Noncommutative sharp dual Doob inequalities

Fuente: arXiv
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Auteurs principaux: Sukochev, Fedor, Zhou, Dejian
Format: Preprint
Publié: 2025
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author Sukochev, Fedor
Zhou, Dejian
author_facet Sukochev, Fedor
Zhou, Dejian
contents 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.
format Preprint
id arxiv_https___arxiv_org_abs_2501_07064
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Noncommutative sharp dual Doob inequalities
Sukochev, Fedor
Zhou, Dejian
Operator Algebras
Functional Analysis
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.
title Noncommutative sharp dual Doob inequalities
topic Operator Algebras
Functional Analysis
url https://arxiv.org/abs/2501.07064