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Noncommutative Davis type decompositions and applications (1712.01374v1)

Published 4 Dec 2017 in math.PR, math.FA, and math.OA

Abstract: We prove the noncommutative Davis decomposition for the column Hardy space $\H_pc$ for all $0<p\leq 1$. A new feature of our Davis decomposition is a simultaneous control of $\H_1c$ and $\H_qc$ norms for any noncommutative martingale in $\H_1c \cap \H_qc$ when $q\geq 2$. As applications, we show that the Burkholder/Rosenthal inequality holds for bounded martingales in a noncommutative symmetric space associated with a function space $E$ that is either an interpolation of the couple $(L_p, L_2)$ for some $1<p<2$ or is an interpolation of the couple $(L_2, L_q)$ for some $2<q<\infty$. We also obtain the corresponding $\Phi$-moment Burkholder/Rosenthal inequality for Orlicz functions that are either $p$-convex and $2$-concave for some $1<p<2$ or are $2$-convex and $q$-concave for some $2<q<\infty$.

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