2017
DOI: 10.1214/16-aihp764
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Noncommutative Burkholder/Rosenthal inequalities associated with convex functions

Abstract: Abstract. 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 pΦ and qΦ are such that 1 < pΦ ≤ qΦ < 2 or 2 < pΦ ≤ qΦ < ∞. These results generalize the noncommutative Burkholder/Rosenthal inequalities due to Junge and Xu.

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Cited by 22 publications
(35 citation statements)
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“…In this subsection, we focus on noncommutative moment inequalities associated with Orlicz functions, which were considered in . We will assume throughout that normalΦ is an Orlicz function satisfying the Δ2‐condition, that is, for some constant C>0, Φ(2t)CΦ(t),t0.We denote by LΦ the associated Orlicz function space.…”
Section: Applications To Noncommutative Burkholder/rosenthal Inequalimentioning
confidence: 99%
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“…In this subsection, we focus on noncommutative moment inequalities associated with Orlicz functions, which were considered in . We will assume throughout that normalΦ is an Orlicz function satisfying the Δ2‐condition, that is, for some constant C>0, Φ(2t)CΦ(t),t0.We denote by LΦ the associated Orlicz function space.…”
Section: Applications To Noncommutative Burkholder/rosenthal Inequalimentioning
confidence: 99%
“…for martingale Hardy spaces scriptHLnormalΦcfalse(scriptMfalse), sans-serifhLnormalΦcfalse(scriptMfalse), etc. We make the observation that if LnormalΦL2+L, then for an xsans-serifhnormalΦcfalse(scriptMfalse), the normalΦ‐moment τ[Φfalse(sc(x)false)] is understood to be the quantity τtrfalse[normalΦfalse(false|UscriptDc(x)false|false)false] as fully detailed in .…”
Section: Applications To Noncommutative Burkholder/rosenthal Inequalimentioning
confidence: 99%
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