Atomic decompositions for noncommutative martingales

Abstract

We prove an atomic type decomposition for the noncommutative martingale Hardy space $\h_p$ for all $0<p<2$ by an explicit constructive method using algebraic atoms as building blocks. Using this elementary construction, we obtain a weak form of the atomic decomposition of $\h_p$ for all $0< p < 1,$ and provide a constructive proof of the atomic decomposition for $p=1$. We also study $(p,\8)_c$-atoms, and show that every $(p,2)_c$-atom can be decomposed into a sum of $(p,\8)_c$-atoms; consequently, for every $0<p\le 1$, the $(p,q)_c$-atoms lead to the same atomic space for all $2\le q\le\8$. As applications, we obtain a characterization of the dual space of the noncommutative martingale Hardy space $\h_p$ ($0<p<1$) as a noncommutative Lipschitz space via the weak form of the atomic decomposition. Our constructive method can also be applied to proving some sharp martingale inequalities.