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arxiv: 1002.3670 · v1 · pith:UEIKTFB2new · submitted 2010-02-19 · 🧮 math.OA · math.PR

Interpolation and Φ-moment inequalities of noncommutative martingales

classification 🧮 math.OA math.PR
keywords inequalitiesnoncommutativemomentinterpolationmartingalesanaloguesburkholder-gundydevoted
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This paper is devoted to the study of $\Phi$-moment inequalities for noncommutative martingales. In particular, we prove the noncommutative $\Phi$-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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