This book gives a thorough and self contained presentation of H, its known isomorphic invariants and a complete classification of H on spaces of homogeneous type. The necessary background is developed from scratch. This includes a detailed discussion of the Haar system, together with the operators that can be built from it. Complete proofs are given for the classical martingale inequalities, and for large deviation inequalities. Complex interpolation is treated. Througout, special attention is given to the combinatorial methods developed in the field. An entire chapter is devoted to study the combinatorics of coloured dyadic Intervals.

This book presents the probabilistic methods around Hardy martingales for an audience interested in their applications to complex, harmonic, and functional analysis. Building on work of Bourgain, Garling, Jones, Maurey, Pisier, and Varopoulos, it discusses in detail those martingale spaces that reflect characteristic qualities of complex analytic functions. Its particular themes are holomorphic random variables on Wiener space, and Hardy martingales on the infinite torus product, and numerous deep applications to the geometry and classification of complex Banach spaces, e.g., the SL estimates for Doob's projection operator, the embedding of L1 into L1/H1, the isomorphic classification theorem for the polydisk algebras, or the real variables characterization of Banach spaces with the analytic Radon Nikodym property. Due to the inclusion of key background material on stochastic analysis and Banach space theory, it's suitable for a wide spectrum of researchers and graduate students working in classical and functional analysis.