Searcharxiv⌕ Search

arXiv · math/0206062

Doob's inequality for non-commutative martingales

Abstract

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 $1<p\le \8$.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

M. Junge. 2002-06-06. Doob's inequality for non-commutative martingales. https://arxiv.org/abs/math/0206062

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Selfless Reduced Crossed Product $C^{*}$-Algebras Arising from Almost Periodic Actions

We prove that the reduced crossed product arising from an almost periodic action of an infinite countable discrete group on a unital, separable $C^*$-algebra is selfless whenever the crossed product is simple and monotracial and the group admits a topologically free extreme boundary action. We also give an alternative proof of a special case of a result of Gao, Junge, Kunnawalkam Elayavalli, Patchell, and Robert: the direct product of an exact $C^*$-simple group and a $C^*$-selfless group is $C^*$-selfless.

math.OA↗

Isomorphisms and representations of noncommutative function algebras

Let $V$ be a noncommutative (NC) variety in a NC operator ball. We study the dual operator algebra $H^\infty(V)$ of bounded NC functions on $V$, and the operator algebra $A(V)$ obtained as the closure of NC polynomials in $H^\infty(V)$. We identify the space of weak-$*$ continuous finite-dimensional representations of $H^\infty(V)$ as the similarity envelope $\widetilde{V}$ of $V$, and equip $\widetilde{V}$ with a metric which turns $\widetilde{V}$ into a complete invariant for $H^\infty(V)$, in the sense that $H^\infty(V)$ is weak-$*$ continuously isomorphic to $H^\infty(W)$ if and only if $\widetilde{V}$ and $\widetilde{W}$ are NC biholomorphic via a bi-Lipschitz map. Similar results are obtained in the completely bounded category as well as for the algebras $A(V)$ when $V$ is assumed homogeneous. In the case of homogeneous varieties $V$ and $W$, we obtain a sharper classification result, by which $H^\infty(V)$ is (completely) boundedly isomorphic to $H^\infty(W)$ if and only if there is a linear map which gives a bi-Lipschitz bijection between $\widetilde{W}$ and $\widetilde{V}$. The reduction to the linear case in the generality we work in depends on showing that the existence of maps implies the existence of origin-fixing maps, which we show using a novel ``two-circle trick" of independent interest. In the important case where the varieties are the full NC operator balls we find a striking rigidity phenomenon: if $A(B_E)$ and $A(B_F)$ are completely boundedly isomorphic then $E$ and $F$ are completely isometric. We also present a variety of examples illustrating the results and their sharpness, showing how several results from the literature fail to generalize to the setting studied here.

math.OA↗

Pointwise convergence of noncommutative discrete spherical ergodic averages

In this paper, we establish spherical maximal inequalities associated with commuting trace-preserving automorphisms on von Neumann algebras, extending Magyar-Stein-Wainger's discrete spherical maximal inequalities to the noncommutative setting. On a noncommutative probability space, we further prove that, under a strong ergodicity assumption, the corresponding discrete spherical averages converge bilaterally almost uniformly to $τ(x)1$ for every $x\in L_p(\mathcal M)$, $\frac{d}{d-2}<p\leq\infty$, when $d\geq5$.

math.OA↗