Non-commutative martingale transforms

DOI10.1006/JFAN.2002.3952MaRDI QIDQ1849082zbMATH OpenOpenAlexFDO

Authors Narcisse Randrianantoanina

Publication date 28 November 2002

Published in Journal of Functional Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0111264

zbMATH Keywords

von Neumann algebrasmartingale transforms

Mathematics Subject Classification ID

General theory of von Neumann algebras (46L10) Noncommutative probability and statistics (46L53)

Abstract: We prove that non-commutative martingale transforms are of weak type $(1,1)$. More precisely, there is an absolute constant $C$ such that if $M$ is a semi-finite von Neumann algebra and $(M_n{)}_{n=1}^{i}nfty$ is an increasing filtration of von Neumann subalgebras of $M$ then for any non-commutative martingale $x=(x_n{)}_{n=1}^{i}nfty$ in $L^1(M)$, adapted to $(M_n{)}_{n=1}^{i}nfty$, and any sequence of signs $(epsilo{n}_n{)}_{n=1}^{i}nfty$, ${\displaystyle }$leftVert epsilon_1 x_1 + sum_{n=2}^N epsilon_n(x_n -x_{n-1}) ightVert_{1,infty} leq C leftVert x_N ightVert_1 ${\displaystyle }$ for $Ngeq2$. This generalizes a result of Burkholder from classical martingale theory to non-commutative setting and answers positively a question of Pisier and Xu. As applications, we get the optimal order of the UMD-constants of the Schatten class $S^p$ when $poinfty$. Similarly, we prove that the UMD-constant of the finite dimensional Schatten class $S_n^1$ is of order $log(n+1)$. We also discuss the Pisier-Xu non-commutative Burkholder-Gundy inequalities.

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