ON THE BEST CONSTANTS IN SOME NON-COMMUTATIVE MARTINGALE INEQUALITIES (Q4676396)

The authors discuss the non-commutative version of three inequalities for martingales, which are important in the commutative case as well, namely, the Doob maximal inequality, the Burkholder--Gundy inequality (and the related martingale transform inequality in \(L_p\)), and the Stein inequality. All of these inequalities were proved for the non-commutative case before, see \textit{G.~Pisier} and \textit{Q.~Xu} [Commun.\ Math.\ Phys.\ 189, No.~3, 667--698 (1997; Zbl 0898.46056)] and \textit{M.~Junge} [J.\ Reine Angew.\ Math.\ 549, 149--190 (2002; Zbl 1004.46043)]. In the present paper, the authors derive optimal orders of the constants involved in all of these inequalities. The only problem left open was settled recently by \textit{N.~Randrianantoanina} [Proc.\ Lond.\ Math.\ Soc., III.\ Ser.\ 91, No.~2, 509--544 (2005; Zbl 1091.46040)]. As in the commutative case, these optimal orders provide important additional insights. It turns out that the optimal orders are either the same as in the commutative case or are the square of the optimal orders of their commutative counterparts (see Theorem 8). As a by-product, the authors show that, contrary to the commutative case, the two definitions of the Hardy spaces, either by the square function or by the maximal function, do not coincide in the non-commutative setting.