English

A noncommutative martingale convexity inequality

Operator Algebras 2016-03-16 v4 Functional Analysis

Abstract

Let M\mathcal{M} be a von Neumann algebra equipped with a faithful semifinite normal weight ϕ\phi and N\mathcal{N} be a von Neumann subalgebra of M\mathcal{M} such that the restriction of ϕ\phi to N\mathcal{N} is semifinite and such that N\mathcal{N} is invariant by the modular group of ϕ\phi. Let E\mathcal{E} be the weight preserving conditional expectation from M\mathcal{M} onto N\mathcal{N}. We prove the following inequality: xp2E(x)p2+(p1)xE(x)p2,xLp(M),1<p2,\|x\|_p^2\ge\bigl \|\mathcal{E}(x)\bigr\|_p^2+(p-1)\bigl\|x-\mathcal{E}(x)\bigr\|_p^2, \qquad x\in L_p(\mathcal{M}),1<p\le2, which extends the celebrated Ball-Carlen-Lieb convexity inequality. As an application we show that there exists ε0>0\varepsilon_0>0 such that for any free group Fn\mathbb{F}_n and any q4ε0q\ge4-\varepsilon_0, Pt2q1tlogq1,\|P_t\|_{2\to q}\le1\quad\Leftrightarrow\quad t\ge\log{\sqrt{q-1}}, where (Pt)(P_t) is the Poisson semigroup defined by the natural length function of Fn \mathbb{F}_n.

Keywords

Cite

@article{arxiv.1405.0431,
  title  = {A noncommutative martingale convexity inequality},
  author = {Éric Ricard and Quanhua Xu},
  journal= {arXiv preprint arXiv:1405.0431},
  year   = {2016}
}

Comments

Published at http://dx.doi.org/10.1214/14-AOP990 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

R2 v1 2026-06-22T04:04:47.140Z