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We prove inequalities involving noncommutative differentially subordinate martingales. More precisely, we prove that if $x$ is a self-adjoint noncommutative martingale and $y$ is weakly differentially subordinate to $x$ then $y$ admits a…

Operator Algebras · Mathematics 2019-03-27 Yong Jiao , Narcisse Randrianantoanina , Lian Wu , Dejian Zhu

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 show that the validity of the non-commutative Khintchine inequality for some $q$ with $1<q<2$ implies its validity (with another constant) for all $1\le p<q$. We prove this for the inequality involving the Rademacher functions, but also…

Operator Algebras · Mathematics 2014-12-23 Gilles Pisier

In this paper, we introduce Hardy spaces with variable exponents defined on a probability space and develop the martingale theory of variable Hardy spaces. We prove the weak type and strong type inequalities on Doob's maximal operator and…

Classical Analysis and ODEs · Mathematics 2017-02-22 Yong Jiao , Dejian Zhou , Zhiwei Hao , Wei Chen

Let $\mathcal{M}$ be a semifinite von Nemann algebra equipped with an increasing filtration $(\mathcal{M}_n)_{n\geq 1}$ of (semifinite) von Neumann subalgebras of $\mathcal{M}$. For $0<p <\infty$, let $\mathsf{h}_p^c(\mathcal{M})$ denote…

Operator Algebras · Mathematics 2021-08-17 Narcisse Randrianantoanina

Let $p(\cdot)$ be a measurable function defined on a probability space satisfying $0<p_-:={\rm ess}\inf_{x\in \Omega}p(x)\leq {\rm ess}\sup_{x\in\Omega}p(x)=:p_+<\infty$. We investigate five types of martingale Hardy spaces $H_{p(\cdot)}$…

Probability · Mathematics 2020-01-27 Yong Jiao , Ferenc Weisz , Dejian Zhou , Lian Wu

In this paper, we establish continuous bilinear decompositions that arise in the study of products between elements in martingale Hardy spaces $ H^p\ (0<p\leqslant 1) $ and functions in their dual spaces. Our decompositions are based on…

Functional Analysis · Mathematics 2023-01-23 Odysseas Bakas , Zhendong Xu , Yujia Zhai , Hao Zhang

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

We prove noncommutative Khintchine inequalities for all interpolation spaces between $L_p$ and $L_2$ with $p<2$. In particular, it follows that Khintchine inequalities hold in $L_{1,\infty}$. Using a similar method, we find a new…

Operator Algebras · Mathematics 2019-11-15 Léonard Cadilhac

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 Davis decompositions for vector valued Hardy martingales and illustrate their use. This paper continues our previous work on Davis and Garsia inequalities for scalar Hardy martingales.

Functional Analysis · Mathematics 2016-06-29 Paul F. X. Müller

In this paper, we study the John-Nirenberg inequality for BMO and the atomic decomposition for H1 of noncommutative martingales. We first establish a crude version of the column (resp. row) John-Nirenberg inequality for all 0 < p < \infty.…

Functional Analysis · Mathematics 2014-11-06 Guixiang Hong , Tao Mei

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

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

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

In this work we extend the theory of the classical Hardy space $H^1$ to the rational Dunkl setting. Specifically, let $\Delta$ be the Dunkl Laplacian on a Euclidean space $\mathbb{R}^N$. On the half-space $\mathbb{R}_+\times\mathbb{R}^N$,…

Functional Analysis · Mathematics 2018-02-20 Jean-Philippe Anker , Jacek Dziubański , Agnieszka Hejna

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

The rational Dunkl operators are commuting differential-reflection operators on the Euclidean space $R^d$ associated with a root system, that contain some non-local refection terms, and the associated Hardy space is defined by means of the…

Functional Analysis · Mathematics 2022-12-20 Jiaxi Jiu , Zhongkai Li

We establish an Azuma type inequality under a Lipshitz condition for martingales in the framework of noncommutative probability spaces and apply it to deduce a noncommutative Heoffding inequality as well as a noncommutative McDiarmid type…

Operator Algebras · Mathematics 2021-07-23 Ghadir Sadeghi , Mohammad Sal Moslehian

We show that noncommutative $L_p$-spaces satisfy the axioms of the (nonunital) operator system with a dominating constant $2^{1 \over p}$. Therefore, noncommutative $L_p$-spaces can be embedded into $B(H)$ $2^{1 \over p}$-completely…

Operator Algebras · Mathematics 2009-06-28 Kyung Hoon Han