Noncommutative Burkholder/Rosenthal inequalities
Junge, Marius ; Xu, Quanhua
Ann. Probab., Tome 31 (2003) no. 1, p. 948-995 / Harvested from Project Euclid
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We investigate martingale inequalities in noncommutative $L^p$-spaces associated with a von Neumann algebra equipped with a faithful normal state. We prove the noncommutative analogue of the classical Burkholder inequality on the conditioned (or little) square function and extend the noncommutative Burkholder--Gundy inequalities from Comm. Math. Phys. 189 (1997) 667--698 to this nontracial setting. We include several related results.
Publié le : 2003-04-14
Classification:  (Noncommutative) martingale inequalities,  noncommuntative $L^p$-spaces,  (noncommutative) Burkholder inequality,  (noncommutative) Rosenthal inequality,  46L53 
@article{1048516542,
     author = {Junge, Marius and Xu, Quanhua},
     title = {Noncommutative Burkholder/Rosenthal inequalities},
     journal = {Ann. Probab.},
     volume = {31},
     number = {1},
     year = {2003},
     pages = { 948-995},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1048516542}
}

Junge, Marius; Xu, Quanhua. Noncommutative Burkholder/Rosenthal inequalities. Ann. Probab., Tome 31 (2003) no. 1, pp.  948-995. http://gdmltest.u-ga.fr/item/1048516542/