Martingale Hardy Orlicz–Lorentz–Karamata spaces and applications in Fourier analysis

Abstract We summarize some results as well as we prove some new results about the Orlicz–Lorentz–Karamata spaces and martingale Hardy Orlicz–Lorentz–Karamata spaces. More precisely, Doob's maximal inequality for submartingales and Burkholder–Davis–Gundy inequality are presented. We also show some fundamental martingale inequalities and modular inequalities. Additionally, based on atomic decompositions, duality theorems and fractional integral operators are discussed. As applications in Fourier analysis, we consider the Walsh–Fourier series on Orlicz–Lorentz–Karamata spaces. The dyadic maximal operators on martingale Hardy Orlicz–Lorentz–Karamata spaces are presented. The boundedness of maximal Fejér operator is proved, which further implies some convergence results of the Fejér means.