English
Related papers

Related papers: Interpolation and $\Phi$-moment inequalities of no…

200 papers

This paper is devoted to the study of noncommutative weak Orlicz spaces and martingale inequalities. Marcinkiewicz interpolation theorem is extended to include noncommutative weak Orlicz spaces as interpolation classes. In particular, we…

Functional Analysis · Mathematics 2011-08-16 Turdebek N. Bekjan , Zeqian Chen , Peide Liu , Yong Jiao

We prove noncommutative martingale inequalities associated with convex functions. More precisely, we obtain $\Phi$-moment analogues of the noncommutative Burkholder inequalities and the noncommutative Rosenthal inequalities for any convex…

Probability · Mathematics 2015-06-15 Narcisse Randrianantoanina , Lian Wu

In this paper we study Johnson-Schechtman inequalities for noncommutative martingales. More precisely, disjointification inequalities of noncommutative martingale difference sequences are proved in an arbitrary symmetric operator space…

Probability · Mathematics 2016-12-15 Yong Jiao , Fedor Sukochev , Dmitriy Zanin , Dejian Zhou

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…

Functional Analysis · Mathematics 2021-03-17 Yong Jiao , Fedor Sukochev , Lian Wu , Dmitriy Zanin

We present a new, elementary proof of Boyd's interpolation theorem. Our approach naturally yields a noncommutative version of this result and even allows for the interpolation of certain operators on l^1-valued noncommutative symmetric…

Functional Analysis · Mathematics 2013-06-11 Sjoerd Dirksen

We prove several noncommutative maximal inequalities associated with convex functions, including a Doob type inequality for a convex function of maximal operators on noncommutative martingales, noncommutative Dunford-Schwartz and Stein…

Operator Algebras · Mathematics 2014-12-31 Turdebek N. Bekjan , Zeqian Chen , Adam Osȩkowski

We give an alternative proof of a Marcinkiewicz interpolation theorem for non commutative maximal functions and positive maps, slightly refining earlier versions of the statement. The main novelty is that it provides a substitute for the…

Operator Algebras · Mathematics 2023-07-04 Léonard Cadilhac , Éric Ricard

We prove the noncommutative Davis decomposition for the column Hardy space $\H_p^c$ for all $0<p\leq 1$. A new feature of our Davis decomposition is a simultaneous control of $\H_1^c$ and $\H_q^c$ norms for any noncommutative martingale in…

Probability · Mathematics 2018-08-01 Narcisse Randrianantoanina , Lian Wu , Quanhua Xu

This paper is devoted to the study of $\Phi$-moments of sums of independent/freely independent random variables. More precisely, let $(f_k)_{k=1}^n$ be a sequence of positive (symmetrically distributed) independent random variables and let…

Probability · Mathematics 2016-08-29 Yong Jiao , Fedor Sukochev , Guangheng Xie , Dmitriy Zanin

We prove a deviation inequality for noncommutative martingales by extending Oliveira's argument for random matrices. By integration we obtain a Burkholder type inequality with satisfactory constant. Using continuous time, we establish…

Probability · Mathematics 2013-12-31 Marius Junge , Qiang Zeng

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…

Operator Algebras · Mathematics 2024-08-20 Yong Jiao , Adam Osekowski , Lian Wu

We determine the optimal orders for the best constants in the non-commutative Burkholder-Gundy, Doob and Stein inequalities obtained recently in the non-commutative martingale theory.

Operator Algebras · Mathematics 2007-05-23 Marius Junge , Quanhua Xu

We prove the analogue of the classical Burkholder-Gundy inequalites for non-commutative martingales. As applications we give a characterization for an Ito-Clifford integral to be an $L^p$-martingale via its integrand, and then extend the…

Functional Analysis · Mathematics 2009-10-30 Gilles Pisier , Quanhua Xu

We provide generalizations of Burkholder's inequalities involving conditioned square functions of martingales to the general context of martingales in noncommutative symmetric spaces. More precisely, we prove that Burkholder's inequalities…

Operator Algebras · Mathematics 2015-06-02 Narcisse Randrianantoanina , Lian Wu

We prove a Boyd-type interpolation result for noncommutative maximal operators of restricted weak type. Our result positively answers an open question posed recently by Bekjan, Chen and Osekowski. As a special case, we find a restricted…

Operator Algebras · Mathematics 2013-09-16 Sjoerd Dirksen

This paper studies the $N$-tuple noncommutative Orlicz spaces $\bigoplus\limits_{j=1}^{n}L_{p,\lambda}^{(\Phi_{j})}(\widetilde{\mathcal{M}},\tau)$, where $L^{(\Phi_{j})}(\widetilde{\mathcal{M}},\tau)$ is noncommutative Orlicz spaces and…

Operator Algebras · Mathematics 2021-11-05 Ma Zhenhua , Deng Quancai

In this paper, we continue the study of John-Nirenberg theorems for BMO/Lipschitz spaces in the noncommutative martingale setting. As conjectured from the classical case, a desired noncommutative ``stopping time" argument was discovered to…

Operator Algebras · Mathematics 2023-05-23 Guixiang Hong , Congbian Ma , Yu Wang

An extension of Marcinkiewicz Interpolation Theorem, allowing intermediate spaces of Orlicz type, is proved. This generalization yields a necessary and sufficient condition so that every quasilinear operator, which maps the set, $S(X,\mu)$,…

Classical Analysis and ODEs · Mathematics 2017-11-28 Ron Kerman , Rama Rawat , Rajesh K. Singh

We introduce Hardy spaces for martingales with respect to continuous filtration for von Neumann algebras. In particular we prove the analogues of the Burkholder/Gundy and Burkholder/Rosenthal inequalities in this setting. The usual…

Operator Algebras · Mathematics 2014-04-23 Marius Junge , Mathilde Perrin

We derive explicit Bernstein-type and Bennett-type concentration inequalities for matrix-valued martingale processes with unbounded observations from the Hermitian space $\mathbb{H}(d)$. Specifically, we assume that the…

Probability · Mathematics 2025-02-21 Alexey Kroshnin , Alexandra Suvorikova
‹ Prev 1 2 3 10 Next ›