Sharp Weak-Type Inequality for the Haar System, Harmonic Functions and Martingales

Let (hk)k≥0 be the Haar system on [0,1]. We show that for any vectors ak from a separable Hilbert space H and any εk∈[−1,1], k=0,1,2,…, we have the sharp inequality ...[formula], where W([0,1]) is the weak-L∞ space introduced by Bennett, DeVore and Sharpley. The above estimate is generalized to the sharp weak-type bound ∥Y∥W(Ω)≤2∥X∥L∞(Ω), where X and Y stand for H-valued martingales such that Y is differentially subordinate to X. An application to harmonic functions on Euclidean domains is presented.