Noncommutative Burkholder/Rosenthal inequalities associated with convex functions

preprint2015arXivOpen access

Abstract

We prove noncommutative martingale inequalities associated with convex functions. More precisely, we obtain ΦΦ-moment analogues of the noncommutative Burkholder inequalities and the noncommutative Rosenthal inequalities for any convex Orlicz function ΦΦ whose Matuzewska-Orlicz indices pΦp_Φ and qΦq_Φ are such that 1<pΦ≤qΦ<21<p_Φ\leq q_Φ<2 or 2<pΦ≤qΦ<∞2<p_Φ\leq q_Φ<\infty. These results generalize the noncommutative Burkholder/Rosenthal inequalities due to Junge and Xu.

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