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Theory of Amalgamated Lp Spaces in Noncommutative Probability

Operator Algebras 2007-07-30 v2 Probability

Abstract

Let f1,f2,...,fnf_1, f_2, ..., f_n be a family of independent copies of a given random variable f in a probability space (Ω,F,μ)(\Omega, \mathcal{F}, \mu). Then, the following equivalence of norms holds whenever 1qp<1 \le q \le p < \infty (Ω[k=1nfkq]pqdμ)1pmaxr{p,q}n1r(Ωfrdμ)1r.\Big(\int_{\Omega} \Big[ \sum_{k=1}^n |f_k|^q \Big]^{\frac{p}{q}} d \mu \Big)^{\frac1p} \sim \max_{r \in \{p,q\}} {n^{\frac1r} \Big(\int_\Omega |f|^r d\mu \Big)^{\frac1r}}. We prove a noncommutative analogue of this inequality for sums of free random variables over a given von Neumann subalgebra. This formulation leads to new classes of noncommutative function spaces which appear in quantum probability as square functions, conditioned square functions and maximal functions. Our main tools are Rosenthal type inequalities for free random variables, noncommutative martingale theory and factorization of operator-valued analytic functions. This allows us to generalize this inequality as a result for noncommutative L_p in the category of operator spaces. Moreover, the use of free random variables produces the right formulation for p=p=\infty, which has not a commutative counterpart.

Keywords

Cite

@article{arxiv.math/0511406,
  title  = {Theory of Amalgamated Lp Spaces in Noncommutative Probability},
  author = {Marius Junge and Javier Parcet},
  journal= {arXiv preprint arXiv:math/0511406},
  year   = {2007}
}

Comments

127 pages A wrong remark has been dropped