A noncommutative martingale convexity inequality

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Publication:282487

DOI10.1214/14-AOP990zbMATH Open1345.46056arXiv1405.0431OpenAlexW3101621988MaRDI QIDQ282487FDOQ282487


Authors: Éric Ricard, Quanhua Xu Edit this on Wikidata


Publication date: 12 May 2016

Published in: The Annals of Probability (Search for Journal in Brave)

Abstract: Let mathcalM be a von Neumann algebra equipped with a faithful semifinite normal weight phi and mathcalN be a von Neumann subalgebra of mathcalM such that the restriction of phi to mathcalN is semifinite and such that mathcalN is invariant by the modular group of phi. Let mathcalE be the weight preserving conditional expectation from mathcalM onto mathcalN. We prove the following inequality: [|x|_p^2ge�igl |mathcal{E}(x)�igr|_p^2+(p-1)�igl|x-mathcal{E}(x)�igr|_p^2, qquad xin L_p(mathcal{M}),1<ple2,] which extends the celebrated Ball-Carlen-Lieb convexity inequality. As an application we show that there exists varepsilon0>0 such that for any free group mathbbFn and any qge4varepsilon0, [|P_t|_{2 o q}le1quadLeftrightarrowquad tgelog{sqrt{q-1}},] where (Pt) is the Poisson semigroup defined by the natural length function of mathbbFn.


Full work available at URL: https://arxiv.org/abs/1405.0431




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