Operator martingale decompositions and the Radon-Nikodým property in Banach spaces

DOI10.1016/J.JMAA.2009.08.054MaRDI QIDQ1046490zbMATH OpenOpenAlexFDO

Authors Valeria Marraffa, Coenraad C. A. Labuschagne

Publication date 22 December 2009

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmaa.2009.08.054

zbMATH Keywords

Banach lattice martingale Radon-Nikodým property uniform amart

Mathematics Subject Classification ID

Radon-Nikodým, Kre?n-Milman and related properties (46B22) Banach lattices (46B42)

Review text

For a Banach lattice \(E\) and a BL-filtration \((T_i)\) on \(E\), write \({\mathcal B}(E,T_i)\) for the set of submartingales \((s_i,T_i)\) on \(E\) such that \(\sup_i\|s_i^+\|<\infty\) and \(\sup\|m_i^-\|<\infty\), where \(s_i=m_i+U_i\) is the unique Doob decomposition of \((s_i,T_i)\) into a martingale \((m_i,T_i)\) and an increasing sequence \(U_i\), \(U_i\geq 0\). Let \[ {\mathcal B}_{\text{nc}}(E,T_i)=\{(s_i,T_i)\in {\mathcal B}(E,T_i): (s_i): \text{converges in norm in } E\}. \] Finally, denote by \(\widetilde{\otimes}_l\) the Chaney-Schaefer \(l\)-tensor product. The main result in Section 3 is that a Banach lattice \(F\) has the RNP if and only if \[ {\mathcal B}(E\widetilde{\otimes}_l F,T_i \widetilde{\otimes}_l \text{id}_F)={\mathcal B}_{\text{nc}}(E\widetilde{\otimes}_l F,T_i \widetilde{\otimes}_l \text{id}_F) \] for all separable reflexive Banach lattices \(E\) and all complemented, quasi-interior preserving BL-filtrations \((T_i)\) on \(E\). In Section 4, an operator version of Doob's stopping theorem is proved. This is used to prove Riesz decomposition of uniform amarts of maps in Section 5 and then to give a description of the RNP of Banach spaces \(Y\) in terms of uniform amarts. More precisely, let \[ {\mathcal U}(Y,T_i)= \Big\{(f_i,T_i):\text{is a uniform amart in Y with}:\sup_i\|f_i\|<\infty\Big\} \] and let the subscript \(_{\text{nc}}\) mean that \((f_i)\) is norm-convergent. Now, \(Y\) has the RNP if and only if \({\mathcal U}(E\widetilde{\otimes}_l Y,T_i \widetilde{\otimes} \text{id}_Y)={\mathcal U}_{\text{nc}}(E\widetilde{\otimes}_l Y,T_i \widetilde{\otimes}_l \text{id}_Y)\) for all separable reflexive Banach lattices \(E\) and all complemented, quasi-interior preserving BL-filtrations \((T_i)\) on \(E\).

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