English

Noncommutative Burkholder/Rosenthal inequalities associated with convex functions

Probability 2015-06-15 v1 Operator Algebras

Abstract

We prove noncommutative martingale inequalities associated with convex functions. More precisely, we obtain Φ\Phi-moment analogues of the noncommutative Burkholder inequalities and the noncommutative Rosenthal inequalities for any convex Orlicz function Φ\Phi whose Matuzewska-Orlicz indices pΦp_\Phi and qΦq_\Phi are such that 1<pΦqΦ<21<p_\Phi\leq q_\Phi <2 or 2<pΦqΦ<2<p_\Phi \leq q_\Phi<\infty. These results generalize the noncommutative Burkholder/Rosenthal inequalities due to Junge and Xu.

Keywords

Cite

@article{arxiv.1506.04134,
  title  = {Noncommutative Burkholder/Rosenthal inequalities associated with convex functions},
  author = {Narcisse Randrianantoanina and Lian Wu},
  journal= {arXiv preprint arXiv:1506.04134},
  year   = {2015}
}