Published online by Cambridge University Press: 20 November 2018
We study boundedness properties of the $q$-mean-square operator {{S}^{(q)}} on $E$-valued analytic martingales, where $E$ is a complex quasi-Banach space and $2\,\le \,q\,<\,\infty $. We establish that a.s. finiteness of ${{S}^{(q)}}$ for every bounded $E$-valued analytic martingale implies strong $(p,\,p)$-type estimates for ${{S}^{(q)}}$ and all $p\,\in \,(0,\,\infty )$. Our results yield new characterizations (in terms of analytic and stochastic properties of the function ${{S}^{(q)}}$) of the complex spaces $E$ that admit an equivalent $q$-uniformly $\text{PL}$-convex quasi-norm. We also obtain a vector-valued extension (and a characterization) of part of an observation due to Bourgain and Davis concerning the ${{L}^{p}}$-boundedness of the usual square-function on scalar-valued analytic martingales.