English

Interpolation and $\Phi$-moment inequalities of noncommutative martingales

Operator Algebras 2012-03-13 v1 Probability

Abstract

This paper is devoted to the study of Φ\Phi-moment inequalities for noncommutative martingales. In particular, we prove the noncommutative Φ\Phi-moment analogues of martingale transformations, Stein's inequalities, Khintchine's inequalities for Rademacher's random variables, and Burkholder-Gundy's inequalities. The key ingredient is a noncommutative version of Marcinkiewicz type interpolation theorem for Orlicz spaces which we establish in this paper.

Keywords

Cite

@article{arxiv.1002.3670,
  title  = {Interpolation and $\Phi$-moment inequalities of noncommutative martingales},
  author = {Turdebek N. Bekjan and Zeqian Chen},
  journal= {arXiv preprint arXiv:1002.3670},
  year   = {2012}
}

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24 pages