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arXiv math/0206062math.OA
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非交换鞅的Doob不等式

Doob's inequality for non-commutative martingales

M. Junge

摘要:

设$1\le p<\8$和$(x_n)_{\nen}$是非交换$L_p$空间中的正元素序列,$(E_n)_{\nen}$是条件期望的增序列,则\sum_n E_n(x_n)的$L_p$范数可以用c_p乘以\sum_n x_n的$L_p$范数来估计.这个不等式是由Burkholder,Davis和Gundy在交换情况下提出的。利用对偶性,得到了$1<p\le \8$的Doob极大不等式的一个形式.

英文摘要:

Let $1\le p<\8$ and $(x_n)_{\nen}$ be a sequence of positive elements in a non-commutative $L_p$ space and $(E_n)_{\nen}$ be an increasing sequence of conditional expectations, then the $L_p$ norm of \sum_n E_n(x_n) can be estimated by c_p times the $L_p$ norm of \sum_n x_n. This inequality is due to Burkholder, Davis and Gundy in the commutative case. By duality, we obtain a version of Doob's maximal inequality for $1<p\le \8$.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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