Interpolation between noncommutative martingale Hardy and BMO spaces: the case 0

DOI10.4153/S0008414X21000419MaRDI QIDQ6375191arXivFDO

Publication date 13 August 2021

Sums of independent random variables; random walks (60G50) Noncommutative function spaces (46L52) Interpolation between normed linear spaces (46B70) Noncommutative probability and statistics (46L53) Not locally convex spaces (metrizable topological linear spaces, locally bounded spaces, quasi-Banach spaces, etc.) (46A16) Spaces defined by inductive or projective limits (LB, LF, etc.) (46A13)

Abstract: Let

m a t h c a l M

be a semifinite von Nemann algebra equipped with an increasing filtration

(m a t h c a l M_{n})_{n g e q 1}

of (semifinite) von Neumann subalgebras of

m a t h c a l M

. For

0 < p < i n f t y

, let

m a t h s f h_{p}^{c} (m a t h c a l M)

denote the noncommutative column conditioned martingale Hardy space and

denote the column lqlq little q q martingale BMO space associated with the filtration

(m a t h c a l M_{n})_{n g e q 1}

. We prove the following real interpolation identity: if

0 < p < i n f t y

and

0 < h e t a < 1

, then for

1 / r = (1 - h e t a) / p

, [ �ig(mathsf{h}_p^c(mathcal{M}), �mo^c(mathcal{M})�ig)_{ heta, r}=mathsf{h}_{r}^c(mathcal{M}), ] with equivalent quasi norms. For the case of complex interpolation, we obtain that if

0 < p < q < i n f t y

and

0 < h e t a < 1

, then for

1 / r = (1 - h e t a) / p + h e t a / q

, [ �ig[mathsf{h}_p^c(mathcal{M}), mathsf{h}_q^c(mathcal{M})�ig]_{ heta}=mathsf{h}_{r}^c(mathcal{M}) ] with equivalent quasi norms. These extend previously known results from

p g e q 1

to the full range

0 < p < i n f t y

. Other related spaces such as spaces of adapted sequences and Junge's noncommutative conditioned

L_{p}

-spaces are also shown to form interpolation scale for the full range

0 < p < i n f t y

when either the real method or the complex method is used. Our method of proof is based on a new algebraic atomic decomposition for Orlicz space version of Junge's noncommutative conditioned

L_{p}

-spaces. We apply these results to derive various inequalities for martingales in noncommutative symmetric quasi-Banach spaces.

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