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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 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…

Operator Algebras · Mathematics 2011-11-09 Narcisse Randrianantoanina

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…

Functional Analysis · Mathematics 2025-06-19 Samya Kumar Ray , Diptesh Saha

We prove inequalities involving noncommutative differentially subordinate martingales. More precisely, we prove that if $x$ is a self-adjoint noncommutative martingale and $y$ is weakly differentially subordinate to $x$ then $y$ admits a…

Operator Algebras · Mathematics 2019-03-27 Yong Jiao , Narcisse Randrianantoanina , Lian Wu , Dejian Zhu

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…

Operator Algebras · Mathematics 2015-01-27 Narcisse Randrianantoanina , Lian Wu

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…

Probability · Mathematics 2007-05-23 Javier Parcet

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…

Operator Algebras · Mathematics 2007-05-23 Javier Parcet , Narcisse Randrianantoanina

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…

Probability · Mathematics 2009-09-07 Adam Osȩkowski

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…

Operator Algebras · Mathematics 2015-06-02 Narcisse Randrianantoanina , Lian Wu

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…

Probability · Mathematics 2018-08-01 Narcisse Randrianantoanina , Lian Wu , Quanhua Xu

In this note we give a new proof of the sharp constant $C = e^{-1/2} + \int_0^1 e^{-x^2/2}\,dx$ in the weak (1, 1) inequality for the dyadic square function. The proof makes use of two Bellman functions $\mathbb{L}$ and $\mathbb{M}$ related…

Classical Analysis and ODEs · Mathematics 2018-12-21 Irina Holmes , Paata Ivanisvili , Alexander Volberg

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…

Probability · Mathematics 2016-12-15 Yong Jiao , Fedor Sukochev , Dmitriy Zanin , Dejian Zhou

We show that the validity of the non-commutative Khintchine inequality for some $q$ with $1<q<2$ implies its validity (with another constant) for all $1\le p<q$. We prove this for the inequality involving the Rademacher functions, but also…

Operator Algebras · Mathematics 2014-12-23 Gilles Pisier

We construct a slightly new noncommutative Calder\'on-Zygmund decomposition by further splitting the bad function. Using this tool, we prove the weak type (1,1) boundedness of noncommutative Calder\'on-Zygmund operators under a class of…

Functional Analysis · Mathematics 2026-01-19 Xudong Lai , Lingxin Xu

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…

Functional Analysis · Mathematics 2009-10-30 Gilles Pisier , Quanhua Xu

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…

Operator Algebras · Mathematics 2009-01-27 Tao Mei , Javier Parcet

This paper is devoted to the study of noncommutative weak Orlicz spaces and martingale inequalities. Marcinkiewicz interpolation theorem is extended to include noncommutative weak Orlicz spaces as interpolation classes. In particular, we…

Functional Analysis · Mathematics 2011-08-16 Turdebek N. Bekjan , Zeqian Chen , Peide Liu , Yong Jiao

The operators $\Lambda_m$ ($m\in\mathbb{N}\cup \{0\}$) arise when one studies the action of the Beurling-Ahlfors transform on certain radial function subspaces. It is known that the weak-type $(1,1)$ constant of $\Lambda_0$ is equal to…

Classical Analysis and ODEs · Mathematics 2025-05-12 Michał Strzelecki

Given a doubling measure $\mu$ on $R^d$, it is a classical result of harmonic analysis that Calderon-Zygmund operators which are bounded in $L^2(\mu)$ are also of weak type (1,1). Recently it has been shown that the same result holds if one…

Classical Analysis and ODEs · Mathematics 2007-05-23 Xavier Tolsa

In this paper, we establish an extension of a noncommutative Bennett inequality with a parameter $1\leq r\leq2$ and use it together with some noncommutative techniques to establish a Rosenthal inequality. We also present a noncommutative…

Operator Algebras · Mathematics 2016-08-05 Ghadir Sadeghi , Mohammad Sal Moslehian
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