Gundy's decomposition for non-commutative martingales and applications

Kolmogorov's law of the iterated logarithm for noncommutative martingales

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.

Theory of H_p-spaces for continuous filtrations in von Neumann algebras

We introduce Hardy spaces for martingales with respect to continuous filtration for von Neumann algebras. In particular we prove the analogues of the Burkholder/Gundy and Burkholder/Rosenthal inequalities in this setting. The usual arguments using stopping times in the commutative case are replaced by tools from noncommutative function theory and allow us to obtain the analogue of the Feffermann-Stein duality and prove a noncommutative Davis decomposition.

A weak-type inequality for non-commutative martingales and applications

We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds: there exists an absolute constant $K>0$ such that if $\cal{M}$ is a semi-finite von Neumann algebra and $(\cal{M}_n)^{\infty}_{n=1}$ is an increasing filtration of von Neumann subalgebras of $\cal{M}$ then for any given martingale $x=(x_n)^{\infty}_{n=1}$ that is bounded in $L^2(\cal{M})\cap L^1(\cal{M})$, adapted to $(\cal{M}_n)^{\infty}_{n=1}$, there exist…

An inequality for p-orthogonal sums in non-commutative ${\bf L_p}$

We give an alternate proof of one of the inequalities proved recently for martingales (=sums of martingale differences) in a non-commutative $L_p$-space, with $1<p<\infty$, by Q. Xu and the author. This new approach is restricted to $p$ an even integer, but it yields a constant which is $O(p)$ when $p\to \infty$ and it applies to a much more general kind of sums which we call $p$-orthogonal.

Martingale inequalities and Operator space structures on $L_p$

We describe a new operator space structure on $L_p$ when $p$ is an even integer and compare it with the one introduced in our previous work using complex interpolation. For the new structure, the Khintchine inequalities and Burkholder's martingale inequalities have a very natural form:\ the span of the Rademacher functions is completely isomorphic to the operator Hilbert space $OH$, and the square function of a martingale difference sequence $d_n$ is $Σ\ d_n\otimes \bar d_n$. Various inequalities from harmonic analysis are also considered in the same operator valued framework. Moreover, the ne…

Operator Valued Hardy Spaces

We give a systematic study on the Hardy spaces of functions with values in the non-commutative $L^p$-spaces associated with a semifinite von Neumann algebra ${\cal}M.$ This is motivated by the works on matrix valued Harmonic Analysis (operator weighted norm inequalities, operator Hilbert transform), and on the other hand, by the recent development on the non-commutative martingale inequalities. Our non-commutative Hardy spaces are defined by the non-commutative Lusin integral function.

非交换平方函数的加权弱(1,1)估计

Weighted weak $(1,1)$ estimate for non-commutative square function

该研究在非交换框架下探讨与球平均差分、鞅关联的平方函数的加权弱(1,1)不等式，拓展了已有非交换平方函数估计结果的加权情形。

Multi-indexed p-orthogonal sums in non-commutative Lebesgue spaces

In this paper we extend a recent Pisier's inequality for p-orthogonal sums in non-commutative Lebesgue spaces. To that purpose, we generalize the notion of p-orthogonality to the class of multi-indexed families of operators. This kind of families appear naturally in certain non-commutative Khintchine type inequalities associated with free groups. Other p-orthogonal families are given by the homogeneous operator-valued polynomials in the Rademacher variables or the multi-indexed martingale difference sequences. As in Pisier's result, our tools are mainly combinatorial.

非交换 $L^{p}$ 空间与Grassmann随机分析

Non-commutative $L^{p}$ spaces and Grassmann stochastic analysis

本文提出非迹情形的非交换 $L^{p}$ 空间理论，发展Grassmann值随机分析，并用于构造无界随机变量及 $\Phi^{4}_{2}$ 量子场论的Grassmann类比和奇异SPDE弱解。

重新审视非交换极大函数的 Marcinkiewicz 定理

Revisiting the Marcinkiewicz theorem for non commutative maximal functions

本文给出了非交换极大函数与正映射的 Marcinkiewicz 插值定理的替代证明并加以细化，为 $L_p$ 鞅极大函数提供了常数损失极小的替代品，并针对非正映射通过弱化极大范数获得了插值结果。

Sum of Free Variables in Fully Symmetric Spaces

We give a method to obtain, from Voiculescu's inequality, norm estimates for sums of free variables with amalgamation in general fully symmetric spaces. We use these estimates to interpolate the Burkholder inequalities for non commutative martingales. The method is also applicable to other similar settings. In that spirit, we improve known results on the non commutative Johnson-Schechtman inequalities and recover Khintchine inequalities associated to free groups.

关于平方函数的极值不等式及与群度量测度空间相关的定量平均遍历定理

Maximal inequalities for square functions and quantitative mean ergodic theorems associated to group metric measure spaces

本文研究了群度量测度空间中非交换平方函数的极值不等式，并通过这些不等式证明了与群结构相关的定量平均遍历定理。

Survey on a quantum stochastic extension of Stone's Theorem

From Kümmerer's investigations on stationary Markov processes has emerged an operator algebraic definition of white noises which captures many examples from classical as well as from non-commutative probability. Within non-commutative $L^p$-spaces associated to a white noise, the role of (non-)commutative Lévy processes is played by additive cocycles for the white noise shift, and moreover, the notion for exponentials of classical Lévy processes is generalized by unitary cocycles. As a main result we report a bijective correspondence between additive and unitary cocycles for white noise shifts…

Algebraic Davis decomposition and asymmetric Doob inequalities

In this paper we investigate asymmetric forms of Doob maximal inequality. The asymmetry is imposed by noncommutativity. Let $(\M,τ)$ be a noncommutative probability space equipped with a weak-$*$ dense filtration of von Neumann subalgebras $(\M_n)_{n \ge 1}$. Let $\E_n$ denote the corresponding family of conditional expectations. As an illustration for an asymmetric result, we prove that for $1 < p < 2$ and $x \in L_p(\M,τ)$ one can find $a, b \in L_p(\M,τ)$ and contractions $u_n, v_n \in \M$ such that $$\E_n(x) = a u_n + v_n b \quad \mbox{and} \quad \max \big\{ \|a\|_p, \|b\|_p \big\} \le c_p…