Interpolation and -moment inequalities of noncommutative martingales
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Interpolation and \(\Phi \)-moment inequalities of noncommutative martingales
Interpolation and \(\Phi \)-moment inequalities of noncommutative martingales
Abstract: This paper is devoted to the study of -moment inequalities for noncommutative martingales. In particular, we prove the noncommutative -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.
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(32)- Square functions for noncommutative differentially subordinate martingales
- \(\Phi\)-moment inequalities for noncommutative differentially subordinate martingales
- Noncommutative Burkholder/Rosenthal inequalities associated with convex functions
- On noncommutative distributional Khintchine type inequalities
- Atomic decompositions and asymmetric Doob inequalities in noncommutative symmetric spaces
- \(\Phi\)-inequalities of noncommutative martingales
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- -moment inequalities for independent and freely independent random variables
- Some new \(\Phi \)-moment martingale inequalities associated with concave functions
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- Interpolation and the John-Nirenberg inequality on symmetric spaces of noncommutative martingales
- P. Jones’ interpolation theorem for noncommutative martingale Hardy spaces
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