Martingale Hardy Spaces and Some New Weighted Maximal Operators of Fejér Means of Walsh–Fourier Series

In this paper, we introduce some new weighted maximal operators of the Fejér means of the Walsh–Fourier series. We prove that for some “optimal” weights, these new operators indeed are bounded from the martingale Hardy space H p ( G ) to the Lebesgue space L p ( G ) , for 0 < p < 1 / 2 . Moreover, we also prove sharpness of this result. As a consequence, we obtain some new and well-known results.