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We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds:…

泛函分析 · 数学 2007-05-23 Narcisse Randrianantoanina

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

The purpose of the paper is to establish weighted maximal $L_p$-inequalities in the context of operator-valued martingales on semifinite von Neumann algebras. The main emphasis is put on the optimal dependence of the $L_p$ constants on the…

算子代数 · 数学 2022-11-18 Tomasz Gałązka , Yong Jiao , Adam Osękowski , 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

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…

泛函分析 · 数学 2025-06-19 Samya Kumar Ray , Diptesh Saha

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…

泛函分析 · 数学 2007-05-23 Narcisse Randrianantoanina

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 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…

算子代数 · 数学 2019-03-27 Yong Jiao , Narcisse Randrianantoanina , Lian Wu , Dejian Zhu

We give a systematic study on the Hardy spaces of functions with values in the non-commutative $L^p$-spaces associated with a semifinite von Neumann algebra ${\cal}M.$ This is motivated by the works on matrix valued Harmonic Analysis…

经典分析与常微分方程 · 数学 2007-06-13 Tao Mei

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…

算子代数 · 数学 2009-01-27 Tao Mei , Javier Parcet

Let $(x_k)_{k=1}^n$ be positive elements in the noncommutative Lebesgue space $L_p(\mathcal{M})$, and let $(\mathcal{E}_k)_{k=1}^n$ be a sequence of conditional expectations with respect to an increasing subalgebras…

算子代数 · 数学 2025-01-14 Fedor Sukochev , Dejian Zhou

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…

概率论 · 数学 2009-09-07 Adam Osȩkowski

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

In this paper, we investigate the boundedness of a square function from ergodic theory on noncommutative $L_{p}$-spaces. The main result is a weak $(1,1)$ type estimate of this square function. We also show the $(L_{\infty},\mathrm{BMO})$…

算子代数 · 数学 2020-06-02 Guixiang Hong , Bang Xu

We prove an analogue of the classical Davis' decomposition for martingales in noncommutative L_p-spaces, involving the square functions. We also determine the dual space of the noncommutative conditioned Hardy space \h_1. We further extend…

算子代数 · 数学 2014-02-26 Mathilde Perrin

Given two martingales on the filtration generated by two dimensional Brownian motion, we want to estimate the $L^p$ norm of the subordinated one if we have some extra orthogonality property available. We construct several new Bellman…

概率论 · 数学 2010-12-07 Prabhu Janakiraman , Vasily Vasyunin , Alexander Volberg

We give an alternate proof of one of the inequalities proved recently for martingales (=sums of martingale differences) in a non-commutative $L_p$-space, with $1<p<\infty$, by Q. Xu and the author. This new approach is restricted to $p$ an…

算子代数 · 数学 2007-05-23 Gilles Pisier

The well-known von Bahr--Esseen bound on the absolute $p$th moments of martingales with $p\in(1,2]$ is extended to a large class of moment functions, and now with a best possible constant factor (which depends on the moment function). This…

概率论 · 数学 2017-01-17 Iosif Pinelis

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

In this paper, we obtain the desired noncommutative maximal inequalities of the truncated Calder\'on-Zygmund operators of non-convolution type acting on operator-valued $L_p$-functions for all $1<p<\infty$, answering a question left open in…

泛函分析 · 数学 2022-12-27 Guixiang Hong , Xudong Lai , Samya Kumar Ray , Bang Xu
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