Theoretically speaking, there are four kinds of possibilities to define the random conjugate space of a random locally convex module. The purpose of this paper is to prove that among the four kinds there are only two which are universally suitable for the current development of the theory of random conjugate spaces. In this process, we also obtain a somewhat surprising and crucial result： if the base （Ω,F, P） of a random normed module is nonatomic then the random normed module is a totally disconnected topological space when it is endowed with the locally L0-convex topology.
In this paper, we consider the real interpolation with a function parameter between martingale Hardy and BMO spaces. An interpolation theorem for martingale Hardy and BMO spaces is formulated. As an application, real interpolation between martingale Lorentz and BMO spaces is given. Keywords Martingale space, BMO space, Lorentz space, real interpolation, function parameter
