Noncommutative fractional integrals

DOI10.4064/SM7989-1-2016zbMATH Open1345.46057arXiv1501.06016OpenAlexW2963353494MaRDI QIDQ3460244FDOQ3460244

Authors: Narcisse Randrianantoanina, Lian Wu 

Publication date: 6 January 2016

Published in: Studia Mathematica (Search for Journal in Brave)

Abstract: Let $M$ be a hyperfinite finite von Nemann algebra and $(M_k{)}_{kgeq1}$ be an increasing filtration of finite dimensional von Neumann subalgebras of $M$. We investigate abstract fractional integrals associated to the filtration $(M_k{)}_{kgeq1}$. For a finite noncommutative martingale $x=(x_k{)}_{1leqkleqn}subseteq{L}_1(M)$ adapted to $(M_k{)}_{kgeq1}$ and $0<alpha<1$, the fractional integral of $x$ of order $alpha$ is defined by setting: ${\displaystyle }$I^alpha x = sum_{k=1}^n zeta_k^{alpha} dx_k${\displaystyle }$ for an appropriate sequence of scalars $(zet{a}_k{)}_{kgeq1}$. For the case of noncommutative dyadic martingale in $L_1(R)$ where $R$ is the type ${mII}_1$ hyperfinite factor equipped with its natural increasing filtration, $zet{a}_k=2^{-k}$ for $kgeq1$. We prove that $I^{a}lpha$ is of weak-type $(1,1/(1-alpha))$. More precisely, there is a constant $mathrmc$ depending only on $alpha$ such that if $x=(x_k{)}_{kgeq1}$ is a finite noncommutative martingale in $L_1(M)$ then [|I^alpha x|_{L_{1/(1-alpha),infty}(mathcal{M})}leq {mathrm c}|x|_{L_1(M)}.] We also obtain that $I^{a}lpha$ is bounded from $L_p(M)$ into $L_q(M)$ where $1<p<q<infty$ and $alpha=1/p-1/q$, thus providing a noncommutative analogue of a classical result. Furthermore, we investigate the corresponding result for noncommutative martingale Hardy spaces. Namely, there is a constant $mathrmc$ depending only on $alpha$ such that if $x=(x_k{)}_{kgeq1}$ is a finite noncommutative martingale in the martingale Hardy space $mathcal{H}_1(M)$ then $|I^{a}lphax{|}_{mathcal{H}_{1/(1-alpha)}(M)}leqmathrmc|x{|}_{mathcal{H}_1(M)}$.

Full work available at URL: https://arxiv.org/abs/1501.06016

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zbMATH Keywords

fractional integralsmartingale transformsnoncommutative probabilitynoncommutative martingale Hardy spaces

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Generalizations of martingales (60G48) Noncommutative function spaces (46L52) Norms (inequalities, more than one norm, etc.) of linear operators (47A30) Noncommutative probability and statistics (46L53)

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Cited In (9)

• Maximal inequalities of noncommutative martingale transforms
• Atomic decompositions for noncommutative martingales
• Non-commutative double-sided continued fractions
• The structure of the fractional powers of the noncommutative Fourier law
• Endpoint estimates of positive operators in a filtered measure space
• Complex interpolation and non-commutative integration
• Fractional powers on noncommutative \(L_{p}\) for \(p < 1\)
• Products and commutators of martingales in \(H_1\) and BMO
• Noncommutative Cauchy integral formula

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