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We report recent advances on noncommutative martingale inequalities associated with convex functions. These include noncommutative Burkholder-Gundy inequalities associated with convex functions due to the present authors and Dirksen and…

Operator Algebras · Mathematics 2015-09-18 Zeqian Chen , Turdebek N. Bekjan

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 is devoted to the study of various maximal ergodic theorems in noncommutative $L_p$-spaces. In particular, we prove the noncommutative analogue of the classical Dunford-Schwartz maximal ergodic inequality for positive…

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

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

In this paper we investigate asymmetric forms of Doob maximal inequality. The asymmetry is imposed by noncommutativity. Let $(\M,\tau)$ be a noncommutative probability space equipped with a weak-$*$ dense filtration of von Neumann…

Operator Algebras · Mathematics 2016-05-04 Guixiang Hong , Marius Junge , Javier Parcet

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 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 establish the one-sided maximal ergodic inequalities for a large subclass of positive operators on noncommutative $L_p$-spaces for a fixed $1<p<\infty$, which particularly applies to positive isometries and general…

Operator Algebras · Mathematics 2023-03-28 Guixiang Hong , Samya Kumar Ray , Simeng Wang

This paper is devoted to the study of noncommutative maximal inequalities and ergodic theorems for group actions on von Neumann algebras. Consider a locally compact group $G$ of polynomial growth with a symmetric compact subset $V$. Let…

Operator Algebras · Mathematics 2020-11-03 Guixiang Hong , Ben Liao , Simeng Wang

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

Our first result is a noncommutative form of Jessen/Marcinkiewicz/Zygmund theorem for the maximal limit of multiparametric martingales or ergodic means. It implies bilateral almost uniform convergence with initial data in the expected…

Functional Analysis · Mathematics 2019-10-24 José M. Conde-Alonso , Adrián M. González-Pérez , Javier Parcet

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…

Operator Algebras · Mathematics 2011-11-09 Narcisse Randrianantoanina

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

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…

Operator Algebras · Mathematics 2025-01-14 Fedor Sukochev , Dejian Zhou

We generalize the notion of the submartingale property and Doob's inequality. Furthermore, we show how the latter leads to new inequalities for several stochastic processes: certain time series, Levy processes, random walks, processes with…

Probability · Mathematics 2018-12-24 János Engländer

This paper is devoted to the study of $\Phi$-moment inequalities for noncommutative martingales. In particular, we prove the noncommutative $\Phi$-moment analogues of martingale transformations, Stein's inequalities, Khintchine's…

Operator Algebras · Mathematics 2012-03-13 Turdebek N. Bekjan , Zeqian Chen

Let $1\le p<\8$ and $(x_n)_{\nen}$ be a sequence of positive elements in a non-commutative $L_p$ space and $(E_n)_{\nen}$ be an increasing sequence of conditional expectations, then the $L_p$ norm of \sum_n E_n(x_n) can be estimated by c_p…

Operator Algebras · Mathematics 2007-05-23 M. Junge

In this article, we prove a weak type $(p,p)$ maximal inequality, $1<p<\infty$, for weighted averages of a positive Dunford-Schwarz operator $T$ acting on a noncommutative $L_p$-space associated to a semifinite von Neumann algebra…

Operator Algebras · Mathematics 2026-02-18 Morgan O'Brien

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

In this paper, we obtain the desired noncommutative maximal inequalities of the truncated Calder\'on-Zygmund operators of non-convolution type acting on operator-valued $L_p$-functions for all $1<p<\infty$, answering a question left open in…

Functional Analysis · Mathematics 2022-12-27 Guixiang Hong , Xudong Lai , Samya Kumar Ray , Bang Xu
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