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In this paper we extend the Bernstein, Prohorov and Bennett inequalities to the noncommutative setting. In addition we provide an improved version of the noncommutative Rosenthal inequality, essentially due to Nagaev, Pinelis and Pinelis,…

Probability · Mathematics 2013-12-17 Marius Junge , Qiang Zeng

The purpose of the paper is to establish weighted maximal $L_p$-inequalities in the context of operator-valued martingales on semifinite von Neumann algebras. The main emphasis is put on the optimal dependence of the $L_p$ constants on the…

Operator Algebras · Mathematics 2022-11-18 Tomasz Gałązka , Yong Jiao , Adam Osękowski , Lian Wu

One of the main applications of free probability is to show that for appropriately chosen independent copies of $d$ random matrix models, any noncommutative polynomial in these $d$ variables has a spectral distribution that converges…

Operator Algebras · Mathematics 2023-10-25 Benoît Collins , Tobias Mai , Akihiro Miyagawa , Félix Parraud , Sheng Yin

Let $R$ be the vector of Riesz transforms on $\mathbb{R}^n$, and let $\mu,\lambda \in A_p$ be two weights on $\mathbb{R}^n$, $1 < p < \infty$. The two-weight norm inequality for the commutator $[b, R] : L^p(\mathbb{R}^n;\mu) \to…

Classical Analysis and ODEs · Mathematics 2017-05-30 Irina Holmes , Michael T. Lacey , Brett D. Wick

Let $E$ be a rearrangement invariant (r.i.) function space on $[0,1]$, and let $Z_E$ consist of all measurable functions $f$ on $(0,\infty)$ such that $f^*\chi_{[0,1]}\in E$ and $f^*\chi_{[1,\infty)}\in L^2$. We reveal close connections…

Functional Analysis · Mathematics 2020-06-02 Sergey V. Astashkin , Guillermo P. Curbera

Let X_1, X_2,..., X_n be a sequence of independent random variables, let M be a rearrangement invariant space on the underlying probability space, and let N be a symmetric sequence space. This paper gives an approximate formula for the…

Probability · Mathematics 2013-06-04 Stephen Montgomery-Smith

We present a self-contained analysis of the stationary radiative transfer equation in weighted $L^p$ spaces. The use of weighted spaces allows us to derive uniform a-priori estimates for $1 \le p \le \infty$ under minimal assumptions on the…

Analysis of PDEs · Mathematics 2014-07-31 Herbert Egger , Matthias Schlottbom

We prove the following noncommutative version of Lewis's classical result. Every n-dimensional subspace E of Lp(M) (1<p<\infty) for a von Neumann algebra M satisfies d_{cb}(E, RC^n_{p'}) \leq c_p n^{\abs{1/2-1/p}} for some constant c_p…

Functional Analysis · Mathematics 2012-08-21 Hun Hee Lee

We obtain Rosenthal-type inequalities with sharp constants for moments of sums of independent random variables which are mixtures of a fixed distribution. We also identify extremisers in log-concave settings when the moments of summands are…

Probability · Mathematics 2025-01-28 Giorgos Chasapis , Alexandros Eskenazis , Tomasz Tkocz

Two non-commutative versions of the classical L^q(L^p) norm on the algebra of (mn)x(mn) matrices are compared. The first norm was defined recently by Carlen and Lieb, as a byproduct of their analysis of certain convex functions on matrix…

Functional Analysis · Mathematics 2009-04-22 Christopher King , Nilufer Koldan

Let $\BS_1,...,\BS_n$ be independent identically distributed random variables each having the standardized Bernoulli distribution with parameter $p\in(0,1)$. Let $m_*(p):=(1+p+2p^2)/(2\sqrt{p-p^2}+4p^2)$ if $0<p\le 1/2$ and $m_*(p):=1$ if…

Probability · Mathematics 2007-12-23 Iosif Pinelis

Let $\mathcal{M}$ be a semifinite von Neumann algebra. We equip the associated noncommutative $L_p$-spaces with their natural operator space structure introduced by Pisier via complex interpolation. On the other hand, for $1<p<\infty$ let…

Operator Algebras · Mathematics 2021-09-15 Marius Junge , Quanhua Xu

We provide a sharp lower bound on the $p$-norm of a sum of independent uniform random variables in terms of its variance when $0 < p < 1$. We address an analogous question for $p$-R\'enyi entropy for $p$ in the same range.

Probability · Mathematics 2025-01-28 Giorgos Chasapis , Keerthana Gurushankar , Tomasz Tkocz

In this paper we prove two-weighted norm estimates for higher order commutator of singular integral and fractional type operators between weighted $L^p$ and certain spaces that include Lipschitz, BMO and Morrey spaces. We also give the…

Classical Analysis and ODEs · Mathematics 2022-05-13 Gladis Pradolini , Jorgelina Recchi

Representations by linear integral operators on $L_p$ spaces over measure spaces are investigated for the polynomial covariance type commutation relations and more general two-sided generalizations of covariance commutation relations…

Functional Analysis · Mathematics 2023-05-18 Domingos Djinja , Sergei Silvestrov , Alex Behakanira Tumwesigye

This work develops, from a functional analytic perspective, the construction of random variables in Lebesgue spaces L^p. It extends classical notions of measurability, integrability, and expectation to L^p valued functions, using Pettis's…

Let $N$ be a simply connected, connected non-commutative nilpotent Lie group with Lie algebra $\mathfrak{n}$ having rational structure constants. We assume that $N=P\rtimes M,$ $M$ is commutative, and for all $\lambda\in…

Representation Theory · Mathematics 2016-02-02 Vignon Oussa

We describe a new operator space structure on $L_p$ when $p$ is an even integer and compare it with the one introduced in our previous work using complex interpolation. For the new structure, the Khintchine inequalities and Burkholder's…

Operator Algebras · Mathematics 2013-07-23 Gilles Pisier

Normalized free semi-circular random variables satisfy an upper Khintchine inequality in $L_\infty$. We show that this implies the corresponding upper Khintchine inequality in any noncommutative Banach function space. As applications, we…

Operator Algebras · Mathematics 2014-02-26 Sjoerd Dirksen , Éric Ricard

Let $\nu_\lambda^p$ be the distribution of the random series $\sum_{n=1}^\infty i_n \lambda^n$, where $i_n$ is a sequence of i.i.d. random variables taking the values 0,1 with probabilities $p,1-p$. These measures are the well-known…

Dynamical Systems · Mathematics 2015-05-20 Thomas Jordan , Pablo Shmerkin , Boris Solomyak