Interpolation and $\Phi$-moment inequalities of noncommutative martingales
Operator Algebras
2012-03-13 v1 Probability
Abstract
This paper is devoted to the study of -moment inequalities for noncommutative martingales. In particular, we prove the noncommutative -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}
}
Comments
24 pages