Non-commutative martingale transforms (Q1849082): Difference between revisions

The main result of this paper is that noncommutative martingale transforms are of weak type (1,1). Technically, it is proved the existence of a constant \(C>0\) such that if \({\mathcal M}\) is a semi-finite von Neumann algebra and \(\left( {\mathcal M} _{n}\right) _{n=1}^{\infty }\) is an increasing filtration of von Neumann subalgebras of \({\mathcal M}\), then for any noncommutative martingale \( x=(x_{n})_{n=1}^{\infty }\) in \(L^{1}({\mathcal M}),\) adapted to \(\left( {\mathcal M}_{n}\right) _{n=1}^{\infty },\) and any sequence of signs \( (\varepsilon _{n})_{n=1}^{\infty },\) we have \[ \left\|\varepsilon _{1}x_{1}+\sum_{k=2}^{N}\varepsilon _{n}(x_{n}-x_{n-1})\right\|_{1,\infty }\leq C\left\|x_{N}\right\|_{1} \] for every \(N\geq 2.\) This extends a classical result of \textit{D. L. Burkholder} [Ann. Math. Stat. 37, 1494-1504 (1966; Zbl 0306.60030)] and answers in the positive a question raised by \textit{G. Pisier} and \textit{Q.-H. Xu} [W. B. Johnson et al. (eds.), Handbook of the Geometry of Banach Spaces., Vol. 2, 1459-1517 (2003;Zbl 1046.46048)] The main ingredient is a maximal inequality-type result of \textit{I. Cuculescu} [J. Multivariate Anal. 1, 17-27 (1971; Zbl 0254.60031)] which allows the author to reduce the case of bounded \(L^{1}\)-martingales to bounded \(L^{2}\) -supermartingales. Versions of the main result for transforms of submartingales/supermartingales are included. As a consequence one obtains estimates of the unconditionality of constants of martingale difference sequences of several spaces, including \(L^{p}({\mathcal M},\tau)\) (for \(1<p<\infty)\) and the trace class operators for \(n\times \infty \) matrices. This allows the author to recover the Pisier-Xu noncommutative Burkholder-Gundy inequality, as stated in their paper [Commun. Math. Phys. 189, 667-698 (1997; Zbl 0898.46056)].