Doob's inequality for non-commutative martingales
| dc.creator | Junge, M. | |
| dc.date | 2002-06-06 | |
| dc.date.accessioned | 2026-07-07T04:48:56Z | |
| dc.date.available | 2026-07-07T04:48:56Z | |
| dc.description | Let $1\le p<\8$ and $(x_n)_{\nen}$ be a sequence of positive elements in a non-commutative $L_p$ space and $(E_n)_{\nen}$ be an increasing sequence of conditional expectations, then the $L_p$ norm of \sum_n E_n(x_n) can be estimated by c_p times the $L_p$ norm of \sum_n x_n. This inequality is due to Burkholder, Davis and Gundy in the commutative case. By duality, we obtain a version of Doob's maximal inequality for $1<p\le \8$. | |
| dc.identifier | https://arxiv.org/abs/math/0206062 | |
| dc.identifier | http://arxiv.org/abs/math/0206062 | |
| dc.identifier.uri | http://salesiana.dossiersoluciones.com/handle/123456789/64241 | |
| dc.subject | Operator Algebras | |
| dc.subject | 46L53, 46L52 (Primary) 47L25 (Secondary) | |
| dc.title | Doob's inequality for non-commutative martingales | |
| dc.type | text |