Related papers: Noncommutative Good-$\lambda$ Inequalities
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…
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…
We give a proof of the maximal inequalities of Burkholder, Davis and Gundy for real as well as Hilbert-space-valued local martingales using almost only stochastic calculus. Some parts of the exposition, especially in the infinite…
We prove optimal non-commutative analogues of the classical Law of Iterated Logarithm (LIL) for both martingales and sequences of independent (non-commutative) random variables. The classical martingale version was established by Stout…
We report a universal improvement to the standard Robertson--Schr\"odinger uncertainty relation. Our result shows that the Robertson--Schr\"odinger lower bound can be supplemented by a new noncommutativity-induced term. This term represents…
We study $L^p(\mu)$ estimates for the commutator $[H,b]$, where the operator $H$ is a dyadic model of the classical Hilbert transform introduced in \cite{arXiv:2012.10201,arXiv:2212.00090} and is adapted to a non-doubling Borel measure…
The motivation for this paper comes from the following question on comparison of norms of conformal martingales $X$, $Y$ in $\R^d$, $d\geq 2$. Suppose that $Y$ is differentially subordinate to $X$. For $0<p<\infty$, what is the optimal…
We prove a stochastic Gronwall lemma of the following type: if $Z$ is an adapted nonnegative continuous process which satisfies a linear integral inequality with an added continuous local martingale $M$ and a process $H$ on the right hand…
This paper extends classical probabilistic results to the broader class of demimartingales and demisubmartingales. We establish variants of Doob's-type optional sampling theorem under minimal structural conditions on stopping times, relying…
In this paper we introduce a variant of Burkholder's martingale transform associated with two martingales with respect to different filtrations. Even though the classical martingale techniques cannot be applied, we show that the discussed…
We prove weak type inequalities for a large class of noncommutative square functions. In conjunction with BMO type estimates, interpolation and duality, we will obtain the corresponding equivalences in the whole Lp scale. The main novelty…
The aim of this paper is to bridge noncommutative geometry with classical harmonic analysis on Banach spaces, focusing primarily on both classical and noncommutative $\mathrm{L}^p$ spaces. Introducing a notion of Banach Fredholm module, we…
Given a probability space $(\Omega, \mathsf{A}, \mu)$, let $\mathsf{A}_1, \mathsf{A}_2, ...$ be a filtration of $\sigma$-subalgebras of $\mathsf{A}$ and let $\mathsf{E}_1, \mathsf{E}_2, ...$ denote the corresponding family of conditional…
We study martingale inequalities from an analytic point of view and show that a general martingale inequality can be reduced to a pair of deterministic inequalities in a small number of variables. More precisely, the optimal bound in the…
We obtain new proofs with improved constants of the Khintchine-type inequality with matrix coefficients in two cases. The first case is the Pisier and Lust-Piquard noncommutative Khintchine inequality for $p=1$, where we obtain the sharp…
We prove a new Bernstein type inequality in $L^p$ spaces associated with the tangential derivatives on the boundary of a general compact $C^2$-domain. We give two applications: Marcinkiewicz type inequality for discretization of $L^p$ norm…
The present paper is devoted to the second part of our project on asymmetric maximal inequalities, where we consider martingales in continuous time. Let $(\mathcal M,\tau)$ be a noncommutative probability space equipped with a continuous…
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…
In this paper we show how questions about operator algebras constructed from stochastic matrices motivate new results in the study of harmonic functions on Markov chains. More precisely, we characterize coincidence of conditional…
In this paper we develop a graded tilting theory for gauged Landau-Ginzburg models of regular sections in vector bundles over projective varieties. Our main theoretical result describes - under certain conditions - the bounded derived…