An inequality for p-orthogonal sums in non-commutative L_p

MaRDI QIDQ1593038zbMATH OpenFDO

Authors Gilles Pisier

Publication date 2 January 2002

Published in Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/9907063

zbMATH Keywords

martingale inequalitiesMöbius inversion formulavon Neumann algebra

Mathematics Subject Classification ID

Probability theory on algebraic and topological structures (60B99) Martingales and classical analysis (60G46) Generalizations of martingales (60G48)

Abstract: We give an alternate proof of one of the inequalities proved recently for martingales (=sums of martingale differences) in a non-commutative $L_p$-space, with $1<p<infty$, by Q. Xu and the author. This new approach is restricted to $p$ an even integer, but it yields a constant which is $O(p)$ when $poinfty$ and it applies to a much more general kind of sums which we call $p$-orthogonal.

Review text

Burkholder-Gundy inequalities between the \(L^p\)-norm of a martingale and its square function are well known. The paper under review deals with non-commutative \(L^p\)-spaces associated with a von Neumann algebra equippped with a standard trace \(\tau\). In this setting, \(p\)-orthogonal sums are defined when \(p\) is an even integer. It is proved that the \(L^p(\tau)\)-norm of the sum of a \(p\)-orthogonal family is bounded above by the \(L^p(\tau)\)-norm of a kind of square function associated with the family; the constant is \(O(p)\) as \(p\) goes to infinity. The usual tools from martingale theory are no more available, and the proof relies on the Möbius inversion formula for the lattice of \(p\)-partitions of a \(p\)-elements set. Applications to harmonic analysis and tensor products of Banach spaces are displayed at the end of the paper.

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Cited in

(12)

• Noncommutative Burkholder/Rosenthal inequalities
• The norm of sums of independent noncommutative random variables in \(L_{p}(\ell_1)\)
• Non-commutative martingale transforms
• Generalized \(q\)-Gaussian von Neumann algebras with coefficients. I. Relative strong solidity
• A reduction method for noncommutative 𝐿_{𝑝}-spaces and applications
• Rademacher inequalities with applications
• Multi-indexed p-orthogonal sums in non-commutative Lebesgue spaces
• Grothendieck’s Theorem, past and present
• Random vectors satisfying Khinchine–Kahane type inequalities for linear and quadratic forms
• Ultraproduct methods for mixed \(q\)-Gaussian algebras
• Some classification results for generalized q-Gaussian von Neumann algebras
• Cumulants in noncommutative probability theory. IV: Noncrossing cumulants: de Finetti's theorem and \(L^{p}\)-inequalities

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