We prove a basic inequality involving anticommutators in noncommutative $L_p$-spaces. We use it to complete our study of the noncommutative Mazur maps from $L_p$ to $L_q$ showing that they are Lipschitz on balls when $0<q<p<\infty$.
We establish a noncommutative Blackwell--Ross inequality for supermartingales under a suitable condition which generalize Khan's works to the noncommutative setting. We then employ it to deduce an Azuma-type inequality.
We prove that for any (trace-preserving) conditional expectation $\mathcal E$ on a noncommutative $L_p$ with $p>2$, $Id-\mathcal E$ is a contraction on the positive cone $L_p^+$.
We establish an Azuma type inequality under a Lipshitz condition for martingales in the framework of noncommutative probability spaces and apply it to deduce a noncommutative Heoffding inequality as well as a noncommutative McDiarmid type inequality. We also provide a noncommutative Azuma inequality for noncommutative supermartingales in which instead of a fixed upper bound for the variance we assume that the variance is bounded above by a linear function of variables. We then employ it to deduce a noncommutative Bernstein inequality and an inequality involving $L_p$-norm of the sum of a marti…
In the spirit of Grothendieck's famous inequality from the theory of Banach spaces, we study a sequence of inequalities for the noncommutative Schwartz space, a Fréchet algebra of smooth operators. These hold in non-optimal form by a simple nuclearity argument. We obtain optimal versions and reformulate the inequalities in several different ways.
Classically, Jensen's Inequality asserts that if $X$ is a compact convex set, and $f:K\to \mathbb{R}$ is a convex function, then for any probability measure $μ$ on $K$, that $f(\text{bar}(μ))\le \int f\;dμ$, where $\text{bar}(μ)$ is the barycenter of $μ$. Recently, Davidson and Kennedy proved a noncommutative ("nc") version of Jensen's inequality that applies to nc convex functions, which take matrix values, with probability measures replaced by ucp maps. In the classical case, if $f$ is only a separately convex function, then $f$ still satisfies the Jensen inequality for any probability measu…
Normalized free semi-circular random variables satisfy an upper Khintchine inequality in $L_\infty$. We show that this implies the corresponding upper Khintchine inequality in any noncommutative Banach function space. As applications, we obtain a very simple proof of a well-known interpolation result for row and column operator spaces and, moreover, answer an open question on noncommutative moment inequalities concerning a paper by Bekjan and Chen.
We prove a deviation inequality for noncommutative martingales by extending Oliveira's argument for random matrices. By integration we obtain a Burkholder type inequality with satisfactory constant. Using continuous time, we establish noncommutative Poincaré type inequalities for "nice" semigroups with a positive curvature condition. These results allow us to prove a general deviation inequality and a noncommutative transportation inequality due to Bobkov and Götze in the commutative case. To demonstrate our setting is general enough, we give various examples, including certain group von Neuma…
Operator-valued multivariable Bohr type inequalities are obtained for: a class of noncommutative holomorphic functions, generalizing the analytic functions on the open unit disc; the noncommutative disc algebra and the noncommutative analytic Toeplitz algebra; a class of noncommutative selfadjoint harmonic functions, generalizing the real-valued harmonic functions on the open unit disc; Cuntz-Toeplitz algebras ; the reduced (resp.full) group C*-algebra of the free group with n generators; a class of analytic functions on the open unit ball of C^n. The classical Bohr inequality is shown to be a…
The main purpose of this paper is to establish a noncommutative analogue of the Efron--Stein inequality, which bounds the variance of a general function of some independent random variables. Moreover, we state an operator version including random matrices, which extends a result of D. Paulin et al. [Ann. Probab. 44 (2016), no. 5, 3431--3473]. Further, we state a Steele type inequality in the framework of noncommutative probability spaces.
In this paper, we study the John-Nirenberg inequality for BMO and the atomic decomposition for H1 of noncommutative martingales. We first establish a crude version of the column (resp. row) John-Nirenberg inequality for all 0 < p < \infty. By an extreme point property of Lp -space for 0 < p \leq 1, we then obtain a fine version of this in equality. The latter corresponds exactly to the classical John-Nirenberg inequality and enables us to obtain an exponential integrability inequality like in the classical case. These results extend and improve Junge and Musat's John-Nirenberg inequality. By d…
Let $\mathcal{M}$ be a von Neumann algebra equipped with a faithful semifinite normal weight $ϕ$ and $\mathcal{N}$ be a von Neumann subalgebra of $\mathcal{M}$ such that the restriction of $ϕ$ to $\mathcal{N}$ is semifinite and such that $\mathcal{N}$ is invariant by the modular group of $ϕ$. Let $\mathcal{E}$ be the weight preserving conditional expectation from $\mathcal{M}$ onto $\mathcal{N}$. We prove the following inequality: \[\|x\|_p^2\ge\bigl \|\mathcal{E}(x)\bigr\|_p^2+(p-1)\bigl\|x-\mathcal{E}(x)\bigr\|_p^2, \qquad x\in L_p(\mathcal{M}),1<p\le2,\] which extends the celebrated Ball-Ca…
We present a new, elementary proof of Boyd's interpolation theorem. Our approach naturally yields a noncommutative version of this result and even allows for the interpolation of certain operators on l^1-valued noncommutative symmetric spaces. By duality we may interpolate several well-known noncommutative maximal inequalities. In particular we obtain a version of Doob's maximal inequality and the dual Doob inequality for noncommutative symmetric spaces. We apply our results to prove the Burkholder-Davis-Gundy and Burkholder-Rosenthal inequalities for noncommutative martingales in these spaces…
Based on a maximal inequality type result of Cuculescu, we establish some noncommutative maximal inequalities such as Hajék--Penyi inequality and Etemadi inequality. In addition, we present a noncommutative Kolmogorov type inequality by showing that if $x_1, x_2, \ldots, x_n$ are successively independent self-adjoint random variables in a noncommutative probability space $(\mathfrak{M}, τ)$ such that $τ\left(x_k\right) = 0$ and $s_k s_{k-1} = s_{k-1} s_k$, where $s_k = \sum_{j=1}^k x_j$, then for any $λ> 0$ there exists a projection $e$ such that $$1 - \frac{(λ+ \max_{1 \leq k \leq n} \|x_k\|)…
We obtain new proofs with improved constants of the Khintchine-type inequality with matrix coefficients in two cases. The first case is the Pisier and Lust-Piquard noncommutative Khintchine inequality for $p=1$, where we obtain the sharp lower bound of $\frac1{\sqrt{2}}$ in the complex Gaussian case and for the sequence of functions $\{e^{i2^nt}\}_{n=1}^\infty$ . The second case is Junge's recent Khintchine-type inequality for subspaces of the operator space $R\oplus C$, which he used to construct a cb-embedding of the operator Hilbert space $OH$ into the predual of a hyperfinite factor. Also …
We prove a noncommutative version of the John-Nirenberg theorem for nontracial filtrations of von Neumann algebras. As an application, we obtain an analogue of the classical large deviation inequality for elements of the associated $BMO$ space.
This paper is devoted to the study of noncommutative weak Orlicz spaces and martingale inequalities. Marcinkiewicz interpolation theorem is extended to include noncommutative weak Orlicz spaces as interpolation classes. In particular, we prove the weak type $Φ$-moment Burkholder-Gundy inequality for noncommutative martingales through establishing a weak type $Φ$-moment noncommutative Khintchine's inequality for Rademacher's random variables.
This paper is devoted to the study of various maximal ergodic theorems in noncommutative $L_p$-spaces. In particular, we prove the noncommutative analogue of the classical Dunford-Schwartz maximal ergodic inequality for positive contractions on $L_p$ and the analogue of Stein's maximal inequality for symmetric positive contractions. We also obtain the corresponding individual ergodic theorems. We apply these results to a family of natural examples which frequently appear in theory of von Neumann algebras and in quantum probability.
We prove that the homogeneous functional calculus associated to $x\mapsto |x|^θ$ or $x\mapsto {\rm sgn}\, (x) |x|^θ$ for $0<θ<1$ is $θ$-Hölder on selfadjoint elements of noncommutative $L_p$-spaces for $0<p\leq\infty$ with values in $L_{p/θ}$. This extends an inequality of Birman, Koplienko and Solomjak also obtained by Ando.
In this paper we extend the Bernstein, Prohorov and Bennett inequalities to the noncommutative setting. In addition we provide an improved version of the noncommutative Rosenthal inequality, essentially due to Nagaev, Pinelis and Pinelis, Utev for commutative random variables. We also present new best constants in Rosenthal's inequality. Applying these results to random Fourier projections, we recover and elaborate on fundamental results from compressed sensing, due to Candes, Romberg and Tao.
We prove Kolmogorov's law of the iterated logarithm for noncommutative martingales. The commutative case was due to Stout. The key ingredient is an exponential inequality proved recently by Junge and the author.
This paper studies the $N$-tuple noncommutative Orlicz spaces $\bigoplus\limits_{j=1}^{n}L_{p,λ}^{(Φ_{j})}(\widetilde{\mathcal{M}},τ)$, where $L^{(Φ_{j})}(\widetilde{\mathcal{M}},τ)$ is noncommutative Orlicz spaces and $\widetilde{\mathcal{M}}$ is the $τ$-measurable operators. Based on the maximum principle, we give the Riesz-Thorin interpolation theorem on $\bigoplus\limits_{j=1}^{n}L_{p,λ}^{(Φ_{j})}(\widetilde{\mathcal{M}},τ)$ . As applications, the Clarkson inequality and some geometrical properties such as uniform convexity and unform smooth of noncommutative Orlicz space.
In this paper, we establish an extension of a noncommutative Bennett inequality with a parameter $1\leq r\leq2$ and use it together with some noncommutative techniques to establish a Rosenthal inequality. We also present a noncommutative Hoeffding inequality as follows: Let $(\mathfrak{M}, τ)$ be a noncommutative probability space, $\mathfrak{N}$ be a von Neumann subalgebra of $\mathfrak{M}$ with the corresponding conditional expectation $\mathcal{E}_{\mathfrak{N}}$ and let subalgebras $\mathfrak{N}\subseteq\mathfrak{A}_j\subseteq\mathfrak{M}\,\,(j=1, \cdots, n)$ be successively independent ov…
We present several operator extensions of the Chebyshev inequality for Hilbert space operators. The main version deals with the synchronous Hadamard property for Hilbert space operators. Among other inequalities, it is shown that if ${\mathfrak A}$ is a $C^*$-algebra, $T$ is a compact Hausdorff space equipped with a Radon measure $μ$ as a totaly order set, then \begin{align*} \int_{T} α(s) dμ(s)\int_{T}α(t)(A_t\circ B_t) dμ(t)\geq\Big{(}\int_{T}α(t) (A_tm_{r,α} B_t) dμ(t)\Big{)}\circ\Big{(}\int_{T}α(s) (A_sm_{r,1-α} B_s) dμ(s)\Big{)}, \end{align*} where $α\in[0,1]$, $r\in[-1,1]$ and $(A_t)_{t\…
We prove the operator space Grothendieck inequality for bilinear forms on subspaces of noncommutative $L_p$-spaces with $2<p<\infty$. One of our results states that given a map $u: E\to F^*$, where $E, F\subset L_p(M)$ ($2<p<\infty$, $M$ being a von Neumann algebra), $u$ is completely bounded iff $u$ factors through a direct sum of a $p$-column space and a $p$-row space. We also obtain several operator space versions of the classical little Grothendieck inequality for maps defined on a subspace of a noncommutative $L_p$-space ($2<p<\infty$) with values in a $q$-column space for every $q\in [p'…
In this work we undertake an extension of various aspects of the potential theory of Dirichlet forms from locally compact spaces to noncommutative C*-algebras with trace. In particular we introduce finite-energy states, potentials and multipliers of Dirichlet spaces. We prove several results among which the celebrated Deny's embedding theorem and the Deny's inequality, the fact that the carre' du champ of bounded potentials are finite-energy functionals and the relative supply of multipliers.
We prove the noncommutative Davis decomposition for the column Hardy space $\H_p^c$ for all $0<p\leq 1$. A new feature of our Davis decomposition is a simultaneous control of $\H_1^c$ and $\H_q^c$ norms for any noncommutative martingale in $\H_1^c \cap \H_q^c$ when $q\geq 2$. As applications, we show that the Burkholder/Rosenthal inequality holds for bounded martingales in a noncommutative symmetric space associated with a function space $E$ that is either an interpolation of the couple $(L_p, L_2)$ for some $1<p<2$ or is an interpolation of the couple $(L_2, L_q)$ for some $2<q<\infty$. We al…
We reprove an inequality for Rademacher series with coefficients in the Schatten class $S_1$. Our method yields the same estimate for coefficients after suitable gaps in $S_1$-valued trigonometric series; this was known for scalar-valued functions. A very similar method gives a new proof of the extension to $S_1$-valued $H^1$ functions of Paley's theorem about lacunary coefficients.
In this paper, we establish a noncommutative analogue of Calderón's transference principle, which allows us to deduce noncommutative ergodic maximal inequalities from the special case---operator-valued maximal inequalities. As applications, we deduce dimension-free estimates of noncommutative Wiener's maximal ergodic inequality and noncommutative Stein-Calderón's maximal ergodic inequality over Euclidean spaces. We also show the corresponding individual ergodic theorems. To show Wiener's pointwise ergodic theorem, we construct a dense subset on which pointwise convergence holds following a som…
We prove a weak-type (1, 1) inequality involving conditioned versions of square functions for martingales in noncommutative $L^p$-spaces associated with finite von Neumann algebras. As application, we determine the optimal orders for the best constants in the noncommutative Burkholder/Rosenthal inequalities from [Ann. Probab. 31 (2003) 948--995]. We also discuss BMO-norms of sums of noncommuting order-independent operators.
In noncommutative probability theory independence can be based on free products instead of tensor products. This yields a highly noncommutative theory: free probability . Here we show that the classical Shannon's entropy power inequality has a counterpart for the free analogue of entropy . The free entropy (introduced recently by the second named author), consistently with Boltzmann's formula $S=k\log W$, was defined via volumes of matricial microstates. Proving the free entropy power inequality naturally becomes a geometric question. Restricting the Minkowski sum of two sets means to specify …
Our first result is a noncommutative form of Jessen/Marcinkiewicz/Zygmund theorem for the maximal limit of multiparametric martingales or ergodic means. It implies bilateral almost uniform convergence with initial data in the expected Orlicz spaces. A key ingredient is the introduction of the $L_p$-norm of the $\limsup$ of a sequence of operators as a localized version of a $\ell_\infty/c_0$-valued $L_p$-space. In particular, our main result gives a strong $L_1$-estimate for the $\limsup$, as opposed to the usual weak $L_{1,\infty}$-estimate for the $\sup$. Let $\mathcal{L} \mathbf{F}_2$ denot…
We study the symmetrized noncommutative arithmetic geometric mean inequality introduced(AGM) by Recht and Ré $$ \|\frac{(n-d)!}{n!}\sum\limits_{ j_1,...,j_d \mbox{ different} }A_{j_{1}}^*A_{j_{2}}^*...A_{j_{d}}^*A_{j_{d}}...A_{j_{2}}A_{j_{1}} \| \leq C(d,n) \|\frac{1}{n} \sum_{j=1}^n A_j^*A_j\|^d .$$ Complementing the results from Recht and Ré, we find upper bounds for C(d,n) under additional assumptions. Moreover, using free probability, we show that $C(d, n) > 1$, thereby disproving the most optimistic conjecture from Recht and Ré.We also prove a deviation result for the symmetrized-AGM ineq…
We consider a non-canonical phase-space deformation of the Heisenberg-Weyl algebra that was recently introduced in the context of quantum cosmology. We prove the existence of minimal uncertainties for all pairs of non-commuting variables. We also show that the states which minimize each uncertainty inequality are ground states of certain positive operators. The algebra is shown to be stable and to violate the usual Heisenberg-Pauli-Weyl inequality for position and momentum. The techniques used are potentially interesting in the context of time-frequency analysis.
We prove several results about the best constants in the Hausdorff-Young inequality for noncommutative groups. In particular, we establish a sharp local central version for compact Lie groups, and extend known results for the Heisenberg group. In addition, we prove a universal lower bound to the best constant for general Lie groups.
We prove a version of Talagrand's concentration inequality for subordinated sub-Laplacian on a compact Riemannian manifold using tools from noncommutative geometry. As an application, motivated by quantum information theory, we show that on a finite dimensional matrix algebra the set of self-adjoint generators satisfying a tensor stable modified logarithmic Sobolev inequality is dense.
We prove a moment majorization principle for matrix-valued functions with domain $\{-1,1\}^{m}$, $m\in\mathbb{N}$. The principle is an inequality between higher-order moments of a non-commutative multilinear polynomial with different random matrix ensemble inputs, where each variable has small influence and the variables are instantiated independently. This technical result can be interpreted as a noncommutative generalization of one of the two inequalities of the seminal invariance principle of Mossel, O'Donnell and Oleszkiewicz. Applications to noncommutative noise stability and noncommutati…
In the line of previous work by Naor, we establish new forms of metric $\mathrm{X}_p$ inequalities in group algebras under very general assumptions. Our results' applicability goes beyond the previously known setting in two directions. In first place, we find continuous forms of the $\mathrm{X}_p$ inequality in the $n$-dimensional torus. Second, we consider transferred forms of the sharp scalar valued metric $\mathrm{X}_p$ inequality in the von Neumann algebra $\mathcal{L}(\mathrm{G})$ of a discrete group $\mathrm{G}$. As a byproduct of our results, some metric consequences and their relation …
Let $G$ be a countable discrete group with an orthogonal representation $α$ on a real Hilbert space $H$. We prove $L_p$ Poincaré inequalities for the group measure space $L_\infty(Ω_H,γ)\rtimes G$, where both the group action and the Gaussian measure space $(Ω_H, γ)$ are associated with the representation $α$. The idea of proof comes from Pisier's method on the boundedness of Riesz transform and Lust-Piquard's work on spin systems. Then we deduce a transportation type inequality from the $L_p$ Poincaré inequalities in the general noncommutative setting. This inequality is sharp up to a constan…