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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 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 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 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 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 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 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 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

This paper present an overview of some of the applications of the martingale inequalities of D.L. Burkholder to $L^p$-bounds for singular integral operators, concentrating on the Hilbert transform, first and second order Riesz transforms,…

Probability · Mathematics 2011-08-04 Rodrigo Bañuelos

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 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

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 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 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

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

We establish noncommutative analogs of some well-known large deviation inequalities for noncommutative random variables. Firstly, for the noncommutative independent case, we characterize the uniformly exponential integrability of random…

Operator Algebras · Mathematics 2026-04-08 Yong Jiao , Sijie Luo , Dejian Zhou

This note concerns an extension of the good-$\lambda$ inequality for fractional integrals, due to B. Muckenhoupt and R. Wheeden. The classical result is refined in two aspects. Firstly, general nonlinear potentials are considered; and…

Classical Analysis and ODEs · Mathematics 2012-10-10 Petr Honzík , Benjamin J. Jaye

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 give a short summary of Varopoulos' generalised Hardy-Littlewood-Sobolev inequality for self-adjoint $C_{0}$ semigroups and give a new probabilistic representation of the classical fractional integral operators on $\R^n$ as projections…

Probability · Mathematics 2013-10-02 David Applebaum , Rodrigo Banuelos

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…

Operator Algebras · Mathematics 2009-09-01 Uffe Haagerup , Marius Junge , Quanhua Xu
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