Weighted martingale multipliers in 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 $[w{]}_{A_2}={\sup }_I<w{>}_I<w^{-1}{>}_I$, defined through averages $<\cdot {>}_I$ relative to the reference measure $\nu$, implies that each martingale transform relative to $\nu$ is bounded in $L^2(wd\nu )$. 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 ${\mathbb{R}}^n$, 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.

26 pages

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