Non-commutative Burkholder/Rosenthal inequalities (2000)
| Venue: | Ann. Probab |
| Citations: | 43 - 24 self |
BibTeX
@TECHREPORT{Junge00non-commutativeburkholder/rosenthal,
author = {M. Junge and Q. Xu},
title = {Non-commutative Burkholder/Rosenthal inequalities},
institution = {Ann. Probab},
year = {2000}
}
OpenURL
Abstract
Abstract. We show norm estimates for the sum of independent random variables in noncommutative Lp spaces for 1 < p < ∞ following previous work by the authors. These estimates generalize Rosenthal’s inequalities in the commutative case. Among other applications, we derive a formula for p-norm of the eigenvalues for matrices with independent entries, and characterize those symmetric subspaces and unitary ideal spaces which can be realized as subspaces of noncommutative Lp for 2 < p < ∞. 0. Introduction and Notation Martingale inequalities have a long tradition in probability. The applications of the work of Burkholder and his collaborators [B73,?, BDG72, B71a, B71b, BGS71, BG70, B66] ranges from classical harmonic analysis to stochastical differential equations and the geometry of Banach spaces. When proving the estimates for the ‘little square function ’ Burkholder







