Atomic blocks for noncommutative martingales

DOI10.1512/IUMJ.2016.65.5860zbMATH Open1435.60032arXiv1407.5451OpenAlexW2963380868MaRDI QIDQ2833076FDOQ2833076

Authors: Jose M. Conde-Alonso, Javier Parcet 

Publication date: 16 November 2016

Published in: Indiana University Mathematics Journal (Search for Journal in Brave)

Abstract: Given a probability space $(Omega,Sigma,mu)$, the Hardy space $mathrm{H}_1(Omega)$ which is associated to the martingale square function does not admit a classical atomic decomposition when the underlying filtration is not regular. In this paper we construct a decomposition of $mathrm{H}_1(Omega)$ into "atomic blocks"${\displaystyle }$ in the spirit of Tolsa, which we will introduce for martingales. We provide three proofs of this result. Only the first one also applies to noncommutative martingales, the main target of this paper. The other proofs emphasize alternative approaches for commutative martingales. One might be well-known to experts, using a weaker notion of atom and approximation by atomic filtrations. The last one adapts Tolsa's argument replacing medians by conditional medians.

Full work available at URL: https://arxiv.org/abs/1407.5451

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zbMATH Keywords

atomic decompositionHardy spacesnoncommutative martingaleconditional median

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) (H^p)-spaces (42B30) Martingales and classical analysis (60G46)

Cited In (9)

• Strong differential subordinates for noncommutative submartingales
• Atomic decompositions for noncommutative martingales
• Atomic decomposition and interpolation for Hardy spaces of noncommutative martingales
• Noncommutative martingale Hardy-Orlicz spaces: dualities and inequalities
• Inequalities for noncommutative differentially subordinate martingales
• Title not available (Why is that?)
• Nondoubling Calderón-Zygmund theory: a dyadic approach
• Dimension independent atomic decomposition for dyadic martingale \(\mathbb{H}^1\)
• Multiplication between elements in martingale Hardy spaces and their dual spaces

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