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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…

泛函分析 · 数学 2011-08-16 Turdebek N. Bekjan , Zeqian Chen , Peide Liu , Yong Jiao

We prove noncommutative martingale inequalities associated with convex functions. More precisely, we obtain $\Phi$-moment analogues of the noncommutative Burkholder inequalities and the noncommutative Rosenthal inequalities for any convex…

概率论 · 数学 2015-06-15 Narcisse Randrianantoanina , Lian Wu

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…

概率论 · 数学 2016-12-15 Yong Jiao , Fedor Sukochev , Dmitriy Zanin , Dejian Zhou

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…

泛函分析 · 数学 2021-03-17 Yong Jiao , Fedor Sukochev , Lian Wu , Dmitriy Zanin

We present a new, elementary proof of Boyd's interpolation theorem. Our approach naturally yields a noncommutative version of this result and even allows for the interpolation of certain operators on l^1-valued noncommutative symmetric…

泛函分析 · 数学 2013-06-11 Sjoerd Dirksen

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…

算子代数 · 数学 2014-12-31 Turdebek N. Bekjan , Zeqian Chen , Adam Osȩkowski

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…

算子代数 · 数学 2023-07-04 Léonard Cadilhac , Éric Ricard

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…

概率论 · 数学 2018-08-01 Narcisse Randrianantoanina , Lian Wu , Quanhua Xu

This paper is devoted to the study of $\Phi$-moments of sums of independent/freely independent random variables. More precisely, let $(f_k)_{k=1}^n$ be a sequence of positive (symmetrically distributed) independent random variables and let…

概率论 · 数学 2016-08-29 Yong Jiao , Fedor Sukochev , Guangheng Xie , Dmitriy Zanin

We prove a deviation inequality for noncommutative martingales by extending Oliveira's argument for random matrices. By integration we obtain a Burkholder type inequality with satisfactory constant. Using continuous time, we establish…

概率论 · 数学 2013-12-31 Marius Junge , Qiang Zeng

We propose a novel approach in noncommutative probability, which can be regarded as an analogue of good-$\lambda$ inequalities from the classical case due to Burkholder and Gundy (Acta Math {\bf124}: 249-304,1970). This resolves a…

算子代数 · 数学 2024-08-20 Yong Jiao , Adam Osekowski , Lian Wu

We determine the optimal orders for the best constants in the non-commutative Burkholder-Gundy, Doob and Stein inequalities obtained recently in the non-commutative martingale theory.

算子代数 · 数学 2007-05-23 Marius Junge , Quanhua 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…

泛函分析 · 数学 2009-10-30 Gilles Pisier , Quanhua Xu

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…

算子代数 · 数学 2015-06-02 Narcisse Randrianantoanina , Lian Wu

We prove a Boyd-type interpolation result for noncommutative maximal operators of restricted weak type. Our result positively answers an open question posed recently by Bekjan, Chen and Osekowski. As a special case, we find a restricted…

算子代数 · 数学 2013-09-16 Sjoerd Dirksen

This paper studies the $N$-tuple noncommutative Orlicz spaces $\bigoplus\limits_{j=1}^{n}L_{p,\lambda}^{(\Phi_{j})}(\widetilde{\mathcal{M}},\tau)$, where $L^{(\Phi_{j})}(\widetilde{\mathcal{M}},\tau)$ is noncommutative Orlicz spaces and…

算子代数 · 数学 2021-11-05 Ma Zhenhua , Deng Quancai

In this paper, we continue the study of John-Nirenberg theorems for BMO/Lipschitz spaces in the noncommutative martingale setting. As conjectured from the classical case, a desired noncommutative ``stopping time" argument was discovered to…

算子代数 · 数学 2023-05-23 Guixiang Hong , Congbian Ma , Yu Wang

An extension of Marcinkiewicz Interpolation Theorem, allowing intermediate spaces of Orlicz type, is proved. This generalization yields a necessary and sufficient condition so that every quasilinear operator, which maps the set, $S(X,\mu)$,…

经典分析与常微分方程 · 数学 2017-11-28 Ron Kerman , Rama Rawat , Rajesh K. Singh

We introduce Hardy spaces for martingales with respect to continuous filtration for von Neumann algebras. In particular we prove the analogues of the Burkholder/Gundy and Burkholder/Rosenthal inequalities in this setting. The usual…

算子代数 · 数学 2014-04-23 Marius Junge , Mathilde Perrin

We derive explicit Bernstein-type and Bennett-type concentration inequalities for matrix-valued martingale processes with unbounded observations from the Hermitian space $\mathbb{H}(d)$. Specifically, we assume that the…

概率论 · 数学 2025-02-21 Alexey Kroshnin , Alexandra Suvorikova
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