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arXiv · 1002.3670

Interpolation and $Φ$-moment inequalities of noncommutative martingales

Turdebek N. Bekjan·Zeqian Chen
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Abstract

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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Turdebek N. Bekjan, Zeqian Chen. 2010-02-19. Interpolation and $Φ$-moment inequalities of noncommutative martingales. https://arxiv.org/abs/1002.3670

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