Interpolation and -moment inequalities of noncommutative martingales

DOI10.1007/S00440-010-0319-2zbMATH Open1244.46029arXiv1002.3670OpenAlexW2040617535MaRDI QIDQ664337FDOQ664337

Authors: N. Bekjan Turdebek, Zeqian Chen 

Publication date: 1 March 2012

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Abstract: This paper is devoted to the study of $Phi$-moment inequalities for noncommutative martingales. In particular, we prove the noncommutative $Phi$-moment analogues of martingale transformations, Stein's inequalities, Khintchine's inequalities for Rademacher's random variables, and Burkholder-Gundy's inequalities. The key ingredient is a noncommutative version of Marcinkiewicz type interpolation theorem for Orlicz spaces which we establish in this paper.

Full work available at URL: https://arxiv.org/abs/1002.3670

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zbMATH Keywords

interpolationnoncommutative martingale\(\Phi\)-moment martingale inequality\(\tau\)-measurable operatorsnoncommutative Orlicz space

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Noncommutative function spaces (46L52) Noncommutative probability and statistics (46L53)

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Cited In (33)

• Square functions for noncommutative differentially subordinate martingales
• \(\Phi\)-moment inequalities for noncommutative differentially subordinate martingales
• On noncommutative distributional Khintchine type inequalities
• Noncommutative Burkholder/Rosenthal inequalities associated with convex functions
• Atomic decompositions and asymmetric Doob inequalities in noncommutative symmetric spaces
• Maximal inequalities in noncommutative probability spaces
• \(\Phi\)-inequalities of noncommutative martingales
• \(\Phi\)-moment inequalities for independent and freely independent random variables
• Extensions of Nazarov-Podkorytov lemma in non-commutative spaces of \(\tau\)-measurable operators
• Some new \(\Phi \)-moment martingale inequalities associated with concave functions
• Johnson-Schechtman and Khintchine inequalities in noncommutative probability theory
• Noncommutative maximal inequalities associated with convex functions
• An interpolation theorem for quasimartingales in noncommutative symmetric spaces
• Noncommutative Davis type decompositions and applications
• Quasi-martingale inequalities in noncommutative symmetric spaces
• Noncommutative Burkholder/Rosenthal inequalities with maximal diagonals
• Distributional inequalities for noncommutative martingales
• Non-commutative analogues of weak compactness criteria in symmetric spaces
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• Convergence of weighted averages of noncommutative martingales
• Hardy-Littlewood inequalities on compact quantum groups of Kac type
• P. Jones’ interpolation theorem for noncommutative martingale Hardy spaces

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