Martingale inequalities and operator space structures on \(L_p\) (Q2339193)

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Martingale inequalities and operator space structures on \(L_p\)
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    Martingale inequalities and operator space structures on \(L_p\) (English)
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    31 March 2015
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    Thanks to \textit{D. L. Burkholder} [in: Handbook of the geometry of Banach spaces. Volume 1. Amsterdam: Elsevier. 233--269 (2001; Zbl 1029.46007)], Richard Gundy and Burgess Davis, the classical inequalities for martingales in the usual \(L_{p}\) spaces have been established. Thereafter, in [\textit{G. Pisier} and \textit{Q.-H. Xu}, Commun. Math. Phys. 189, No. 3, 667--698 (1997; Zbl 0898.46056)], the author of the present paper gave a non-commutative version of Burkholder's martingale inequalities, using the non-commutative \(L_{p}\) spaces, denoted by \(L_{p}(\tau)\), where \(\tau\) is a finite trace on a von Neumann algebra \(M\) and \(1<p<\infty\). In this paper, the author defines a new operator space structure on \(L_p\), where \(p\) is reduced to an even integer \(p=2m\) or of the form \(2^{k}\). This new operator space structure is denoted by \(\Lambda_{p}\) and is compared with the usual one defined by complex interpolation. For instance, with the new structure, the Khintchine inequalities and Burkholder's martingale inequalities have a very natural form: the span of the Rademacher functions is completely isomorphic to the operator Hilbert space \(OH\), and the square function of a martingale difference sequence \(d_{n}\) is \(\sum d_{n}\otimes d_{n}\). After studying the martingale inequalities and Burkholder-Rosenthal inequality in \(\Lambda_{p}\), the author also proves these inequalities in the non-commutative case. For that, a non-commutative version of \(\Lambda_{p}\), denoted by \(\lambda_{p}(\tau)\), is obtained by defining an operator space structure on \(L_{p}(\tau)\) so that for any \(H\) and any \(f\) in \(B(H) \otimes L_{p}(\tau)\), \[ \|f\|_{B(H)\otimes_{\min}\Lambda_{p}(\tau)}=\|f\|_{(p)}. \] Among the main results, the author proves that if \(p>2\) is an even integer and \((d_{j})_{j\in I}\in B\otimes L_{p}(\tau)\) a \(p\)-orthogonal finite sequence, then \[ \big\|\sum d_{j}\big\|_{(p)}\leq (3\pi/2)p \max\bigg\{ \bigg\|\sum d_{j}\otimes^{.}d_{j}^{\ast}\bigg\|^{1/2}_{(p/2)},\bigg\|\sum d_{j}^{\ast}\otimes^{.}d_{j}\bigg\|^{1/2}_{(p/2)}\bigg\} . \] Therefore, \((f_{j})\) being a \(p\)-orthogonal sequence in \(L_{p}(\tau)\) that is orthonormal in \(L_{2}(\tau)\), its closed span in \(\Lambda_{p}(\tau)\) is completely isomorphic to \(OH\), and moreover, the orthogonal projection \(P\) from \(L_{2}(\tau)\) onto the span of \((f_{j})\) is \(c.b.\) on \(\Lambda_{p}\) with \(c.b.\) norm at most \((3\pi/2)p\).
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    martingale inequalities
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    operator spaces
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    non-commutative \(L_p\) spaces
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