%0 Journal Article %T A note on martingale Hardy spaces %A Jingguo Lai %J Mathematics %D 2014 %I arXiv %X We investigate the relation between Carleson sequence and balayage, and use this to give an easy proof of the equivalence of the L1-norms of the maximal function and the square function in non-honogeneous martingale settings. %U http://arxiv.org/abs/1411.5407v3