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Using recent characterizations of the compactness of composition operators on Hardy-Orlicz and Bergman-Orlicz spaces on the ball, we first show that a composition operator which is compact on every Hardy-Orlicz (or Bergman-Orlicz) space has to be compact on H^{\infty}. Then, we prove that, for each Koranyi region \Gamma, there exists a map \phi taking the ball into \Gamma such that, C_{\phi} is not compact on H^{\psi}\left(\mathbb{B}_{N}\right), when \psi grows fast. Finally, we give another characterization of the compactness of composition operator on weighted Bergman-Orlicz spaces in terms of an Orlicz "Angular derivative"-type condition. This extends (and simplify the proof of) a result by K. Zhu for the classical Bergman case. Moreover, we deduce that the compactness of composition operators on weighted Bergman-Orlicz spaces does not depend on the weight anymore, when the Orlicz function grows fast.

We investigate composition operators on Hardy-Orlicz spaces when the Orlicz function $\Psi$ grows rapidly: compactness, weak compactness, to be $p$-summing, order bounded,..., and show how these notions behave according to the growth of $\Psi$. We introduce an adapted version of Carleson measure. We construct various examples showing that our results are essentially sharp. In the last part, we study the case of Bergman-Orlicz spaces.

It is known, from results of B. MacCluer and J. Shapiro (1986), that every composition operator which is compact on the Hardy space $H^p$, $1 \leq p < \infty$, is also compact on the Bergman space ${\mathfrak B}^p = L^p_a (\D)$. In this survey, after having described the above known results, we consider Hardy-Orlicz $H^\Psi$ and Bergman-Orlicz ${\mathfrak B}^\Psi$ spaces, characterize the compactness of their composition operators, and show that there exist Orlicz functions for which there are composition operators which are compact on $H^\Psi$ but not on ${\mathfrak B}^\Psi$.

We compare the compactness of composition operators on $H^2$ and on Orlicz-Hardy spaces $H^\Psi$. We show in particular that exists an Orlicz function $\Psi$ such that $H^{3+\eps} \subseteq H^\Psi \subseteq H^3$ for every $\eps >0$, and a composition operator $C_\phi$ which is compact on $H^3$ and on $H^{3+\eps}$, but not compact on $H^\Psi$.