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 $q\in [p', p]$ ($p'$ being the index conjugate to $p$). These results are the $L_p$-space analogues of the recent works on the operator space Grothendieck theorems by Pisier and Shlyakhtenko. The key ingredient of our arguments is some Khintchine type inequalities for Shlyakhtenko's generalized circular systems. One of our main tools is a Haagerup type tensor norm, which turns out particularly fruitful when applied to subspaces of noncommutative $L_p$-spaces ($2<p<\infty$). In particular, we show that the norm dual to this tensor norm, when restricted to subspaces of noncommutative $L_p$-spaces, is equal to the factorization norm through a $p$-row space.
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.
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 provide generalizations of Burkholder's inequalities involving conditioned square functions of martingales to the general context of martingales in noncommutative symmetric spaces. More precisely, we prove that Burkholder's inequalities are valid for any martingale in noncommutative space constructed from a symmetric space defined on the interval $(0,\infty)$ with Fatou property and whose Boyd indices are strictly between 1 and 2. This answers positively a question raised by Jiao and may be viewed as a conditioned version of similar inequalities for square functions of noncommutative martin…
We prove the little Grothendieck theorem for any 2-convex noncommutative symmetric space. Let $\M$ be a von Neumann algebra equipped with a normal faithful semifinite trace $\t$, and let $E$ be an r.i. space on $(0, \8)$. Let $E(\M)$ be the associated symmetric space of measurable operators. Then to any bounded linear map $T$ from $E(\M)$ into a Hilbert space $\mathcal H$ corresponds a positive norm one functional $f\in E_{(2)}(\M)^*$ such that $$\forall x\in E(\M)\quad \|T(x)\|^2\le K^2 \|T\|^2 f(x^*x+xx^*),$$ where $E_{(2)}$ denotes the 2-concavification of $E$ and $K$ is a universal constan…
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…
We prove noncommutative Khintchine inequalities for all interpolation spaces between $L_p$ and $L_2$ with $p<2$. In particular, it follows that Khintchine inequalities hold in $L_{1,\infty}$. Using a similar method, we find a new deterministic equivalent for the $RC$-norm in all interpolation spaces between $L_p$-spaces which unifies the cases $p > 2$ and $p < 2$. It produces a new proof of Khintchine inequalities for $p<1$ for free variables. To complete the picture, we exhibit counter-examples which show that neither of the usual closed formulas for Khintchine inequalities can work in $L_{2,…
We obtain dilation results which simultaneously generalize Sz.-Nagy dilation theorem for contractions, Ando's dilation theorem for commuting contractions, Sz.-Nagy--Foias commutant lifting theorem, and Schur's representation for the unit ball of H^\infty, in the framework of noncommutative varieties in several variables and Poisson kernels on Fock spaces. This leads to inequalities which, in the particular case of two contractions, are sharper than Ando's inequality and Agler-McCarthy's inequality in the setting of commuting contractive matrices or arbitrary commuting contractions of class C_0…
Let $0<p<q\leq\infty$ and $α\in (0,\infty]$. We give a characterization of quasi-Banach interpolation spaces for the couple $(L_p(0,α),L_q(0,α))$ in terms of two monotonicity properties, extending known results which mainly dealt with Banach spaces. This enables us to recover recent results of Cwikel and Nilsson on sequence spaces and to solve a conjecture of Levitina, Sukochev and Zanin in the setting of function spaces. We apply the results obtained to characterize symmetric spaces in which the standard forms of the noncommutative Khintchine inequalities hold.
We obtain intertwining dilation theorems for noncommutative regular domains D_f and noncommutative varieties V_J of n-tuples of operators, which generalize Sarason and Sz.-Nagy--Foias commutant lifting theorem for commuting contractions. We present several applications including a new proof for the commutant lifting theorem for pure elements in the domain D_f (resp. variety V_J) as well as a Schur type representation for the unit ball of the Hardy algebra associated with the variety V_J. We provide Ando type dilations and inequalities for bi-domains D_f \times D_g and bi-varieties V_J \times V…
Grothendieck inequalities are fundamental inequalities which are frequently used in many areas of mathematics and computer science. They can be interpreted as upper bounds for the integrality gap between two optimization problems: a difficult semidefinite program with rank-1 constraint and its easy semidefinite relaxation where the rank constrained is dropped. For instance, the integrality gap of the Goemans-Williamson approximation algorithm for MAX CUT can be seen as a Grothendieck inequality. In this paper we consider Grothendieck inequalities for ranks greater than 1 and we give two applic…
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.
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…
We establish distributional estimates for noncommutative martingales, in the sense of decreasing rearrangements of the spectra of unbounded operators, which generalises the study of distributions of random variables. Our results include distributional versions of the noncommutative Stein, dual Doob, martingale transform and Burkholder-Gundy inequalities. Our proof relies upon new and powerful extrapolation theorems. As an application, we obtain some new martingale inequalities in symmetric quasi-Banach operator spaces and some interesting endpoint estimates. Our main approach demonstrates a me…
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.
We show norm estimates for the sum of independent random variables in noncommutative $L_p$-spaces for $1<p<\infty$ following our previous work. These estimates generalize the classical Rosenthal inequality in the commutative case. Among applications, we derive an equivalence for the $p$-norm of the singular values of a random matrix with independent entries, and characterize those symmetric subspaces and unitary ideals which can be realized as subspaces of a noncommutative $L_p$ for $2<p<\infty$.
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 consider the reduction of problems on general noncommutative $L_p$-spaces to the corresponding ones on those associated with finite von Neumann algebras. The main tool is a unpublished result of the first named author which approximates any noncommutative $L_p$-space by tracial ones. We show that under some natural conditions a map between two von Neumann algebras extends to their crossed products by a locally compact abelian group or to their noncommutative $L_p$-spaces. We present applications of these results to the theory of noncommutative martingale inequalities by reducing most recent…
The goal of this short note is to point out three observations around the Grothendieck norm and semidefinite programming. The first is that the Grothendieck norm captures the difficulty of relating the off-diagonal entries of a real, symmetric matrix to a probabilistic correlation, the second is that there is an interesting ``Fourier''-type duality between the Schur and Grothendieck norms of a real matrix, and the third and last centers around the difficulty of finding an efficiently computable noncommutative analog to the Grothendieck norm.
In this note we extend several integral inequalities to the context of noncommutative Vilenkin groups. We prove some sharp weak and strong type estimates for the Hardy operator and the Hardy-Littlewood-P{ó}lya operator on constant-order noncommutative Vilenkin groups. In particular for graded $\K$-Lie groups, where $\K$ is a non-archimedean local field, we additionally provide some functional inequalities, like the Hardy-Littlewood-Sobolev unequality and the Stein-Weiss inequality, linking some classes of homogeneous pseudo-differential operators, like the Vladimirov-Taibleson operator and the…
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 …
In [11], employing the technique of noncommutative interpolation, a maximal ergodic theorem in noncommutative Lp-spaces, 1 < p < infinity, was established and, among other things, corresponding maximal ergodic inequalities and individual ergodic theorems were derived. In this article, we derive maximal ergodic inequalities in noncommutative Lp-spaces directly from [25] and apply them to prove corresponding individual and Besicovitch weighted ergodic theorems. Then we extend these results to noncommutative fully symmetric Banach spaces with Fatou property and non-trivial Boyd indices, in partic…
In this paper, we establish the quantitative mean ergodic theorems for two subclasses of power bounded operators on a fixed noncommutative $L_p$-space with $1<p<\infty$, which mainly concerns power bounded invertible operators and Lamperti contractions. Our approach to the quantitative ergodic theorems is the noncommutative square function inequalities. The establishment of the latter involves several new ingredients such as the almost orthogonality and Calderón-Zygmund arguments for non-smooth kernels from semi-commutative harmonic analysis, the extension properties of the operators under con…
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\|)…
This paper is devoted to the study of noncommutative maximal inequalities and ergodic theorems for group actions on von Neumann algebras. Consider a locally compact group $G$ of polynomial growth with a symmetric compact subset $V$. Let $α$ be a continuous action of $G$ on a von Neumann algebra $\mathcal{M}$ by trace-preserving automorphisms. We then show that the operators defined by \begin{equation*} A_{n}x= \frac{1}{m(V^{n})} \int _{V^{n}}α_{g}x\,dm(g),\quad x\in L_{p}( \mathcal{M}),n\in \mathbb{N},1\leq p\leq \infty , \end{equation*} are of weak type $(1,1)$ and of strong type $(p,p)$ for …
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…
We extend some inequalities for normal matrices and positive linear maps related to the Russo-Dye theorem. The results cover the case of some positive linear maps on a von Neumann algebra mapping any nonzero operator to an unbounded operator.
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…
In this paper, we aim to replace in the definitions of covariance and correlation the usual trace {\rm Tr} by a tracial positive map between unital $C^*$-algebras and to replace the functions $x^α$ and $x^{1-α}$ by functions $f$ and $g$ satisfying some mild conditions. These allow us to define the generalized covariance, the generalized variance, the generalized correlation and the generalized Wigner--Yanase--Dyson skew information related to the tracial positive maps and functions $f$ and $g$. We persent a generalization of Heisenberg's uncertainty relation in the noncommutative framework. We…
In this paper, we establish the one-sided maximal ergodic inequalities for a large subclass of positive operators on noncommutative $L_p$-spaces for a fixed $1<p<\infty$, which particularly applies to positive isometries and general positive Lamperti contractions or power bounded doubly Lamperti operators; moreover, it is known that this subclass recovers all positive contractions on the classical Lebesgue spaces $L_p([0,1])$. Our study falls into neither the category of positive contractions considered by Junge-Xu nor the class of power bounded positive invertible operators considered by Hong…
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: $$ \Big\| (a_n)_{n\geq 1}\Big\|_{L_{1,\infty}({\mathcal M}\overline{\otimes}\ell_\infty)} +\Big\| \Big(\sum_{n\geq 1} \mathcal{E}_{n-1}|b_n|^2 \Big)^{{1}/{2}}\Big\|_{1, \infty} + \Big\| \Big(\sum_{n\geq 1…
In this paper we shall study noncommutative central moment inequalities with a main focus on whether the commutative bounds are tight in the noncommutative case, or not. We prove that the answer is affirmative for the fourth central moment and several particular results are given in the general case. As an application, we shall present some lower estimates of the spread of Hermitian and normal matrices as well.
In this paper, we study the hyperbolic geometry of noncommutative balls generated by the joint operator radius $ω_ρ$, $ρ\in (0,\infty]$, for $n$-tuples of bounded linear operators on a Hilbert space. In particular, $ω_1$ is the operator norm, $ω_2$ is the joint numerical radius, and $ω_\infty$ is the joint spectral radius. We provide mapping theorems, von Neumann inequalities, and Schwarz type lemmas for free holomorphic functions on noncommutative balls, with respect to the hyperbolic metric $δ_ρ$, the Carath\' eodory metric $d_K$, and the joint operator radius $ω_ρ$.
In this paper we introduce a new technique for proving norm inequalities in operator ideals with an unitarily invariant norm. Among the well known inequalities which can be proved with this technique are the Löwner-Heinz inequality, inequalities relating various operator means and the Corach-Porta-Recht inequality. We prove two general inequalities and from them we derive several inequalities by specialization, many of them new. We also show how some inequalities, known to be valid for matrices or bounded operators, can be extended with this technique to normed ideals in $C^*$-algebras, in par…
In this paper we obtain a multivariable commutator lifting inequality, which extends to several variables a recent result of Foias, Frazho, and Kaashoek. The inequality yields a multivariable lifting theorem generalizing the noncommutative commutant lifting theorem. This is used to solve new operator-valued interpolation problems of Schur-Caratheodory, Nevanlinna-Pick, and Sarason type on Fock spaces. Some consequences to norm constrained analytic interpolation in the unit ball of C^n are also considered.
In this paper we prove a noncommutative version of Hardy-Littlewood inequalities relating a function and its Fourier coefficients on the group $SU(2)$. As a consequence, we use it to obtain lower bounds for the $L^p-L^q$ norms of Fourier multipliers on the group $SU(2)$, for $1 < p \leq 2 \leq q < 1$. In addition, we give upper bounds of a similar form, analogous to the known results on the torus, but now in the noncommutative setting of $SU(2)$.
We present here several versions of the Grothendieck inequality over the skew field of quaternions: The first one is the standard Grothendieck inequality for rectangular matrices, and two additional inequalities for self-adjoint matrices, as introduced by the first and the last authors in a recent paper. We give several results on ``conic Grothendieck inequality'': as Nesterov $π/2$-Theorem, which corresponds to the cones of positive semidefinite matrices; the Goemans--Williamson inequality, which corresponds to the cones of weighted Laplacians; the diagonally dominant matrices. The most chall…
In this paper, we obtain the desired noncommutative maximal inequalities of the truncated Calderón-Zygmund operators of non-convolution type acting on operator-valued $L_p$-functions for all $1<p<\infty$, answering a question left open in the previous work \cite{HLX}.
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 generalize Loewner's method for proving that matrix monotone functions are operator monotone. The relation x \leq y on bounded operators is our model for a definition for C*-relations of being residually finite dimensional. Our main result is a meta-theorem about theorems involving relations on bounded operators. If we can show there are residually finite dimensional relations involved, and verify a technical condition, then such a theorem will follow from its restriction to matrices. Applications are shown regarding norms of exponentials, the norms of commutators and "positive" noncommutat…
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.
