Related papers: Noncommutative Burkholder/Rosenthal inequalities I…
We give a proof of the Khintchine inequalities in non-commutative $L_p$-spaces for all $0< p<1$. These new inequalities are valid for the Rademacher functions or Gaussian random variables, but also for more general sequences, e.g. for the…
We introduce a theory of non-commutative $L^{p}$ spaces suitable for non-commutative probability in a non-tracial setting and use it to develop stochastic analysis of Grassmann-valued processes, including martingale inequalities, stochastic…
We prove a weak-type (1, 1) inequality involving conditioned versions of square functions for martingales in noncommutative $L^p$-spaces associated with finite von Neumann algebras. As application, we determine the optimal orders for the…
Two methods of constructing infinitely many isomorphically distinct $\Cal L_p$-spaces have been published. In this article we show that these constructions yield very different spaces and in the process develop methods for dealing with…
We propose a novel approach in noncommutative probability, which can be regarded as an analogue of good-$\lambda$ inequalities from the classical case due to Burkholder and Gundy (Acta Math {\bf124}: 249-304,1970). This resolves a…
We study the Lp-integrated risk of some classical estimators of the density, when the observations are drawn from a strictly stationary sequence. The results apply to a large class of sequences, which can be non-mixing in the sense of…
We prove some noncommutative analogues of a theorem by Plotkin and Rudin about isometries between subspaces of Lp-spaces. Let 0<p<\infty, p not an even integer. The main result of this paper states that in the category of unital subspaces…
We give a method to obtain, from Voiculescu's inequality, norm estimates for sums of free variables with amalgamation in general fully symmetric spaces. We use these estimates to interpolate the Burkholder inequalities for non commutative…
We consider the reduction of problems on general noncommutative $L_p$-spaces to the corresponding ones on those associated with finite von Neumann algebras. The main tool is a unpublished result of the first named author which approximates…
The purpose of the present paper is to establish moment estimates of Rosenthal type for a rather general class of random variables satisfying certain bounds on the cumulants. We consider sequences of random variables which satisfy a central…
We study some structural aspects of the subspaces of the non-commutative (Haagerup) L_p-spaces associated with a general (non necessarily semi-finite) von Neumann algebra A. If a subspace X of L_p(A) contains uniformly the spaces \ell_p^n,…
In generalized Lebesgue spaces L^{p(.)} with variable exponent p(.) defined on the real axis, we obtain several inequalities of approximation by integral functions of finite degree. Approximation properties of Bernstein singular integrals…
We prove a basic inequality involving anticommutators in noncommutative $L_p$-spaces. We use it to complete our study of the noncommutative Mazur maps from $L_p$ to $L_q$ showing that they are Lipschitz on balls when $0<q<p<\infty$.
We construct classes of von Neumann algebra modules by considering ``column sums" of noncommutative L^p spaces. Our abstract characterization is based on an L^{p/2}-valued inner product, thereby generalizing Hilbert C*-modules and…
Let $(x_k)_{k=1}^n$ be positive elements in the noncommutative Lebesgue space $L_p(\mathcal{M})$, and let $(\mathcal{E}_k)_{k=1}^n$ be a sequence of conditional expectations with respect to an increasing subalgebras…
The goal of this note is to give, at least for a restricted range of indices, a short proof of homogeneous commutator estimates for fractional derivatives of a product, using classical tools. Both $L^{p}$ and weighted $L^{p}$ estimates can…
A general device is proposed, which provides for extension of exponential inequalities for sums of independent real-valued random variables to those for martingales in the 2-smooth Banach spaces. This is used to obtain optimum bounds of the…
We consider a non-commutative polynomial in several independent $N$-dimensional random unitary matrices, uniformly distributed over the unitary, orthogonal or symmetric groups, and assume that the coefficients are $n$-dimensional matrices.…
We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include…
In this paper, we provide a counterexample to show that in sharp contrast to the classical case, the almost uniform convergence may not happen for truly noncommutative $L_p$-martingales when $1\leq p<2$. The same happens to ergodic…