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arXiv · 2501.07064

Noncommutative sharp dual Doob inequalities

Fedor Sukochev·Dejian Zhou
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Abstract

Let $(x_k)_{k=1}^n$ be positive elements in the noncommutative Lebesgue space $L_p(\mathcal{M})$, and let $(\mathcal{E}_k)_{k=1}^n$ be a sequence of conditional expectations with respect to an increasing subalgebras $(\mathcal{M}_n)_{k\geq1}$ of the finite von Neumann algebra $\mathcal{M}$. We establish the following sharp noncommutative dual Doob inequalities: \begin{equation*} \Big\| \sum_{k=1}^nx_k\Big\|_{L_p(\mathcal{M})}\leq \frac{1}{p} \Big\| \sum_{k=1}^n\mathcal{E}_k(x_k)\Big\|_{L_p(\mathcal{M})},\quad 0<p\leq 1, \end{equation*} and \begin{equation*} \Big\| \sum_{k=1}^n\mathcal{E}_k(x_k)\Big\|_{L_p(\mathcal{M})}\leq p\Big\| \sum_{k=1}^nx_k\Big\|_{L_p(\mathcal{M})},\quad 1\leq p\leq 2. \end{equation*} As applications, we obtain several noncommutative martingale inequalities with better constants.

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Fedor Sukochev, Dejian Zhou. 2025-01-13. Noncommutative sharp dual Doob inequalities. https://arxiv.org/abs/2501.07064

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