Martingale Hardy spaces and their applications in Fourier analysis
type: Item
instance of: scholarly article
title: Martingale Hardy spaces and their applications in Fourier analysis
zbMATH Open document ID: 0796.60049
author: Ferenc Weisz
published in: Lecture Notes in Mathematics
publication date: 1994-04-24T00:00:00Z
review text: This book is devoted to some extensions of classical martingale Hardy spaces and their applications to Vilenkin-Fourier series. In Chapter 1 the main definitions about martingale spaces and Vilenkin orthonormed systems are summarized. Chapter 2 displays the one-parameter theory; atomic decompositions are used to give duality theorems and martingale inequalities, and martingale transforms are extended into conjugate martingale transforms with matrix operators. Chapter 3 deals with two- parameter martingales, and the method of atomic decompositions is adapted to this case; some results of the one-parameter case are still true, others require regularity of the stochastic base as additional assumption. In Chapter 4 tree martingales are introduced, that is to say martingales with a so-called tree stochastic basis; since the partial sums of the Vilenkin-Fourier series can be expressed as martingale transforms of a tree martingale, it is possible to prove \(L_ p\)- convergence of Vilenkin-Fourier series. Chapter 5 deals briefly with interpolation between martingale Hardy-Lorentz spaces and in Chapter 6 Hardy type inequalities are presented for Walsh-Fourier and Vilenkin- Fourier coefficients. Coming shortly after the recent book by \textit{R. Long} [Martingale spaces and inequalities (1993; Zbl 0783.60047)], the monograph under review attests that martingale spaces are always a topical subject. After a comprehensive exposition of the classical one- parameter case with emphasis on atomic decompositions, it focuses on two- parameter and tree martingales, and on this topic many new results from the author are gathered and brought to light.
reviewed by: Dominique Lépingle
Mathematics Subject Classification ID: 60G42
Mathematics Subject Classification ID: 60-02
Mathematics Subject Classification ID: 60G46
zbMATH DE Number: 556113
zbMATH Keywords: Vilenkin-Fourier series
zbMATH Keywords: martingale inequalities
zbMATH Keywords: atomic decompositions
zbMATH Keywords: martingale Hardy-Lorentz spaces
zbMATH Keywords: tree martingales
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1007/bfb0073448
OpenAlex ID: W1567824989
DOI: 10.1007/BFB0073448
description: scientific article; zbMATH DE number 556113