Martingale Hardy–Orlicz-amalgam spaces

In this article, the authors first introduce a class of Orlicz-amalgam spaces, which defined on a probabilistic setting. Based on these Orlicz-amalgam spaces, the authors introduce a new kind of Hardy type spaces, namely martingale Hardy–Orlicz-amalgam spaces, which generalize the martingale Hardy-amalgam spaces very recently studied by Bansah and Sehba. Their characterizations via the atomic decompositions are also obtained. As applications of these characterizations, the authors construct the dual theorems in the new framework. Furthermore, the authors also present the boundedness of fractional integral operators \(I_\alpha \) on martingale Hardy–Orlicz-amalgam spaces.