Speaker: Alexander Volberg (MSU)

Title: Beyond the scope of doubling: weighted martingale multipliers and outer measure spaces

Abstract: A new approach to characterizing the unconditional basis property of martingale differences in weighted $L^2(w d\nu)$ spaces is given for arbitrary martingales, resulting in a new version with arbitrary and in particular non-doubling reference measure $\nu$. The approach combines embeddings into outer measure spaces with a core concavity argument of Bellman function type. Specifically, we prove that finiteness of the $A_2$ characteristic of the weight (defined through averages relative to arbitrary reference measure $\nu$) is equivalent to the boundedness of martingale multipliers. Even in the case of the usual dyadic martingales based on dyadic cubes in $\mathbb{R}^d$ our result is new because it is dimension free. In the case of general measures, this result is unexpected. For example, a small change in operator breaks the result immediately. This is a joint work with Christoph Thiele and Sergei Treil.