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Narcisse Randrianantoanina

Publications and source records attributed to Narcisse Randrianantoanina.

At least 19 recordsLinked to original sources
arXiv2024

P. Jones' interpolation theorem for noncommutative martingale Hardy spaces II

Let $\mathcal{M}$ be a semifinite von Neumann algebra equipped with an increasing filtration $(\mathcal{M}_n)_{n\geq 1}$ of (semifinite) von Neumann subalgebras of $\mathcal{M}$. For $1\leq p \leq\infty$, let $\mathcal{H}_p^c(\mathcal{M})$ denote the noncommutative column martingale Hardy space constructed from column square functions associated with the filtration $(\mathcal{M}_n)_{n\geq 1}$ and the index $p$. We prove the following real interpolation identity: if $0<θ<1$ and $1/p=1-θ$, then \[ \big(\mathcal{H}_1^c(\mathcal{M}), \mathcal{H}_\infty^c(\mathcal{M})\big)_{θ,p}=\mathcal{H}_p^c(\mathcal{M}). \] This is new even for classical martingale Hardy spaces as it is previously known only under the assumption that the filtration is regular. We also obtain analogous result for noncommutative column martingale Orlicz-Hardy spaces.

math.OA↗
arXiv2022

P. Jones'Interpolation theorem for noncommutative martingale Hardy spaces

Let $\mathcal{M}$ be a semifinite von Nemann algebra equipped with an increasing filtration $(\mathcal{M}_n)_{n\geq 1}$ of (semifinite) von Neumann subalgebras of $\M$. For $0 0$, \[ \big(\h_Φ^c(\mathcal{M}), \h_\infty^c(\mathcal{M})\big)_{θ, r}=\h_{Φ_0, r}^c(\mathcal{M}) \] where $\h_{Φ_0,r}^c(\mathcal{M})$ is the noncommutative column Hardy space associated with the Orlicz-Lorentz space $L_{Φ_0,r}$.

math.OA↗
arXiv2021

Interpolation between noncommutative martingale Hardy and BMO spaces: the case $0<p<1$

Let $\mathcal{M}$ be a semifinite von Nemann algebra equipped with an increasing filtration $(\mathcal{M}_n)_{n\geq 1}$ of (semifinite) von Neumann subalgebras of $\mathcal{M}$. For $0<p <\infty$, let $\mathsf{h}_p^c(\mathcal{M})$ denote the noncommutative column conditioned martingale Hardy space and $\bmo^c(\M)$ denote the column \lq\lq little\rq\rq \ martingale BMO space associated with the filtration $(\mathcal{M}_n)_{n\geq 1}$. We prove the following real interpolation identity: if $0<p <\infty$ and $0<θ<1$, then for $1/r=(1-θ)/p$, \[ \big(\mathsf{h}_p^c(\mathcal{M}), \bmo^c(\mathcal{M})\big)_{θ, r}=\mathsf{h}_{r}^c(\mathcal{M}), \] with equivalent quasi norms. For the case of complex interpolation, we obtain that if $0<p<q<\infty$ and $0<θ<1$, then for $1/r =(1-θ)/p +θ/q$, \[ \big[\mathsf{h}_p^c(\mathcal{M}), \mathsf{h}_q^c(\mathcal{M})\big]_θ=\mathsf{h}_{r}^c(\mathcal{M}) \] with equivalent quasi norms. These extend previously known results from $p\geq 1$ to the full range $0<p<\infty$. Other related spaces such as spaces of adapted sequences and Junge's noncommutative conditioned $L_p$-spaces are also shown to form interpolation scale for the full range $0<p<\infty$ when either the real method or the complex method is used. Our method of proof is based on a new algebraic atomic decomposition for Orlicz space version of Junge's noncommutative conditioned $L_p$-spaces. We apply these results to derive various inequalities for martingales in noncommutative symmetric quasi-Banach spaces.

math.OA↗
arXiv2020

Atomic decompositions for noncommutative martingales

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.

math.OA↗
arXiv2019

Square functions for noncommutative differentially subordinate martingales

We prove inequalities involving noncommutative differentially subordinate martingales. More precisely, we prove that if $x$ is a self-adjoint noncommutative martingale and $y$ is weakly differentially subordinate to $x$ then $y$ admits a decomposition $dy=a +b +c$ (resp. $dy=z +w$) where $a$, $b$, and $c$ are adapted sequences (resp. $z$ and $w$ are martingale difference sequences) such that: $$ \Big\| (a_n)_{n\geq 1}\Big\|_{L_{1,\infty}({\mathcal M}\overline{\otimes}\ell_\infty)} +\Big\| \Big(\sum_{n\geq 1} \mathcal{E}_{n-1}|b_n|^2 \Big)^{{1}/{2}}\Big\|_{1, \infty} + \Big\| \Big(\sum_{n\geq 1} \mathcal{E}_{n-1}|c_n^*|^2 \Big)^{{1}/{2}}\Big\|_{1, \infty} \leq C\big\| x \big\|_1 $$ (resp. $$ \Big\| \Big(\sum_{n\geq1} |z_n|^2 \Big)^{{1}/{2}}\Big\|_{1, \infty} + \Big\| \Big(\sum_{n\geq 1} |w_n^*|^2 \Big)^{{1}/{2}}\Big\|_{1, \infty} \leq C\big\| x \big\|_1). $$ We also prove strong-type $(p,p)$ versions of the above weak-type results for $1<p<2$. In order to provide more insights into the interactions between noncommutative differential subordinations and martingale Hardy spaces when $1\leq p<2$, we also provide several martingale inequalities with sharp constants which are new and of independent interest. As a byproduct of our approach, we obtain new and constructive proofs of both the noncommutative Burkholder-Gundy inequalities and the noncommutative Burkholder/Rosenthal inequalities for $1<p<2$ with the optimal order of the constants when $p \to 1$.

math.OA↗
arXiv2017

Noncommutative Davis type decompositions and applications

We prove the noncommutative Davis decomposition for the column Hardy space $\H_p^c$ for all $0<p\leq 1$. A new feature of our Davis decomposition is a simultaneous control of $\H_1^c$ and $\H_q^c$ norms for any noncommutative martingale in $\H_1^c \cap \H_q^c$ when $q\geq 2$. As applications, we show that the Burkholder/Rosenthal inequality holds for bounded martingales in a noncommutative symmetric space associated with a function space $E$ that is either an interpolation of the couple $(L_p, L_2)$ for some $1<p<2$ or is an interpolation of the couple $(L_2, L_q)$ for some $2<q<\infty$. We also obtain the corresponding $Φ$-moment Burkholder/Rosenthal inequality for Orlicz functions that are either $p$-convex and $2$-concave for some $1<p<2$ or are $2$-convex and $q$-concave for some $2<q<\infty$.

math.PR↗
arXiv2015

Noncommutative Burkholder/Rosenthal inequalities associated with convex functions

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 $p_Φ$ and $q_Φ$ are such that $1<p_Φ\leq q_Φ<2$ or $2<p_Φ\leq q_Φ<\infty$. These results generalize the noncommutative Burkholder/Rosenthal inequalities due to Junge and Xu.

math.PR↗
arXiv2015

Martingale inequalities in noncommutative symmetric spaces

We provide generalizations of Burkholder's inequalities involving conditioned square functions of martingales to the general context of martingales in noncommutative symmetric spaces. More precisely, we prove that Burkholder's inequalities are valid for any martingale in noncommutative space constructed from a symmetric space defined on the interval $(0,\infty)$ with Fatou property and whose Boyd indices are strictly between 1 and 2. This answers positively a question raised by Jiao and may be viewed as a conditioned version of similar inequalities for square functions of noncommutative martingales. Using duality, we also recover the previously known case where the Boyd indices are finite and are strictly larger than 2.

math.OA↗
arXiv2015

Noncommutative Fractional integrals

Let $\M$ be a hyperfinite finite von Nemann algebra and $(\M_k)_{k\geq 1}$ be an increasing filtration of finite dimensional von Neumann subalgebras of $\M$. We investigate abstract fractional integrals associated to the filtration $(\M_k)_{k\geq 1}$. For a finite noncommutative martingale $x=(x_k)_{1\leq k\leq n} \subseteq L_1(\M)$ adapted to $(\M_k)_{k\geq 1}$ and $0<α<1$, the fractional integral of $x$ of order $α$ is defined by setting: $$I^αx = \sum_{k=1}^n ζ_k^α dx_k$$ for an appropriate sequence of scalars $(ζ_k)_{k\geq 1}$. For the case of noncommutative dyadic martingale in $L_1(\R)$ where $\R$ is the type ${\rm II}_1$ hyperfinite factor equipped with its natural increasing filtration, $ζ_k=2^{-k}$ for $k\geq 1$. We prove that $I^α$ is of weak-type $(1, 1/(1-α))$. More precisely, there is a constant ${\mathrm c}$ depending only on $α$ such that if $x=(x_k)_{k\geq 1}$ is a finite noncommutative martingale in $L_1(\M)$ then \[\|I^αx\|_{L_{1/(1-α),\infty}(\mathcal{\M})}\leq {\mathrm c}\|x\|_{L_1(\M)}.\] We also obtain that $I^α$ is bounded from $L_{p}(\M)$ into $L_{q}(\M)$ where $1<p<q<\infty$ and $α=1/p-1/q$, thus providing a noncommutative analogue of a classical result. Furthermore, we investigate the corresponding result for noncommutative martingale Hardy spaces. Namely, there is a constant ${\mathrm c}$ depending only on $α$ such that if $x=(x_k)_{k\geq 1}$ is a finite noncommutative martingale in the martingale Hardy space $\mathcal{H}_1(\M)$ then $\|I^αx\|_{\mathcal{H}_{1/(1-α)}(\M)}\leq {\mathrm c} \|x\|_{\mathcal{H}_1(\M)}$.

math.OA↗
arXiv2007

Conditioned square functions for noncommutative martingales

We prove a weak-type (1, 1) inequality involving conditioned versions of square functions for martingales in noncommutative $L^p$-spaces associated with finite von Neumann algebras. As application, we determine the optimal orders for the best constants in the noncommutative Burkholder/Rosenthal inequalities from [Ann. Probab. 31 (2003) 948--995]. We also discuss BMO-norms of sums of noncommuting order-independent operators.

math.OA↗
arXiv2005

Gundy's decomposition for non-commutative martingales and applications

We provide an analogue of Gundy's decomposition for L1-bounded non-commutative martingales. An important difference from the classical case is that for any L1-bounded non-commutative martingale, the decomposition consists of four martingales. This is strongly related with the row/column nature of non-commutative Hardy spaces of martingales. As applications, we obtain simpler proofs of the weak type (1,1) boundedness for non-commutative martingale transforms and the non-commutative analogue of Burkholder's weak type inequality for square functions. A sequence (x_n) in a normed space X is called 2-co-lacunary if there exists a bounded linear map from the closed linear span of (x_n) to l2 taking each x_n to the n-th vector basis of l2. We prove (using our decomposition) that any relatively weakly compact martingale difference sequence in L1(M,τ) whose sequence of norms is bounded away from zero is 2-co-lacunary, generalizing a result of Aldous and Fremlin to non-commutative L1-spaces.

math.OA↗
arXiv2004

A weak-type inequality for non-commutative martingales and applications

We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds: there exists an absolute constant $K>0$ such that if $\cal{M}$ is a semi-finite von Neumann algebra and $(\cal{M}_n)^{\infty}_{n=1}$ is an increasing filtration of von Neumann subalgebras of $\cal{M}$ then for any given martingale $x=(x_n)^{\infty}_{n=1}$ that is bounded in $L^2(\cal{M})\cap L^1(\cal{M})$, adapted to $(\cal{M}_n)^{\infty}_{n=1}$, there exist two \underline{martingale difference} sequences, $a=(a_n)_{n=1}^\infty$ and $b=(b_n)_{n=1}^\infty$, with $dx_n = a_n + b_n$ for every $n\geq 1$, \[ | (\sum^\infty_{n=1} a_n^*a_n)^{{1}/{2}}|_{2} + | (\sum^\infty_{n=1} b_nb_n^*)^{1/2}|_{2} \leq 2| x |_2, \] and \[ | (\sum^\infty_{n=1} a_n^*a_n)^{{1}/{2}}|_{1,\infty} + | (\sum^\infty_{n=1} b_nb_n^*)^{1/2}|_{1,\infty} \leq K| x |_1. \] As an application, we obtain the optimal orders of growth for the constants involved in the Pisier-Xu non-commutative analogue of the classical Burkholder-Gundy inequalities.

math.FA↗
arXiv2001

Non-commutative martingale transforms

We prove that non-commutative martingale transforms are of weak type $(1,1)$. More precisely, there is an absolute constant $C$ such that if $\M$ is a semi-finite von Neumann algebra and $(\M_n)_{n=1}^\infty$ is an increasing filtration of von Neumann subalgebras of $\M$ then for any non-commutative martingale $x=(x_n)_{n=1}^\infty$ in $L^1(\M)$, adapted to $(\M_n)_{n=1}^\infty$, and any sequence of signs $(ε_n)_{n=1}^\infty$, $$\left\Vert ε_1 x_1 + \sum_{n=2}^N ε_n(x_n -x_{n-1}) \right\Vert_{1,\infty} \leq C \left\Vert x_N \right\Vert_1 $$ for $N\geq 2$. This generalizes a result of Burkholder from classical martingale theory to non-commutative setting and answers positively a question of Pisier and Xu. As applications, we get the optimal order of the UMD-constants of the Schatten class $S^p$ when $p \to \infty$. Similarly, we prove that the UMD-constant of the finite dimensional Schatten class $S_n^{1}$ is of order $\log(n+1)$. We also discuss the Pisier-Xu non-commutative Burkholder-Gundy inequalities.

math.FA↗
arXiv2000

Sequences in non-commutative L^p-spaces

Let $\cal M$ be a semi-finite von Neumann algebra equipped with a distinguished faithful, normal, semi-finite trace $τ$. We introduce the notion of equi-integrability in non-commutative spaces and show that if a rearrangement invariant quasi-Banach function space $E$ on the positive semi-axis is $α$-convex with constant 1 and satisfies a non-trivial lower $q$-estimate with constant 1, then the corresponding non-commutative space of measurable operators $E({\cal M}, τ)$ has the following property: every bounded sequence in $E({\cal M}, τ)$ has a subsequence that splits into a $E$-equi-integrable sequence and a sequence with pairwise disjoint projection supports. This result extends the well known Kadec-Pełczyński subsequence decomposition for Banach lattices to non-commutative spaces. As applications, we prove that for $1\leq p <\infty$, every subspace of $L^p(\cal M, τ)$ either contains almost isometric copies of $\ell^p$ or is strongly embedded in $L^p(\cal M, τ)$.

math.FA↗
arXiv2000

Embeddings of $\ell_p$ into non-commutative spaces

Let $\M$ be a semi-finite von Neumann algebra equipped with a faithful normal trace $τ$. We study the subspace structures of non-commutative Lorentz spaces $L_{p,q}(\M, τ)$, extending results of Carothers and Dilworth to the non-commutative settings. In particular, we show that, under natural conditions on indices, $\ell_p$ can not be embedded into $L_{p,q}(\M, τ)$. As applications, we prove that for $0<p<\infty$ with $p \neq 2$ then $\ell_p$ cannot be strongly embedded into $L_p(\M,τ)$. Thus providing a non-commutative extension of a result of Kalton for $0<p<1$ and a result of Rosenthal for $1\leq p <2$ on $L_p[0,1]$.

math.FA↗
arXiv2000

Kadec-Pelczynski decomposition for Haagerup L_p-spaces

Let M be a von Neumann algebra (not necessarily semi-finite). We provide a generalization of the classical Kadec-Pelczynski subsequence decomposition of bounded sequences in L^p[0,1] to the case of the Haagerup L^p-spaces (1\le p<\infty). In particular, we prove that if (ϕ_n)_n is a bounded sequence in the predual M_* of M, then there exist a subsequence (ϕ_{n_k})_k of (ϕ_n)_n, a decomposition ϕ_{n_k}= y_k+ z_k such that {y_k, k\ge 1} is relatively weaklycompact and the support projections s(z_k)\downarrow_k 0 (or similarly mutually disjoint). As an application, we prove that every non-reflexive subspace of the dual of any given C*-algebra (or Jordan triples) contains asymptotically isometric copies of l_1 and therefore fails the fixed point property for nonexpansive mappings. These generalize earlier results for the case of preduals of semi-finite von Neumann algebras.

math.FA↗