banach space-valued martingale, two new BMO spaces, namely BMO (X), resp-BMO (X), and two new sharp operators, namely, resp. generated by the condition-al p-mean-square resp. p-mean-square operator are introduce...For Banach space-valued martingale, two new BMO spaces, namely BMO (X), resp-BMO (X), and two new sharp operators, namely, resp. generated by the condition-al p-mean-square resp. p-mean-square operator are introduced, and then, the connections betweenBMO (X) and BMO;, BMO(X) and BMO and and are investigated. The resultsobtained here yield a new charactrization of the convexity and smoothness of Banach space.展开更多
In this paper we prove the existence of conditional expectations in the noncom- mutative Lp（M, Ф）-spaces associated with center-valued traces. Moreover, their description is also provided. As an application of the ...In this paper we prove the existence of conditional expectations in the noncom- mutative Lp（M, Ф）-spaces associated with center-valued traces. Moreover, their description is also provided. As an application of the obtained results, we establish the norm convergence of weighted averages of martingales in noncommutative Lp（M, Ф）-spaces.展开更多
In this paper,we establish the Hàjek-Rèniy type inequality for Banach space valued martingales generalizing the recent results of Tómcs and L'ibor [1].Then p-uniformly smoothable Banach space is c...In this paper,we establish the Hàjek-Rèniy type inequality for Banach space valued martingales generalizing the recent results of Tómcs and L'ibor [1].Then p-uniformly smoothable Banach space is characterized in terms of the Hàjek-Rèniy type inequality for Banach space valued martingales.Those results generalize the recent results of Gan Shixin [2].展开更多
This article investigates convergence, transforms and q-square summability of banach space valued quasi-eventual martingales. Some basic results of Banach space valued martingales are improved and extended.
It is proved in this paper that a pair of measurable functions satisfying the good-λ inequality yields quasi-norm inequalities in Lorentz spaces and weak Orlicz-Lorentz spaces. By use of this conclusion two embedding...It is proved in this paper that a pair of measurable functions satisfying the good-λ inequality yields quasi-norm inequalities in Lorentz spaces and weak Orlicz-Lorentz spaces. By use of this conclusion two embedding theorems are obtained in martingale spaces.展开更多
基金supported by the National Natural Science Foundation of China (10371093)
文摘In this article, the Banach space X and the martingales with values in it are considered. It is shown that the maximal operators of the one-dimensional dyadic derivative of the dyadic integral and Cesaro means are bounded from the dyadic Hardy- Lorentz space pH^-ra（X） to Lra（X） when X is isomorphic to a p-uniformly smooth space （1 〈p ≤ 2）. And it is also bounded from Hra（X） to Lra（X） （0 〈 r 〈 ∞,0 〈 a≤oc） when X has Radon-Nikodym property. In addition, some weak-type inequalities are given.
文摘In this article, the authors introduce some new Lorentz spaces for martingales, which are extensions of Hardy spaces of martingales. Then they discuss their basic properties, embedding relationships, and interpolation spaces between them, during which the use of rearrangement good-λ-inequality plays an important role.
基金Supported by the National Natural Foundation of China(10671147)
文摘In this article, several weak Hardy spaces of Banach-space-valued martingales are introduced, some atomic decomposition theorems for them are established and their duals are investigated. The results closely depend on the geometrical properties of the Banach space in which the martingales take values.
基金supported by the National Natural Science Foundation of China (11071190)
文摘Let x （xn）≥1 be a martingale on a noncommutative probability space n （M, r） and （wn）n≥1 a sequence of positive numbers such that Wn = ∑ k=1^n wk →∞ as n →∞ We prove that x = （x.）n≥1 converges in E（M） if and only if （σn（x）n≥1 converges in E（.hd）, where E（A//） is a noncommutative rearrangement invariant Banach function space with the Fatou property and σn（x） is given by σn（x） = 1/Wn ∑k=1^n wkxk, n=1, 2, .If in addition, E（Ad） has absolutely continuous norm, then, （an（x））≥1 converges in E（.M） if and only if x = （Xn）n≥1 is uniformly integrable and its limit in measure topology x∞∈ E（M）.
基金supported by National Natural Science Foundation of China(Grant No.11201354)Hubei Province Key Laboratory of Systems Science in Metallurgical Process(Wuhan University of Science and Technology)(Y201321)National Natural Science Foundation of Pre-Research Item(2011XG005)
文摘In this paper, we apply function parameters to real interpolation of Lorentz- Orlicz martingale spaces. Some new interpolation theorems are formulated which generalize some known results in Lorentz spaces An introduced by Sharpley.
基金Supported by the National Natural Science Foun-dation of China (10371093)
文摘The atomic decompositions of weak Hardy spaces of Banach-space-valued martingales are given. With the help of the atomic decompositions, some inequalities for B-valued martingales are established in the case 0〈r≤1. Here the results are connected closely with the p-uniform smoothness and q-uniform convexity of Banach spaces which the martingales take values in.
基金supported by NSFC(11471251)supported by NSFC(11271293)
文摘In this article, by extending classical Dellacherie＇s theorem on stochastic se- quences to variable exponent spaces, we prove that the famous Burkholder-Gundy-Davis in- equality holds for martingales in variable exponent Hardy spaces. We also obtain the variable exponent analogues of several martingale inequalities in classical theory, including convexity lemma, Chevalier＇s inequality and the equivalence of two kinds of martingale spaces with predictable control. Moreover, under the regular condition on σ-algebra sequence we prove the equivalence between five kinds of variable exponent martingale Hardy spaces.
基金supported by the National Natural Science Foundation of China(10871016)
文摘In this article, we establish some atomic decomposition theorems for martin- gale Hardy-Lorentz spaces. As applications, with the help of weak atomic decompositions, some interpolation theorems for martingale Hardy-Lorentz spaces are proved.
基金supported by National Natural Science Foundation of China(11601267)
文摘In this paper, the so-called（p,Ф）-Carleson measure is introduced and the rela-tionship between vector-valued martingales in the general Campanato spaces Lp,Ф（X） and the （p, Ф）-Carleson measures is investigated. Specifically, it is proved that for q ∈ [2, ∞）, the measure d# ：-=││ dfk││^qdP dm is a （q, Ф）-Carleson measure on Ω × N for every f ∈ Lq,Ф（X） if and only if X has an equivalent norm which is q-uniformly convex; while for p C （1, 2], the measure dμ ：=││dfk││^pP dm is a （p, Ф）-Carleson measure on Ω ×N implies that f ∈ Lp,Ф（X） if and only if X admits an equivalent norm which is p-uniformly smooth. This result extends an earlier result in the literature from BMO spaces to general Campanato spaces.
基金supported by the National Natural Science Foundation of China(11801001,12101223)the Scientific Research Fund of Hunan Provincial Education Department(20C0780)the Natural Science Foundation of Hunan Province(2022JJ40145,2022JJ40146)。
文摘Let 1≤q≤∞,b be a slowly varying function and letΦ:[0,∞)■[0,∞)be an increasing convex function withΦ(0)=0 and■Φ(r)=∞.In this paper,we present a new class of Doob’s maximal inequality on Orlicz-Lorentz-Karamata spaces LΦ,q,b.The results are new,even for the Lorentz-Karamata spaces withΦ(t)=tp,the Orlicz-Lorentz spaces with b≡1,and weak Orlicz-Karamata spaces with q=∞in the framework of LΦ,q,b-Moreover,we obtain some even stronger qualitative results that can remove the△2-condition of Liu,Hou and Wang(Sci China Math,2010,53(4):905-916).
文摘We introduce the martingale Morrey spaces built on Banach function spaces. We establish the Doob＇s inequality, the Burkholder-Gundy inequality and the boundedness of martingale transforms for our martingale Morrey spaces. We also introduce the martingale block spaces. By the Doob＇s inequality on martingale block spaces, we obtain the Davis＇ decompositions for martingale Morrey spaces.
基金supported by the Nation Natural Science Foundation of China(10671147)Wuhan University of Science and Engineering under grant (093877)
文摘In this article, it is proved that the maximal operator of one-dimensional dyadic derivative of dyadic integral I＊ and Cesàro mean operator σ＊ are bounded from the B-valued martingale Hardy spaces pΣα, Dα, pLα, p H#α, pKr to Lα （0 α ∞）, respectively. The facts show that it depends on the geometrical properties of the Banach space.
文摘In this paper we deal with the martingales in variable Lebesgue space over a probability space.We first prove several basic inequalities for conditional expectation operators and give several norm convergence conditions for martingales in variable Lebesgue space.The main aim of this paper is to investigate the boundedness of weak-type and strong-type Doob’s maximal operators in martingale Lebesgue space with a variable exponent.In particular,we present two kinds of weak-type Doob’s maximal inequalities and some necessary and sufficient conditions for strong-type Doob’s maximal inequalities.Finally,we provide two counterexamples to show that the strong-type inequality does not hold in general variable Lebesgue spaces with p>1.
文摘The interpolation spaces between Banach space valued martingale Hardy spaces, between Hardy and BMO spaces are identified respectively. Some results obtained here are connected closely with the convexity and smoothness of the Banach space which the martingales take values in.
文摘For Banach space-valued martingale, two new BMO spaces, namely BMO (X), resp-BMO (X), and two new sharp operators, namely, resp. generated by the condition-al p-mean-square resp. p-mean-square operator are introduced, and then, the connections betweenBMO (X) and BMO;, BMO(X) and BMO and and are investigated. The resultsobtained here yield a new charactrization of the convexity and smoothness of Banach space.
文摘In this paper we prove the existence of conditional expectations in the noncom- mutative Lp（M, Ф）-spaces associated with center-valued traces. Moreover, their description is also provided. As an application of the obtained results, we establish the norm convergence of weighted averages of martingales in noncommutative Lp（M, Ф）-spaces.
基金Supported by the Youth Foundation of the Department of Education of Sichuan Province（07ZB042） Supported by Natural Science Foundation of the Department of Education of Sichuan Province（09ZC071）
文摘In this paper,we establish the Hàjek-Rèniy type inequality for Banach space valued martingales generalizing the recent results of Tómcs and L'ibor [1].Then p-uniformly smoothable Banach space is characterized in terms of the Hàjek-Rèniy type inequality for Banach space valued martingales.Those results generalize the recent results of Gan Shixin [2].
基金Project supported by the National Natural Science Foundation of China
文摘This article investigates convergence, transforms and q-square summability of banach space valued quasi-eventual martingales. Some basic results of Banach space valued martingales are improved and extended.
文摘It is proved in this paper that a pair of measurable functions satisfying the good-λ inequality yields quasi-norm inequalities in Lorentz spaces and weak Orlicz-Lorentz spaces. By use of this conclusion two embedding theorems are obtained in martingale spaces.
