Related papers: Square functions for noncommutative differentially…

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:…

Let $M,N$ be real-valued martingales such that $N$ is differentially subordinate to $M$. The paper contains the proofs of the following weak-type inequalities: (i) If $M\geq0$ and $0<p\leq1$, then \[\Vert N\Vert_{p,\infty}\leq2\Vert…

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…

In this article, we consider weighted weak type $(1,1)$ inequality for certain square function associated to differences of ball averages and martingale in the non-commutative setting. This establishes a weighted version of main result of…

We consider systems of stochastic differential equations of the form \[ \d X_t^i = \sum_{j=1}^d A_{ij}(X_{t-}) \d Z_t^j\] for $i=1,\dots,d$ with continuous, bounded and non-degenerate coefficients. Here $Z_t^1,\dots,Z_t^d$ are independent…

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…

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…

We prove an analogue of the classical Davis' decomposition for martingales in noncommutative L_p-spaces, involving the square functions. We also determine the dual space of the noncommutative conditioned Hardy space \h_1. We further extend…

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…

We prove optimal ${L}^2$ bounds for a pair of Hilbert space valued differentially subordinate martingales under a change of law. The change of law is given by a process called a weight and sharpness in this context refers to the optimal…

We prove thin-thick decompositions, for the class of Hardy martingales and thereby strengthen its square function characterization. We apply the underlying method to several classical martingale inequalities, for which we give new proofs .

We provide an analogue of Gundy's decomposition for L1-bounded non-commutative martingales. An important difference from the classical case is that for any L1-bounded non-commutative martingale, the decomposition consists of four…

For a Hilbert space valued martingale $(f_n)$ and an adapted sequence of positive random variables $(w_n)$, we show the weighted Davis type inequality \[ \mathbb{E} \Bigl( |f_0| w_0 + \frac{1}{4} \sum_{n=1}^{N} \frac{|df_n|^2}{f^*_n} w_n…

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…

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…

We provide generalizations of Burkholder's inequalities involving conditioned square functions of martingales to the general context of martingales in noncommutative symmetric spaces. More precisely, we prove that Burkholder's inequalities…

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…

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…

Let $\M$ be a hyperfinite finite von Nemann algebra and $(\M_k)_{k\geq 1}$ be an increasing filtration of finite dimensional von Neumann subalgebras of $\M$. We investigate abstract fractional integrals associated to the filtration…

Following the ideas of A. Lerner, F. Nazarov, S. Ombrosi from [12] we prove that there is a sequence of weights $w\in A^d_1$ such that $[w]^d_{A_1}\to \infty$, and martingale transforms $T$ such that with an absolute positive $c$ $\|T:…