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Noncommutative martingale inequalities associated with convex functions (1509.05242v1)

Published 17 Sep 2015 in math.OA and math.PR

Abstract: We report recent advances on noncommutative martingale inequalities associated with convex functions. These include noncommutative Burkholder-Gundy inequalities associated with convex functions due to the present authors and Dirksen and Ricard, noncommutative maximal inequalities associated with convex functions due to Os\c{e}kowski and the present authors, and noncommutative Burkholder and Junge-Xu inequalities associated with convex functions due to Randrianantoanina and Lian Wu. Some open problems for noncommutative martingales are also included.

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