Interpolation for Hardy Spaces: Marcinkiewicz decomposition, Complex Interpolation and Holomorphic Martingales

Abstract: The real and complex interpolation spaces for the classical Hardy spaces $H^1$ and $H^\infty$ were determined in 1983 by P.W. Jones. Due to the analytic constraints the associated Marcinkiewicz decomposition gives rise to a delicate approximation problem for the $L^ 1$ metric. Specifically for $ f \in H^p$ the size of $$ {\rm{inf}} { | f - f_1 | 1 \,:\, f_1 \in H^\infty ,\, |f_1|\infty \le \lambda }$$ needs to be determined for any $ \lambda>0 $. In the present paper we develop a new set of truncation formulae for obtaining the Marcinkiewicz decomposition of $(H^1, H^\infty) $. We revisit the real and complex interpolation theory for Hardy spaces by examining our newly found formulae.