GUNDY'S DECOMPOSITION FOR NON-COMMUTATIVE MARTINGALES AND APPLICATIONS

DOI10.1017/S0024611506015863MaRDI QIDQ5481493zbMATH OpenOpenAlexFDO

Authors Javier Parcet, Narcisse Randrianantoanina

Publication date 10 August 2006

Published in Proceedings of the London Mathematical Society (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0411296

zbMATH Keywords

noncommutative martingaleGundy's decomposition

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Noncommutative probability and statistics (46L53) Noncommutative measure and integration (46L51)

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.

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Cited in

(39)

• Operator-valued Triebel-Lizorkin spaces
• Characterizations of operator-valued Hardy spaces and applications to harmonic analysis on quantum tori
• Strong differential subordinates for noncommutative submartingales
• Maximal inequalities of noncommutative martingale transforms
• Square functions for noncommutative differentially subordinate martingales
• Weak type estimates for the noncommutative Vilenkin-Fourier series
• Noncommutative Burkholder/Rosenthal inequalities associated with convex functions
• Atomic decompositions for noncommutative martingales
• 2-co-lacunary sequences in noncommutative symmetric Banach spaces
• \(\ell_2\)-strictly singular operators on the predual of a hyperfinite von Neumann algebra
• Conditioned square functions for noncommutative martingales
• Atomic decomposition and interpolation for Hardy spaces of noncommutative martingales
• Harmonic analysis on quantum tori
• Convergence and Gundy’s decomposition for noncommutative quasi-martingales
• On the martingale decompositions of Gundy, Meyer, and Yoeurp in infinite dimensions
• Noncommutative maximal inequalities associated with convex functions
• Spectral multipliers in group algebras and noncommutative Calderón-Zygmund theory
• Interpolation and \(\Phi \)-moment inequalities of noncommutative martingales
• P. Jones' interpolation theorem for noncommutative martingale Hardy spaces. II
• 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
• John-Nirenberg inequality and atomic decomposition for noncommutative martingales
• A weak type inequality for non-commutative martingales and applications
• Noncommutative fractional integrals
• Rosenthal type inequalities for free chaos
• Maximal singular integral operators acting on noncommutative \(L_p\)-spaces
• Weak type inequality for noncommutative differentially subordinated martingales
• Weak type estimates associated to Burkholder's martingale inequality
• Martingale inequalities in noncommutative symmetric spaces
• Sobolev, Besov and Triebel-Lizorkin spaces on quantum tori
• Interpolation and the John-Nirenberg inequality on symmetric spaces of noncommutative martingales
• 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

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