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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 proof of the Burkholder-Davis-Gundy inequalities for $1\leq p<\infty$. The novelty of our method is that these martingale inequalities are obtained as consequences of elementary deterministic counterparts. The latter have a…

Probability · Mathematics 2016-08-11 Mathias Beiglböck , Pietro Siorpaes

We show norm estimates for the sum of independent random variables in noncommutative $L_p$-spaces for $1<p<\infty$ following our previous work. These estimates generalize the classical Rosenthal inequality in the commutative case. Among…

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

We introduce a theory of non-commutative $L^{p}$ spaces suitable for non-commutative probability in a non-tracial setting and use it to develop stochastic analysis of Grassmann-valued processes, including martingale inequalities, stochastic…

Probability · Mathematics 2023-05-16 Francesco C. De Vecchi , Luca Fresta , Maria Gordina , Massimiliano Gubinelli

We prove that non-commutative martingale transforms are of weak type $(1,1)$. More precisely, there is an absolute constant $C$ such that if $\M$ is a semi-finite von Neumann algebra and $(\M_n)_{n=1}^\infty$ is an increasing filtration of…

Functional Analysis · Mathematics 2007-05-23 Narcisse Randrianantoanina

We revisit the celebrated family of BDG-inequalities introduced by Burkholder, Gundy \cite{BuGu70} and Davis \cite{Da70} for continuous martingales. For the inequalities $\mathbb{E}[\tau^{\frac{p}{2}}] \leq C_p \mathbb{E}[(B^*(\tau))^p]$…

Probability · Mathematics 2017-03-06 Walter Schachermayer , Florian Stebegg

As a first step at developing a theory of noncommutative nonlinear elliptic partial differential equations, we analyze noncommutative analogues of Laplace's equation and its variants (some of the them nonlinear) over noncommutative tori.…

Operator Algebras · Mathematics 2011-03-10 Jonathan Rosenberg

We give two weighted norm estimates for higher order commutator of classical operators such as singular integral and fractional type operators, between weighted $L^p$ and certain spaces that include Lipschitz, BMO and Morrey spaces. We also…

Analysis of PDEs · Mathematics 2020-09-29 Gladis Pradolini , Wilfredo Ramos , Jorgelina Recchi

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 $f_1, f_2, ..., f_n$ be a family of independent copies of a given random variable f in a probability space $(\Omega, \mathcal{F}, \mu)$. Then, the following equivalence of norms holds whenever $1 \le q \le p < \infty$…

Operator Algebras · Mathematics 2007-07-30 Marius Junge , Javier Parcet

We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds:…

Functional Analysis · Mathematics 2007-05-23 Narcisse Randrianantoanina

In this paper, we extend the classical Bohr's inequality to the setting of the non-commutative Hardy space $H^1$ associated with a semifinite von Neumann algebra. As a consequence, we obtain Bohr's inequality for operators in the von…

Operator Algebras · Mathematics 2021-09-09 Sneh Lata , Dinesh Singh

We prove an inequality for the spectral norm of matrix valued stochastic integrals. This inequality can be seen either as a non-commutative version of the Burkholder-Davis-Gundy inequality or as an extension of the non-commutative…

Probability · Mathematics 2026-03-03 Tom Maître

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, the classical Dellacherie's theorem about stochastic process is extended to variable exponent Lebesgue spaces. As its applications, we obtain variable exponent analogues of several famous inequalities in classical martingale…

Functional Analysis · Mathematics 2014-12-30 Peide Liu , Maofa Wang

Let $1<p<\infty$. Let $\{T_t\}_{t>0}$ be a noncommutative symmetric diffusion semigroup on a semifinite von Neumann algebra $\mathcal{M}$, and let $\{P_t\}_{t>0}$ be its associated subordinated Poisson semigroup. The celebrated…

Operator Algebras · Mathematics 2024-11-14 Zhenguo Wei , Hao Zhang

We give an alternate proof of one of the inequalities proved recently for martingales (=sums of martingale differences) in a non-commutative $L_p$-space, with $1<p<\infty$, by Q. Xu and the author. This new approach is restricted to $p$ an…

Operator Algebras · Mathematics 2007-05-23 Gilles Pisier

In a number of recent papers, the idea of generalized boundaries has found use in fractal and in multiresolution analysis; many of the papers having a focus on specific examples. Parallel with this new insight, and motivated by quantum…

Functional Analysis · Mathematics 2018-05-17 Palle Jorgensen , Feng Tian

We show that natural noncommutative gauge theory models on $\mathbb{R}^3_\lambda$ can accommodate gauge invariant harmonic terms, thanks to the existence of a relationship between the center of $\mathbb{R}^3_\lambda$ and the components of…

High Energy Physics - Theory · Physics 2015-12-21 Antoine Géré , Tajron Jurić , Jean-Christophe Wallet

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