{"title":"非交换差分隶属马氏的Φ-幂不等式","authors":"Yong Jiao, Mohammad Moslehian, Lian Wu, Yahui Zuo","doi":"10.1090/proc/16847","DOIUrl":null,"url":null,"abstract":"<p>We establish some <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"normal upper Phi\"> <mml:semantics> <mml:mi mathvariant=\"normal\">Φ</mml:mi> <mml:annotation encoding=\"application/x-tex\">\\Phi</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-moment inequalities for noncommutative differentially subordinate martingales. Let <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"normal upper Phi\"> <mml:semantics> <mml:mi mathvariant=\"normal\">Φ</mml:mi> <mml:annotation encoding=\"application/x-tex\">\\Phi</mml:annotation> </mml:semantics> </mml:math> </inline-formula> be a <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"p\"> <mml:semantics> <mml:mi>p</mml:mi> <mml:annotation encoding=\"application/x-tex\">p</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-convex and <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"q\"> <mml:semantics> <mml:mi>q</mml:mi> <mml:annotation encoding=\"application/x-tex\">q</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-concave Orlicz function with <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"1 greater-than p less-than-or-equal-to q greater-than 2\"> <mml:semantics> <mml:mrow> <mml:mn>1</mml:mn> <mml:mo>></mml:mo> <mml:mi>p</mml:mi> <mml:mo>≤</mml:mo> <mml:mi>q</mml:mi> <mml:mo>></mml:mo> <mml:mn>2</mml:mn> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">1>p\\leq q>2</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. Suppose that <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"x\"> <mml:semantics> <mml:mi>x</mml:mi> <mml:annotation encoding=\"application/x-tex\">x</mml:annotation> </mml:semantics> </mml:math> </inline-formula> and <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"y\"> <mml:semantics> <mml:mi>y</mml:mi> <mml:annotation encoding=\"application/x-tex\">y</mml:annotation> </mml:semantics> </mml:math> </inline-formula> are two self-adjoint martingales such that <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"y\"> <mml:semantics> <mml:mi>y</mml:mi> <mml:annotation encoding=\"application/x-tex\">y</mml:annotation> </mml:semantics> </mml:math> </inline-formula> is weakly differentially subordinate to <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"x\"> <mml:semantics> <mml:mi>x</mml:mi> <mml:annotation encoding=\"application/x-tex\">x</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. We show that, for <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"upper N greater-than-or-equal-to 0\"> <mml:semantics> <mml:mrow> <mml:mi>N</mml:mi> <mml:mo>≥</mml:mo> <mml:mn>0</mml:mn> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">N\\geq 0</mml:annotation> </mml:semantics> </mml:math> </inline-formula>, <disp-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"tau left-bracket normal upper Phi left-parenthesis StartAbsoluteValue y Subscript upper N Baseline EndAbsoluteValue right-parenthesis right-bracket less-than-or-equal-to c Subscript p comma q Baseline tau left-bracket normal upper Phi left-parenthesis StartAbsoluteValue x Subscript upper N Baseline EndAbsoluteValue right-parenthesis right-bracket comma\"> <mml:semantics> <mml:mrow> <mml:mi>τ</mml:mi> <mml:mstyle scriptlevel=\"0\"> <mml:mrow> <mml:mo maxsize=\"1.2em\" minsize=\"1.2em\">[</mml:mo> </mml:mrow> </mml:mstyle> <mml:mi mathvariant=\"normal\">Φ</mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mrow> <mml:mo stretchy=\"false\">|</mml:mo> </mml:mrow> <mml:msub> <mml:mi>y</mml:mi> <mml:mi>N</mml:mi> </mml:msub> <mml:mrow> <mml:mo stretchy=\"false\">|</mml:mo> </mml:mrow> <mml:mo stretchy=\"false\">)</mml:mo> <mml:mstyle scriptlevel=\"0\"> <mml:mrow> <mml:mo maxsize=\"1.2em\" minsize=\"1.2em\">]</mml:mo> </mml:mrow> </mml:mstyle> <mml:mo>≤</mml:mo> <mml:msub> <mml:mi>c</mml:mi> <mml:mrow> <mml:mi>p</mml:mi> <mml:mo>,</mml:mo> <mml:mi>q</mml:mi> </mml:mrow> </mml:msub> <mml:mi>τ</mml:mi> <mml:mstyle scriptlevel=\"0\"> <mml:mrow> <mml:mo maxsize=\"1.2em\" minsize=\"1.2em\">[</mml:mo> </mml:mrow> </mml:mstyle> <mml:mi mathvariant=\"normal\">Φ</mml:mi> <mml:mo stretchy=\"false\">(</mml:mo> <mml:mrow> <mml:mo stretchy=\"false\">|</mml:mo> </mml:mrow> <mml:msub> <mml:mi>x</mml:mi> <mml:mi>N</mml:mi> </mml:msub> <mml:mrow> <mml:mo stretchy=\"false\">|</mml:mo> </mml:mrow> <mml:mo stretchy=\"false\">)</mml:mo> <mml:mstyle scriptlevel=\"0\"> <mml:mrow> <mml:mo maxsize=\"1.2em\" minsize=\"1.2em\">]</mml:mo> </mml:mrow> </mml:mstyle> <mml:mo>,</mml:mo> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">\\begin{equation*} \\tau \\big [\\Phi (|y_N|)\\big ]\\leq c_{p,q}\\tau \\big [\\Phi (|x_N|)\\big ], \\end{equation*}</mml:annotation> </mml:semantics> </mml:math> </disp-formula> where the constant <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"c Subscript p comma q\"> <mml:semantics> <mml:msub> <mml:mi>c</mml:mi> <mml:mrow> <mml:mi>p</mml:mi> <mml:mo>,</mml:mo> <mml:mi>q</mml:mi> </mml:mrow> </mml:msub> <mml:annotation encoding=\"application/x-tex\">c_{p,q}</mml:annotation> </mml:semantics> </mml:math> </inline-formula> is of the best order when <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"p equals q\"> <mml:semantics> <mml:mrow> <mml:mi>p</mml:mi> <mml:mo>=</mml:mo> <mml:mi>q</mml:mi> </mml:mrow> <mml:annotation encoding=\"application/x-tex\">p=q</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. The <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"normal upper Phi\"> <mml:semantics> <mml:mi mathvariant=\"normal\">Φ</mml:mi> <mml:annotation encoding=\"application/x-tex\">\\Phi</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-moment estimates for square functions of noncommutative differentially subordinate martingales are also obtained in this article. Our approach provides constructive proofs of noncommutative <inline-formula content-type=\"math/mathml\"> <mml:math xmlns:mml=\"http://www.w3.org/1998/Math/MathML\" alttext=\"normal upper Phi\"> <mml:semantics> <mml:mi mathvariant=\"normal\">Φ</mml:mi> <mml:annotation encoding=\"application/x-tex\">\\Phi</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-moment Burkholder–Gundy inequalities and Burkholder inequalities.</p>","PeriodicalId":20696,"journal":{"name":"Proceedings of the American Mathematical Society","volume":"27 1","pages":""},"PeriodicalIF":0.8000,"publicationDate":"2024-03-29","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Φ-moment inequalities for noncommutative differentially subordinate martingales\",\"authors\":\"Yong Jiao, Mohammad Moslehian, Lian Wu, Yahui Zuo\",\"doi\":\"10.1090/proc/16847\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"<p>We establish some <inline-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"normal upper Phi\\\"> <mml:semantics> <mml:mi mathvariant=\\\"normal\\\">Φ</mml:mi> <mml:annotation encoding=\\\"application/x-tex\\\">\\\\Phi</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-moment inequalities for noncommutative differentially subordinate martingales. Let <inline-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"normal upper Phi\\\"> <mml:semantics> <mml:mi mathvariant=\\\"normal\\\">Φ</mml:mi> <mml:annotation encoding=\\\"application/x-tex\\\">\\\\Phi</mml:annotation> </mml:semantics> </mml:math> </inline-formula> be a <inline-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"p\\\"> <mml:semantics> <mml:mi>p</mml:mi> <mml:annotation encoding=\\\"application/x-tex\\\">p</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-convex and <inline-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"q\\\"> <mml:semantics> <mml:mi>q</mml:mi> <mml:annotation encoding=\\\"application/x-tex\\\">q</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-concave Orlicz function with <inline-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"1 greater-than p less-than-or-equal-to q greater-than 2\\\"> <mml:semantics> <mml:mrow> <mml:mn>1</mml:mn> <mml:mo>></mml:mo> <mml:mi>p</mml:mi> <mml:mo>≤</mml:mo> <mml:mi>q</mml:mi> <mml:mo>></mml:mo> <mml:mn>2</mml:mn> </mml:mrow> <mml:annotation encoding=\\\"application/x-tex\\\">1>p\\\\leq q>2</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. Suppose that <inline-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"x\\\"> <mml:semantics> <mml:mi>x</mml:mi> <mml:annotation encoding=\\\"application/x-tex\\\">x</mml:annotation> </mml:semantics> </mml:math> </inline-formula> and <inline-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"y\\\"> <mml:semantics> <mml:mi>y</mml:mi> <mml:annotation encoding=\\\"application/x-tex\\\">y</mml:annotation> </mml:semantics> </mml:math> </inline-formula> are two self-adjoint martingales such that <inline-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"y\\\"> <mml:semantics> <mml:mi>y</mml:mi> <mml:annotation encoding=\\\"application/x-tex\\\">y</mml:annotation> </mml:semantics> </mml:math> </inline-formula> is weakly differentially subordinate to <inline-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"x\\\"> <mml:semantics> <mml:mi>x</mml:mi> <mml:annotation encoding=\\\"application/x-tex\\\">x</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. We show that, for <inline-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"upper N greater-than-or-equal-to 0\\\"> <mml:semantics> <mml:mrow> <mml:mi>N</mml:mi> <mml:mo>≥</mml:mo> <mml:mn>0</mml:mn> </mml:mrow> <mml:annotation encoding=\\\"application/x-tex\\\">N\\\\geq 0</mml:annotation> </mml:semantics> </mml:math> </inline-formula>, <disp-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"tau left-bracket normal upper Phi left-parenthesis StartAbsoluteValue y Subscript upper N Baseline EndAbsoluteValue right-parenthesis right-bracket less-than-or-equal-to c Subscript p comma q Baseline tau left-bracket normal upper Phi left-parenthesis StartAbsoluteValue x Subscript upper N Baseline EndAbsoluteValue right-parenthesis right-bracket comma\\\"> <mml:semantics> <mml:mrow> <mml:mi>τ</mml:mi> <mml:mstyle scriptlevel=\\\"0\\\"> <mml:mrow> <mml:mo maxsize=\\\"1.2em\\\" minsize=\\\"1.2em\\\">[</mml:mo> </mml:mrow> </mml:mstyle> <mml:mi mathvariant=\\\"normal\\\">Φ</mml:mi> <mml:mo stretchy=\\\"false\\\">(</mml:mo> <mml:mrow> <mml:mo stretchy=\\\"false\\\">|</mml:mo> </mml:mrow> <mml:msub> <mml:mi>y</mml:mi> <mml:mi>N</mml:mi> </mml:msub> <mml:mrow> <mml:mo stretchy=\\\"false\\\">|</mml:mo> </mml:mrow> <mml:mo stretchy=\\\"false\\\">)</mml:mo> <mml:mstyle scriptlevel=\\\"0\\\"> <mml:mrow> <mml:mo maxsize=\\\"1.2em\\\" minsize=\\\"1.2em\\\">]</mml:mo> </mml:mrow> </mml:mstyle> <mml:mo>≤</mml:mo> <mml:msub> <mml:mi>c</mml:mi> <mml:mrow> <mml:mi>p</mml:mi> <mml:mo>,</mml:mo> <mml:mi>q</mml:mi> </mml:mrow> </mml:msub> <mml:mi>τ</mml:mi> <mml:mstyle scriptlevel=\\\"0\\\"> <mml:mrow> <mml:mo maxsize=\\\"1.2em\\\" minsize=\\\"1.2em\\\">[</mml:mo> </mml:mrow> </mml:mstyle> <mml:mi mathvariant=\\\"normal\\\">Φ</mml:mi> <mml:mo stretchy=\\\"false\\\">(</mml:mo> <mml:mrow> <mml:mo stretchy=\\\"false\\\">|</mml:mo> </mml:mrow> <mml:msub> <mml:mi>x</mml:mi> <mml:mi>N</mml:mi> </mml:msub> <mml:mrow> <mml:mo stretchy=\\\"false\\\">|</mml:mo> </mml:mrow> <mml:mo stretchy=\\\"false\\\">)</mml:mo> <mml:mstyle scriptlevel=\\\"0\\\"> <mml:mrow> <mml:mo maxsize=\\\"1.2em\\\" minsize=\\\"1.2em\\\">]</mml:mo> </mml:mrow> </mml:mstyle> <mml:mo>,</mml:mo> </mml:mrow> <mml:annotation encoding=\\\"application/x-tex\\\">\\\\begin{equation*} \\\\tau \\\\big [\\\\Phi (|y_N|)\\\\big ]\\\\leq c_{p,q}\\\\tau \\\\big [\\\\Phi (|x_N|)\\\\big ], \\\\end{equation*}</mml:annotation> </mml:semantics> </mml:math> </disp-formula> where the constant <inline-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"c Subscript p comma q\\\"> <mml:semantics> <mml:msub> <mml:mi>c</mml:mi> <mml:mrow> <mml:mi>p</mml:mi> <mml:mo>,</mml:mo> <mml:mi>q</mml:mi> </mml:mrow> </mml:msub> <mml:annotation encoding=\\\"application/x-tex\\\">c_{p,q}</mml:annotation> </mml:semantics> </mml:math> </inline-formula> is of the best order when <inline-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"p equals q\\\"> <mml:semantics> <mml:mrow> <mml:mi>p</mml:mi> <mml:mo>=</mml:mo> <mml:mi>q</mml:mi> </mml:mrow> <mml:annotation encoding=\\\"application/x-tex\\\">p=q</mml:annotation> </mml:semantics> </mml:math> </inline-formula>. The <inline-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"normal upper Phi\\\"> <mml:semantics> <mml:mi mathvariant=\\\"normal\\\">Φ</mml:mi> <mml:annotation encoding=\\\"application/x-tex\\\">\\\\Phi</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-moment estimates for square functions of noncommutative differentially subordinate martingales are also obtained in this article. Our approach provides constructive proofs of noncommutative <inline-formula content-type=\\\"math/mathml\\\"> <mml:math xmlns:mml=\\\"http://www.w3.org/1998/Math/MathML\\\" alttext=\\\"normal upper Phi\\\"> <mml:semantics> <mml:mi mathvariant=\\\"normal\\\">Φ</mml:mi> <mml:annotation encoding=\\\"application/x-tex\\\">\\\\Phi</mml:annotation> </mml:semantics> </mml:math> </inline-formula>-moment Burkholder–Gundy inequalities and Burkholder inequalities.</p>\",\"PeriodicalId\":20696,\"journal\":{\"name\":\"Proceedings of the American Mathematical Society\",\"volume\":\"27 1\",\"pages\":\"\"},\"PeriodicalIF\":0.8000,\"publicationDate\":\"2024-03-29\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the American Mathematical Society\",\"FirstCategoryId\":\"100\",\"ListUrlMain\":\"https://doi.org/10.1090/proc/16847\",\"RegionNum\":3,\"RegionCategory\":\"数学\",\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"Q2\",\"JCRName\":\"MATHEMATICS\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the American Mathematical Society","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.1090/proc/16847","RegionNum":3,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 0
摘要
我们建立了一些非交换微分隶属马丁格的 Φ \Phi -时刻不等式。设 Φ \Phi 是一个 p p -凸且 q q -凹的 Orlicz 函数,其值为 1 > p ≤ q > 2 1>p\leq q>2 。假设 x x 和 y y 是两个自相关的马丁格尔,且 y y 是 x x 的弱微分隶属。我们证明,对于 N≥0 N\geq 0 , τ [ Φ ( | y N | ) ] ≤ c p , q τ [ Φ ( | x N | ) ] , \begin{equation*}.\tau \big [\Phi (|y_N|)\big ]\leq c_{p,q}\tau \big [\Phi (|x_N|)\big ], \end{equation*} 其中常数 c p , q c_{p,q} 是 p = q p=q 时的最佳阶。本文还得到了非交换微分隶属马丁格的平方函数的 Φ \Phi -动量估计。我们的方法提供了非交换 Φ \Phi -矩 Burkholder-Gundy 不等式和 Burkholder 不等式的构造证明。
Φ-moment inequalities for noncommutative differentially subordinate martingales
We establish some Φ\Phi-moment inequalities for noncommutative differentially subordinate martingales. Let Φ\Phi be a pp-convex and qq-concave Orlicz function with 1>p≤q>21>p\leq q>2. Suppose that xx and yy are two self-adjoint martingales such that yy is weakly differentially subordinate to xx. We show that, for N≥0N\geq 0, τ[Φ(|yN|)]≤cp,qτ[Φ(|xN|)],\begin{equation*} \tau \big [\Phi (|y_N|)\big ]\leq c_{p,q}\tau \big [\Phi (|x_N|)\big ], \end{equation*} where the constant cp,qc_{p,q} is of the best order when p=qp=q. The Φ\Phi-moment estimates for square functions of noncommutative differentially subordinate martingales are also obtained in this article. Our approach provides constructive proofs of noncommutative Φ\Phi-moment Burkholder–Gundy inequalities and Burkholder inequalities.
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