A noncommutative martingale convexity inequality

preprint2016arXivOpen access

Abstract

Let M\mathcal{M} be a von Neumann algebra equipped with a faithful semifinite normal weight ϕϕ and N\mathcal{N} be a von Neumann subalgebra of M\mathcal{M} such that the restriction of ϕϕ to N\mathcal{N} is semifinite and such that N\mathcal{N} is invariant by the modular group of ϕϕ. Let E\mathcal{E} be the weight preserving conditional expectation from M\mathcal{M} onto N\mathcal{N}. We prove the following inequality: ∥x∥p2≥∥E(x)∥p2+(p−1)∥x−E(x)∥p2,x∈Lp(M),1<p≤2,\|x\|_p^2\ge\bigl \|\mathcal{E}(x)\bigr\|_p^2+(p-1)\bigl\|x-\mathcal{E}(x)\bigr\|_p^2, \qquad x\in L_p(\mathcal{M}),1<p\le2, which extends the celebrated Ball-Carlen-Lieb convexity inequality. As an application we show that there exists ε0>0\varepsilon_0>0 such that for any free group Fn\mathbb{F}_n and any q≥4−ε0q\ge4-\varepsilon_0, ∥Pt∥2→q≤1⇔t≥log⁡q−1,\|P_t\|_{2\to q}\le1\quad\Leftrightarrow\quad t\ge\log{\sqrt{q-1}}, where (Pt)(P_t) is the Poisson semigroup defined by the natural length function of Fn \mathbb{F}_n.

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