Some remarks on the dyadic Rademacher maximal function
  Properties of a maximal function for vector-valued martingales were studied by the author in an earlier paper. Restricting here to the dyadic setting, we prove the equivalence between (weighted) L^p inequalities and weak type estimates, and discuss an extension to the case of locally finite Borel measures on R^n. In addition, to compensate for the lack of an L^\infty inequality, we derive a suitable BMO estimate. Different dyadic systems in different dimensions are also considered. 
Mikko Kemppainen
math.FA