Marius Junge, Quanhua Xu
We determine the optimal orders for the best constants in the non-commutative Burkholder-Gundy, Doob and Stein inequalities obtained recently in the non-commutative martingale theory.
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。
继续探索
Large Deviation Inequalities for Noncommutative Martingales
本文研究非交换随机变量的大偏差不等式，建立非交换独立情况下的均匀指数可积性刻画，推导非交换鞅差的两种偏差不等式，并提出非交换Gordin分解以推导非交换遍历定理。
We provide an analogue of Gundy's decomposition for L1-bounded non-commutative martingales. An important difference from the classical case is that for any L1-bounded non-commutative martingale, the decomposition consists of four martingales. This is strongly related with the row/column nature of non-commutative Hardy spaces of martingales. As applications, we obtain simpler proofs of the weak type (1,1) boundedness for non-commutative martingale transforms and the non-commutative analogue of Burkholder's weak type inequality for square functions. A sequence (x_n) in a normed space X is called…
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…
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…
This paper is devoted to the study of $Φ$-moment inequalities for noncommutative martingales. In particular, we prove the noncommutative $Φ$-moment analogues of martingale transformations, Stein's inequalities, Khintchine's inequalities for Rademacher's random variables, and Burkholder-Gundy's inequalities. The key ingredient is a noncommutative version of Marcinkiewicz type interpolation theorem for Orlicz spaces which we establish in this paper.
We report recent advances on noncommutative martingale inequalities associated with convex functions. These include noncommutative Burkholder-Gundy inequalities associated with convex functions due to the present authors and Dirksen and Ricard, noncommutative maximal inequalities associated with convex functions due to Osȩkowski and the present authors, and noncommutative Burkholder and Junge-Xu inequalities associated with convex functions due to Randrianantoanina and Lian Wu. Some open problems for noncommutative martingales are also included.
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…
The subject of this thesis is Galois correspondence for von Neumann algebras and its interplay with non-commutative probability theory. After a brief introduction to representation theory for compact groups, in particular to Peter-Weyl theorem, and to operator algebras, including von Neumann algebras, automorphism groups, crossed products and decomposition theory, we formulate first steps of a non-commutative version of probability theory and introduce non-abelian analogues of stochastic processes and martingales. The central objects are a von Neumann algebra $\Ma$ and a compact group $\Gr$ ac…
We prove that non-commutative martingale transforms are of weak type $(1,1)$. More precisely, there is an absolute constant $C$ such that if $\M$ is a semi-finite von Neumann algebra and $(\M_n)_{n=1}^\infty$ is an increasing filtration of von Neumann subalgebras of $\M$ then for any non-commutative martingale $x=(x_n)_{n=1}^\infty$ in $L^1(\M)$, adapted to $(\M_n)_{n=1}^\infty$, and any sequence of signs $(ε_n)_{n=1}^\infty$, $$\left\Vert ε_1 x_1 + \sum_{n=2}^N ε_n(x_n -x_{n-1}) \right\Vert_{1,\infty} \leq C \left\Vert x_N \right\Vert_1 $$ for $N\geq 2$. This generalizes a result of Burkholde…
Non-commutative Law of iterated logarithm
本文证明了鞅和独立随机变量序列的经典迭代对数律的最优非交换类比，通过改进的指数不等式导出非交换Stout型LIL，并由此得到非交换Hartman-Wintner型LIL。
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.
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…
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…
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 $1<p\le \8$.
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…
The purpose of the paper is to establish weighted maximal $L_p$-inequalities in the context of operator-valued martingales on semifinite von Neumann algebras. The main emphasis is put on the optimal dependence of the $L_p$ constants on the characteristic of the weight involved. As applications, we establish weighted estimates for the noncommutative version of Hardy-Littlewood maximal operator and weighted bounds for noncommutative maximal truncations of a wide class of singular integrals.
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.
We prove the free analogue of the transportation cost inequality for tracial distributions of non-commutative self-adjoint (also unitary) multi-variables based on random matrix approximation procedure.
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.
We give a proof of the Khintchine inequalities in non-commutative $L_p$-spaces for all $0< p<1$. These new inequalities are valid for the Rademacher functions or Gaussian random variables, but also for more general sequences, e.g. for the analogues of such random variables in free probability. We also prove a factorization for operators from a Hilbert space to a non commutative $L_p$-space, which is new for $0<p<1$. We end by showing that Mazur maps are Hölder on semifinite von Neumann algebras. The main tool is a new form of Hölder inequality for non commutative Lp spaces with weights.
John-Nirenberg inequalities for noncommutative column BMO and Lipschitz martingales
本文通过发现非交换“停时”论证，获取了 John-Nirenberg 定理的分布函数不等式形式，从而证明了非交换列 BMO 与 Lipschitz 空间的 John-Nirenberg 不等式，解决了两个开放问题，并揭示了 Lipschitz 空间的对偶性质。
Non-Commutative Maximal Inequalities for State-Preserving Actions of amenable groups
本文研究了可算群在非可换$ L^1 $空间上保持态作用的极大不等式及遍历定理，并通过Neveu分解得到随机遍历定理。
We study dynamical optimal transport metrics between density matrices associated to symmetric Dirichlet forms on finite-dimensional $C^*$-algebras. Our setting covers arbitrary skew-derivations and it provides a unified framework that simultaneously generalizes recently constructed transport metrics for Markov chains, Lindblad equations, and the Fermi Ornstein--Uhlenbeck semigroup. We develop a non-nommutative differential calculus that allows us to obtain non-commutative Ricci curvature bounds, logarithmic Sobolev inequalities, transport-entropy inequalities, and spectral gap estimates.
We study the relations between (tight) logarithmic Sobolev inequalities, entropy decay and spectral gap inequalities for Markov evolutions on von Neumann algebras. We prove that log-Sobolev inequalities (in the non-commutative form defined by Olkiewicz and Zegarlinski) imply spectral gap inequalities, with optimal relation between the constants. Furthermore, we show that a uniform exponential decay of a proper relative entropy is equivalent to a modified version of log-Sobolev inequalities; this entropy decay turns out to be implied by the usual log-Sobolev inequality adding some regularity co…
We prove noncommutative martingale inequalities associated with convex functions. More precisely, we obtain $Φ$-moment analogues of the noncommutative Burkholder inequalities and the noncommutative Rosenthal inequalities for any convex Orlicz function $Φ$ whose Matuzewska-Orlicz indices $p_Φ$ and $q_Φ$ are such that $1<p_Φ\leq q_Φ<2$ or $2<p_Φ\leq q_Φ<\infty$. These results generalize the noncommutative Burkholder/Rosenthal inequalities due to Junge and Xu.
We show that the validity of the non-commutative Khintchine inequality for some $q$ with $1<q<2$ implies its validity (with another constant) for all $1\le p<q$. We prove this for the inequality involving the Rademacher functions, but also for more general "lacunary" sequences, or even non-commutative analogues of the Rademacher functions. For instance, we may apply it to the "Z(2)-sequences" previously considered by Harcharras. The result appears to be new in that case. It implies that the space $\ell^n_1$ contains (as an operator space) a large subspace uniformly isomorphic (as an operator s…
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。
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。
Finite Riesz products and Ornstein non-inequalities on quantum tori
本文研究了量子环上有限里斯茨积的构造，并基于此推导出非交换奥本海姆非等式。
We extend Hardy's inequality from sequences of non-negative numbers to sequences of positive semi-definite operators if the parameter p satisfies 1<p<=2, and to operators under a trace for arbitrary p>1. Applications to trace functions are given. We introduce the tracial geometric mean and generalize Carleman's inequality. Key words and phrases: Hardy's inequality, positive operator, trace function, geometric mean, Carleman's inequality.
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.
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。
The present paper is devoted to the second part of our project on asymmetric maximal inequalities, where we consider martingales in continuous time. Let $(\mathcal M,τ)$ be a noncommutative probability space equipped with a continuous filtration of von Neumann subalgebras $(\mathcal M_t)_{0\leq t\leq1}$ whose union is weak-$*$ dense in $\mathcal{M}$. Let $\mathcal E_t$ denote the corresponding family of conditional expectations. As for discrete filtrations, we shall prove that for $1 < p < 2$ and $x \in L_p(\mathcal M,τ)$ one can find $a, b \in L_p(\mathcal M,τ)$ and contractions $u_t, v_t \in…
Some points of view on Grothendieck's inequalities
本文基于 Haagerup 的非交换小 Grothendieck 不等式证明，利用完全有界映射理论揭示交换 Grothendieck 不等式与小不等式的几何联系，并刻画复情形的小常数。
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.
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.
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。
In this paper, we calculate the norm of the string Fourier transform on subfactor planar algebras and characterize the extremizers of the inequalities for parameters $0<p,q\leq \infty$. Furthermore, we establish Rényi entropic uncertainty principles for subfactor planar algebras.
扫码添加微信好友，提出您的宝贵建议 👇
💡 备注请填写：网站反馈
发表机构由 AI 从论文文本抽取，如发现错误，欢迎反馈修正建议。