Square functions for noncommutative differentially subordinate martingales

DOI10.1007/S00220-019-03391-XMaRDI QIDQ2304965zbMATH OpenOpenAlexWikidataFDO

Authors Yong Jiao, Narcisse Randrianantoanina, Lian Wu, Dejian Zhou

Publication date 9 March 2020

Published in Communications in Mathematical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1901.08752

zbMATH Keywords

noncommutative martingalesnoncommutative Burkholder-Gundy inequalitiesnoncommutative Burkholder-Rosenthal inequalities

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Noncommutative probability and statistics (46L53) Martingales and classical analysis (60G46)

Abstract: We prove inequalities involving noncommutative differentially subordinate martingales. More precisely, we prove that if $x$ is a self-adjoint noncommutative martingale and $y$ is weakly differentially subordinate to $x$ then $y$ admits a decomposition $dy=a+b+c$ (resp. $dy=z+w$) where $a$, $b$, and $c$ are adapted sequences (resp. $z$ and $w$ are martingale difference sequences) such that: ${\displaystyle }$ Big| (a_n)_{ngeq 1}Big|_{L_{1,infty}({mathcal M}overline{otimes}ell_infty)} +Big| Big(sum_{ngeq 1} mathcal{E}_{n-1}|b_n|^2 Big)^{{1}/{2}}Big|_{1, infty} + Big| Big(sum_{ngeq 1} mathcal{E}_{n-1}|c_n^*|^2 Big)^{{1}/{2}}Big|_{1, infty} leq C�ig| x �ig|_1 ${\displaystyle }$ (resp. ${\displaystyle }$ Big| Big(sum_{ngeq1} |z_n|^2 Big)^{{1}/{2}}Big|_{1, infty} + Big| Big(sum_{ngeq 1} |w_n^*|^2 Big)^{{1}/{2}}Big|_{1, infty} leq C�ig| x �ig|_1). ${\displaystyle }$ We also prove strong-type $(p,p)$ versions of the above weak-type results for $1<p<2$. In order to provide more insights into the interactions between noncommutative differential subordinations and martingale Hardy spaces when $1leqp<2$, we also provide several martingale inequalities with sharp constants which are new and of independent interest. As a byproduct of our approach, we obtain new and constructive proofs of both the noncommutative Burkholder-Gundy inequalities and the noncommutative Burkholder/Rosenthal inequalities for $1<p<2$ with the optimal order of the constants when $po1$.

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Cited in

(21)

• A noncommutative weak type \((1,1)\) estimate for a square function from ergodic theory
• Square function inequalities for non-commutative martingales
• Strong differential subordinates for noncommutative submartingales
• \(\Phi\)-moment inequalities for noncommutative differentially subordinate martingales
• Atomic decompositions for noncommutative martingales
• Conditioned square functions for noncommutative martingales
• Weak type estimate for the partial sums of Noncommutative Vilenkin-Fourier series
• Noncommutative Burkholder/Rosenthal inequalities with maximal diagonals
• Inequalities for noncommutative weakly dominated martingales and applications
• Distributional inequalities for noncommutative martingales
• ON THE BEST CONSTANTS IN SOME NON-COMMUTATIVE MARTINGALE INEQUALITIES
• Pseudo-Localization of Singular Integrals and Noncommutative Littlewood–Paley Inequalities
• Noncommutative martingale Hardy-Orlicz spaces: dualities and inequalities
• The sharp weighted maximal inequalities for noncommutative martingales
• Inequalities for noncommutative differentially subordinate martingales
• A weak type inequality for non-commutative martingales and applications
• Interpolation between noncommutative martingale Hardy and BMO spaces: the case
• GUNDY'S DECOMPOSITION FOR NON-COMMUTATIVE MARTINGALES AND APPLICATIONS
• Mapping properties of operator-valued Bergman projections
• P. Jones’ interpolation theorem for noncommutative martingale Hardy spaces
• John-Nirenberg inequalities for noncommutative column BMO and Lipschitz martingales

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