2002
DOI: 10.1515/crll.2002.061
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Doobs inequality for non-commutative martingales

Abstract: Let 1 ≤ p < ∞ and (x n ) n∈N be a sequence of positive elements in a noncommutative L p space and (E n ) n∈N be an increasing sequence of conditional expectations, then n

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Cited by 182 publications
(349 citation statements)
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“…These inequalities will be used for the pointwise convergence in the next section. We first recall the definition of the noncommutative maximal norm introduced by Pisier [34] and Junge [13]. Let M be a von Neumann algebra equipped with a normal semifinite faithful trace τ.…”
Section: Maximal Inequalitiesmentioning
confidence: 99%
“…These inequalities will be used for the pointwise convergence in the next section. We first recall the definition of the noncommutative maximal norm introduced by Pisier [34] and Junge [13]. Let M be a von Neumann algebra equipped with a normal semifinite faithful trace τ.…”
Section: Maximal Inequalitiesmentioning
confidence: 99%
“…This of course is part of the general development of noncommutative martingale theory for which we refer the reader to [27,15,17,29] for recent history and results. We will work with general hyperfinite finite von Neumann algebra M with increasing filtration of finite dimensional subalgebras (M n ) n≥1 .…”
Section: Introductionmentioning
confidence: 99%
“…Using duality and interpolations, we also obtain boundedness between various noncommutative Lorentz spaces. Moreover, they can be strengthened using the noncommutative maximal functions developed by Junge in [15] (see Theorem 2.2 and Theorem 2.9). These results go beyond Theorem 0.1 in two ways, they provide a unified approach to fractional integrals that are not restricted to dyadic martingales and also the method we use is general enough to include martingales that are not necessarily regular.…”
Section: Introductionmentioning
confidence: 99%
“…Combined with recent noncommutative martingale convergence results due to Junge [17] and to Defant and Junge [11], it gives the following result. …”
Section: Introductionmentioning
confidence: 56%