Interpolation and Φ-moment inequalities of noncommutative martingales

Probability Theory and Related Fields(2010)

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摘要
This paper is devoted to the study of Φ-moment inequalities for noncommutative martingales. In particular, we prove the noncommutative Φ-moment analogues of martingale transformations, Stein’s inequalities, Khintchine’s inequalities for Rademacher’s random variables, and Burkholder–Gundy’s inequalities. The key ingredient is a noncommutative version of Marcinkiewicz type interpolation theorem for Orlicz spaces which we establish in this paper.
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关键词
τ-Measurable operators,Noncommutative martingale,Interpolation,Φ-Moment martingale inequality,Noncommutative Orlicz space
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