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Noncommutative maximal inequalities associated with convex functions (1108.2795v6)
Published 13 Aug 2011 in math.OA and math.PR
Abstract: We prove several noncommutative maximal inequalities associated with convex functions, including a Doob type inequality for a convex function of maximal operators on noncommutative martingales, noncommutative Dunford-Schwartz and Stein maximal ergodic inequalities for a convex function of positive and symmetric positive contractions. The key ingredient in our proofs is a Marcinkiewicz type interpolation theorem for a convex function of maximal operators in the noncommutative setting, which we establish in this paper. These generalize the results of Junge and Xu in the $Lp$ case to the case of convex functions.