Related papers: Doob's inequality for non-commutative martingales

We give an alternative proof of a Marcinkiewicz interpolation theorem for non commutative maximal functions and positive maps, slightly refining earlier versions of the statement. The main novelty is that it provides a substitute for the…

We consider linear elliptic and parabolic equations with measurable coefficients and prove two types of $L_{p}$-estimates for their solutions, which were recently used in the theory of fully nonlinear elliptic and parabolic second order…

We characterize strong type and weak type inequalities with two weights for positive operators on filtered measure spaces. These estimates are probabilistic analogues of two-weight inequalities for positive operators associated to the…

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 The main tool is a unpublished result of the first named author which approximates…

In this paper, we provide a counterexample to show that in sharp contrast to the classical case, the almost uniform convergence may not happen for truly noncommutative $L_p$-martingales when $1\leq p<2$. The same happens to ergodic…

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…

Consider a discrete-time martingale, and let $V^2$ be its normalized quadratic variation. As $V^2$ approaches 1, and provided that some Lindeberg condition is satisfied, the distribution of the rescaled martingale approaches the Gaussian…

For a fixed $1\le p<+\infty$ denote by $\Vert\cdot\Vert_p$ the usual norm in the space $l_p$ (or $L_p$). In this paper we prove that for all real numbers $p$ and $q$ such that $2\le p\le q$ holds $$ 2(\Vert x\Vert_p^q+\Vert y\Vert_p^q)\le…

In this note, we study inequality and limit theory under sublinear expectations. We mainly prove Doob's inequality for submartingale and Kolmogrov's inequality. By Kolmogrov's inequality, we obtain a special version of Kolmogrov's law of…

In this paper, we establish a noncommutative maximal inequality for ergodic averages with respect to the set $\{k^t|k=1,2,3,...\}$ acting on noncommutative $L_p$ spaces for $p>\frac{\sqrt{5}+1}{2}$.

Let $M$ be the Doob maximal operator on a filtered measure space and let $v$ be an $A_p$ weight with $1<p<+\infty$. We try proving that \begin{equation}\lVert M f\rVert _{L ^{p}(v) }\leq p^{\prime}[v]^{\frac{1}{p-1}}_{A_p}\lVert f\rVert _{L…

An inequality for the $p$th power of the norm of a stochastic convolution integral in a Hilbert space is proved. The inequality is stronger than analogues inequalities in the Literature in the sense that it is pathwise and not in…

Let $X$ be a supermartingale starting from $0$ which has only nonnegative jumps. For each $0<p<1$ we determine the best constants $c_p$, $C_p$ and $\mathfrak{c}_p$ such that $$ \,\,\,\,\sup_{t\geq 0}\left|\left|X_t\right|\right|_p\leq…

We study Doob's martingale convergence theorem for computable continuous time martingales on Brownian motion, in the context of algorithmic randomness. A characterization of the class of sample points for which the theorem holds is given.…

A recent conjecture of Caputo, Carlen, Lieb, and Loss, and, independently, of the author, states that the maximum of the permanent of a matrix whose rows are unit vectors in l_p is attained either for the identity matrix I or for a constant…

In this paper we prove the existence of conditional expectations in the noncommutative $L_p(M,\Phi)$ spaces associated with center-valued traces. Moreover, their description is also provided. As an application of the obtained results, we…

We prove the following noncommutative version of Lewis's classical result. Every n-dimensional subspace E of Lp(M) (1<p<\infty) for a von Neumann algebra M satisfies d_{cb}(E, RC^n_{p'}) \leq c_p n^{\abs{1/2-1/p}} for some constant c_p…

Let $\mathcal{M}$ be a semifinite von Neumann algebra equipped with a semifinite normal faithful trace $\tau$. Let $d$ be an injective positive measurable operator with respect to $(\mathcal{M}, \tau)$ such that $d^{-1}$ is also measurable.…

Let $E$ be an operator space in the sense of the theory recently developed by Blecher-Paulsen and Effros-Ruan. We introduce a notion of $E$-valued non commutative $L_p$-space for $1 \leq p < \infty$ and we prove that the resulting operator…

Following the various statements of [DW16] to their logical conclusion, this note explicitly argues the following statement, implicit in [DW16]: for positive semi-definite operators $C_{1},\ldots,\,C_{L} $, a unitary $V_{C_{i}}$ commuting…