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Related papers: Non-commutative martingale inequalities

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We prove several noncommutative maximal inequalities associated with convex functions, including a Doob type inequality for a convex function of maximal operators on noncommutative martingales, noncommutative Dunford-Schwartz and Stein…

Operator Algebras · Mathematics 2014-12-31 Turdebek N. Bekjan , Zeqian Chen , Adam Osȩkowski

By studying $L^p$-combinations of strongly isomorphic polytopes, we prove the equivalence of the $L^p$-Brunn-Minkowski inequality conjectured by B\"or\"oczky, Lutwak, Yang and Zhang to the local version of the inequality studied by…

Differential Geometry · Mathematics 2019-10-16 Eli Putterman

For any two real-valued continuous-path martingales $X=\{X_t\}_{t\geq 0}$ and $Y=\{Y_t\}_{t\geq 0}$, with $X$ and $Y$ being orthogonal and $Y$ being differentially subordinate to $X$, we obtain sharp $L^p$ inequalities for martingales of…

Classical Analysis and ODEs · Mathematics 2018-03-14 Yong Ding , Loukas Grafakos , Kai Zhu

By differentiating a concavity principle arising from the Pr\'ekopa-Leindler inequality, we obtain a statement simultaneously strengthening the weighted boundary Poincar\'e inequality and the Brascamp-Lieb variance inequality. The resulting…

Functional Analysis · Mathematics 2026-02-27 Sotiris Armeniakos , Jacopo Ulivelli

It is shown that the Bellman function method can be applied to study the $L^p$-norms of general operators on martingales, i.e., of operators that are not necessarily martingale transforms. Informally, we provide a single Bellman-type…

Functional Analysis · Mathematics 2023-12-04 Viacheslav Borovitskiy , Nikolay N. Osipov , Anton Tselishchev

We prove sharp maximal inequalities for $L^q$-valued stochastic integrals with respect to any Hilbert space-valued local martingale. Our proof relies on new Burkholder-Rosenthal type inequalities for martingales taking values in an…

Probability · Mathematics 2019-08-07 Sjoerd Dirksen , Ivan Yaroslavtsev

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…

Probability · Mathematics 2013-08-13 Carlo Marinelli , Michael Röckner

Multi-dimensional continuous local martingales, enhanced with their stochastic area process, give rise to geometric rough paths with a.s. finite homogenous p-variation, p>2. Here we go one step further and establish quantitative bounds of…

Probability · Mathematics 2007-05-23 Peter Friz , Nicolas Victoir

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…

Operator Algebras · Mathematics 2023-07-04 Léonard Cadilhac , Éric Ricard

In this paper we study sharp pointwise inequalities for maximal operators. In particular, we strengthen DeVore's inequality for the moduli of smoothness and a logarithmic variant of Bennett--DeVore--Sharpley's inequality for rearrangements.…

Functional Analysis · Mathematics 2021-02-10 Oscar Domínguez , Sergey Tikhonov

In this note, we establish several interpolation inequalities in $\mathbb R^n$ in the Lebesgue spaces and Morrey spaces. By using the classical Calderon--Zygmund decomposition, we will reprove that $L^{p}(\mathbb…

Classical Analysis and ODEs · Mathematics 2023-03-06 Runzhe Zhang , Hua Wang

In this note we introduce a sequence of bilinear operators that unify ergodic averages and backward martingales in a nontrivial way. We establish its convergence in a range of $L^p$-norms and leave its a.s. convergence as an open problem.…

Probability · Mathematics 2020-05-25 Vjekoslav Kovač , Mario Stipčić

As a first step at developing a theory of noncommutative nonlinear elliptic partial differential equations, we analyze noncommutative analogues of Laplace's equation and its variants (some of the them nonlinear) over noncommutative tori.…

Operator Algebras · Mathematics 2011-03-10 Jonathan Rosenberg

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…

Probability · Mathematics 2016-08-14 Rodrigo Bañuelos , Adam Osȩkowsk

We prove some structure results for isometries between noncommutative Lp spaces associated to von Neumann algebras. We find that an isometry T: Lp(M_1) to Lp(M_2) (1 le p < infty, p not 2) can be canonically expressed in a certain simple…

Operator Algebras · Mathematics 2007-05-23 David Sherman

We obtain improved Strichartz estimates for solutions of the Schr\"odinger equation on compact manifolds with nonpositive sectional curvatures which are related to the classical universal results of Burq, G\'erard and Tzvetkov [11]. More…

Analysis of PDEs · Mathematics 2024-07-19 Xiaoqi Huang , Christopher D. Sogge

We extend Beurling's invariant subspace theorem, by characterizing subspaces $K$ of the noncommutative $L^p$ spaces which are invariant with respect to Arveson's maximal subdiagonal algebras, sometimes known as noncommutative $H^\infty$. It…

Operator Algebras · Mathematics 2007-05-23 David P. Blecher , Louis E. Labuschagne

Let f be a Bianchi modular form, that is, an automorphic form for GL(2) over an imaginary quadratic field F. In this paper, we prove an exceptional zero conjecture in the case where f is new at a prime above p. More precisely, for each…

Number Theory · Mathematics 2020-07-23 Daniel Barrera Salazar , Chris Williams

Some q-analysis variants of Hardy type inequalities of the form \int_0^b (x^{\alpha-1} \int_0^x t^{-\alpha} f(t) d_qt)^p d_qx \leq C \int_0^b f^p(t) d_qt with sharp constant C are proved and discussed. A similar result with the…

Classical Analysis and ODEs · Mathematics 2014-03-26 Lech Maligranda , Ryskul Oinarov , Lars-Erik Persson

We complement the recent theory of general singular integrals $T$ invariant under the Zygmund dilations $(x_1, x_2, x_3) \mapsto (s x_1, tx_2, st x_3)$ by proving necessary and sufficient conditions for the boundedness and compactness of…

Classical Analysis and ODEs · Mathematics 2024-12-04 Kangwei Li , Henri Martikainen