Johnson-Schechtman inequalities for noncommutative martingales (Q350524)
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Johnson-Schechtman inequalities for noncommutative martingales (English)
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7 December 2016
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The classical Rosenthal inequality says that, for independent mean zero random variables, we have \[ \left(\mathbb{E}|\sum_{k=1}^n f_k|^p\right)^{1/p}\leq c(p)\left(\left(\sum_{k=1}^n\mathbb{E}|f_k|^2\right)^{1/2}+\left(\sum_{K=1}^n\mathbb{E}|f_k|^p\right)^{1/p}\right). \] \textit{N. L. Carothers} and \textit{S. J. Dilworth} extended the Rosenthal inequality to the case of Lorentz spaces in [Proc. Am. Math. Soc. 104, No. 1, 221--226 (1988; Zbl 0685.46015)]. In the setting of symmetric function spaces, \textit{W. B. Johnson} and \textit{G. Schechtman} [Ann. Probab. 17, No. 2, 789--808 (1989; Zbl 0674.60051)] established a far reaching generalization of the Rosenthal inequality. \textit{S. V. Astashkin} and \textit{F. A. Sukochev} introduced the concept of a Kruglov operator \(K\) and extended the Johnson-Schechtman inequalities in [Isr. J. Math. 145, 125--156 (2005; Zbl 1084.46020)]. In this paper, the authors replace the sequence of independent random variables with a radically more general case: an arbitrary sequence of noncommutative martingale differences. More precisely, disjointification inequalities of noncommutative martingale difference sequence are proved in an arbitrary symmetric operator space \(E(\mathcal{M})\) of a finite von Neumann algebra \(\mathcal{M}\).
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noncommutative martingales
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Johnson-Schechtman inequalities
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symmetric spaces
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\(\Phi\)-moment inequalities
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