GUNDY'S DECOMPOSITION FOR NON-COMMUTATIVE MARTINGALES AND APPLICATIONS
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Publication:5481493
DOI10.1017/S0024611506015863zbMATH Open1119.46049arXivmath/0411296OpenAlexW1975420449MaRDI QIDQ5481493FDOQ5481493
Authors: Javier Parcet, Narcisse Randrianantoanina 
Publication date: 10 August 2006
Published in: Proceedings of the London Mathematical Society (Search for Journal in Brave)
Abstract: We provide an analogue of Gundy's decomposition for L1-bounded non-commutative martingales. An important difference from the classical case is that for any L1-bounded non-commutative martingale, the decomposition consists of four martingales. This is strongly related with the row/column nature of non-commutative Hardy spaces of martingales. As applications, we obtain simpler proofs of the weak type (1,1) boundedness for non-commutative martingale transforms and the non-commutative analogue of Burkholder's weak type inequality for square functions. A sequence (x_n) in a normed space X is called 2-co-lacunary if there exists a bounded linear map from the closed linear span of (x_n) to l2 taking each x_n to the n-th vector basis of l2. We prove (using our decomposition) that any relatively weakly compact martingale difference sequence in L1(M, au) whose sequence of norms is bounded away from zero is 2-co-lacunary, generalizing a result of Aldous and Fremlin to non-commutative L1-spaces.
Full work available at URL: https://arxiv.org/abs/math/0411296
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Martingales with discrete parameter (60G42) Noncommutative probability and statistics (46L53) Noncommutative measure and integration (46L51)
Cited In (39)
- Maximal inequalities of noncommutative martingale transforms
- Strong differential subordinates for noncommutative submartingales
- Square functions for noncommutative differentially subordinate martingales
- Weak type estimates for the noncommutative Vilenkin-Fourier series
- Noncommutative Burkholder/Rosenthal inequalities associated with convex functions
- 2-co-lacunary sequences in noncommutative symmetric Banach spaces
- \(\ell_2\)-strictly singular operators on the predual of a hyperfinite von Neumann algebra
- Atomic decompositions for noncommutative martingales
- Conditioned square functions for noncommutative martingales
- Atomic decomposition and interpolation for Hardy spaces of noncommutative martingales
- Convergence and Gundy’s decomposition for noncommutative quasi-martingales
- Harmonic analysis on quantum tori
- On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions
- Noncommutative maximal inequalities associated with convex functions
- P. Jones' interpolation theorem for noncommutative martingale Hardy spaces. II
- Spectral multipliers in group algebras and noncommutative Calderón-Zygmund theory
- Interpolation and \(\Phi \)-moment inequalities of noncommutative martingales
- Noncommutative Burkholder/Rosenthal inequalities with maximal diagonals
- Inequalities for noncommutative weakly dominated martingales and applications
- Distributional inequalities for noncommutative martingales
- Pseudo-localization of singular integrals and noncommutative Calderón-Zygmund theory
- Noncommutative Burkholder/Rosenthal inequalities. II: Applications
- A noncommutative Freedman inequality
- Inequalities for noncommutative differentially subordinate martingales
- A weak type inequality for non-commutative martingales and applications
- John-Nirenberg inequality and atomic decomposition for noncommutative martingales
- Noncommutative fractional integrals
- Maximal singular integral operators acting on noncommutative \(L_p\)-spaces
- Rosenthal type inequalities for free chaos
- Weak type inequality for noncommutative differentially subordinated martingales
- Martingale inequalities in noncommutative symmetric spaces
- Weak type estimates associated to Burkholder's martingale inequality
- Interpolation and the John-Nirenberg inequality on symmetric spaces of noncommutative martingales
- Sobolev, Besov and Triebel-Lizorkin spaces on quantum tori
- A reduction method for noncommutative 𝐿_{𝑝}-spaces and applications
- P. Jones’ interpolation theorem for noncommutative martingale Hardy spaces
- John-Nirenberg inequalities for noncommutative column BMO and Lipschitz martingales
- Characterizations of operator-valued Hardy spaces and applications to harmonic analysis on quantum tori
- Operator-valued Triebel-Lizorkin spaces
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