Related papers: Revisiting the Marcinkiewicz theorem for non commu…

By using Bernstein-type inequality we define analogs of spaces of entire functions of exponential type in $L_{p}(X), 1\leq p\leq \infty$, where $X$ is a symmetric space of non-compact. We give estimates of $L_{p}$-norms, $1\leq p\leq…

We present an elementary treatment of the Optional Decomposition Theorem for continuous semimartingales and general filtrations. This treatment does not assume the existence of equivalent local martingale measure(s), only that of strictly…

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…

We establish the characterizations of commutators of several versions of maximal functions on spaces of homogeneous type. In addition, with the aid of interpolation theory, we provide weighted version of the commutator theorems by…

Let $Z=(Z_t)_{t\geq0}$ be an additive process with a bounded triplet $(0,0,\Lambda_t)_{t\geq0}$. Suppose that for any Schwartz function $\varphi$ on $\mathbb{R}^d$ whose Fourier transform is in $C_c^{\infty}(B_{c_s} \setminus B_{c_s^{-1}}…

We prove a basic inequality involving anticommutators in noncommutative $L_p$-spaces. We use it to complete our study of the noncommutative Mazur maps from $L_p$ to $L_q$ showing that they are Lipschitz on balls when $0<q<p<\infty$.

We establish very general criteria for the existence of multiplication operators between noncommutative Orlicz spaces $L^{\psi_0}(\tM)$ and $L^{\psi_1}(\tM)$. We then show that these criteria contain existing results, before going on to…

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…

We obtain sampling and interpolation theorems in radial weighted spaces of analytic functions for weights of arbitrary (more rapid than polynomial) growth. We give an application to invariant subspaces of arbitrary index in large weighted…

We identify the linear space spanned by the real-valued excessive functions of a Markov process with the set of those functions which are quasimartingales when we compose them with the process. Applications to semi-Dirichlet forms are…

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…

As an alternative to the well-known methods of "chaining" and "bracketing" that have been developed in the study of random fields, a new method, which is based on a stochastic maximal inequality derived by using the Taylor expansion, is…

We give necessary and sufficient conditions for interpolation inequalities of the type considered by Marcinkiewicz and Zygmund to be true in the case of Banach space-valued polynomials and Jacobi weights and nodes. We also study the…

The dual $L_p$-Minkowski problem with $p<0<q$ is investigated in this paper. By proving a new existence result of solutions and constructing an example, we obtain the non-uniqueness of solutions to this problem.

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 $1 \le q \le p < \infty$…

We consider the modified Monge-Kantorovich problem with additional restriction: admissible transport plans must vanish on some fixed functional subspace. Different choice of the subspace leads to different additional properties optimal…

It is well known that martingale transport plans between marginals $\mu\neq\nu$ are never given by Monge maps -- with the understanding that the map is over the first marginal $\mu$, or forward in time. Here, we change the perspective, with…

In this paper we study the following problem: for a given bounded positive function $f$ on a filtered probability space can we find another function (a multiplier) $m$, $0\le m\le 1$, such that the function $mf$ is not ``too small'' but its…

The paper is devoted to discretization of integral norms of functions from a given finite dimensional subspace. This problem is very important in applications but there is no systematic study of it. We present here a new technique, which…

We give a proof of the Khintchine inequalities in non-commutative $L_p$-spaces for all $0< p<1$. These new inequalities are valid for the Rademacher functions or Gaussian random variables, but also for more general sequences, e.g. for the…