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arxiv: math/0505309 · v1 · submitted 2005-05-14 · 🧮 math.OA · math.FA· math.PR

On the best constants in some non-commutative martingale inequalities

classification 🧮 math.OA math.FAmath.PR
keywords non-commutativebestconstantsinequalitiesmartingaleburkholder-gundydeterminedoob
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We determine the optimal orders for the best constants in the non-commutative Burkholder-Gundy, Doob and Stein inequalities obtained recently in the non-commutative martingale theory.

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