Interpolation and ΦΦ-moment inequalities of noncommutative martingales

preprint2010arXivOpen access

Abstract

This paper is devoted to the study of ΦΦ-moment inequalities for noncommutative martingales. In particular, we prove the noncommutative ΦΦ-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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