Noncommutative fractional integrals

DOI10.4064/SM7989-1-2016MaRDI QIDQ3460244zbMATH OpenOpenAlexFDO

Authors Narcisse Randrianantoanina, Lian Wu

Publication date 6 January 2016

Published in Studia Mathematica (Search for Journal in Brave)

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

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)

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 $|I^{a}lphax{|}_{mathcal{H}_{1/(1-alpha)}(M)}leqmathrmc|x{|}_{mathcal{H}_1(M)}$.

Recommendations

• Interpolation between noncommutative martingale Hardy and BMO spaces: the case
• Non-commutative martingale transforms
• Pseudo-Localization of Singular Integrals and Noncommutative Littlewood–Paley Inequalities
• Noncommutative weak Orlicz spaces and martingale inequalities
• Fractional integrals and their commutators on martingale Orlicz spaces

Cites work

• scientific article; zbMATH DE number 3820471 (Why is no real title available?)
• scientific article; zbMATH DE number 14705 (Why is no real title available?)
• scientific article; zbMATH DE number 192914 (Why is no real title available?)
• scientific article; zbMATH DE number 3626044 (Why is no real title available?)
• scientific article; zbMATH DE number 2020163 (Why is no real title available?)
• A noncommutative version of the John-Nirenberg theorem
• Analytic functions with values in lattices and symmetric spaces of measurable operators
• Atomic decomposition and interpolation for Hardy spaces of noncommutative martingales
• Burkholder's inequalities in noncommutative Lorentz spaces
• Doobs inequality for non-commutative martingales
• GUNDY'S DECOMPOSITION FOR NON-COMMUTATIVE MARTINGALES AND APPLICATIONS
• Generalized s-numbers of \(\tau\)-measurable operators
• John-Nirenberg inequality and atomic decomposition for noncommutative martingales
• Non commutative Khintchine and Paley inequalities
• Non-commutative Banach function spaces
• Non-commutative martingale inequalities
• Non-commutative martingale transforms
• Noncommutative Boyd interpolation theorems
• Noncommutative Kothe Duality
• ON THE BEST CONSTANTS IN SOME NON-COMMUTATIVE MARTINGALE INEQUALITIES
• On the integrability of the martingale square function
• Weak-type interpolation for noncommutative maximal operators

Cited in

(9)

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

This page was built for publication: Noncommutative fractional integrals

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3460244)