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ON THE BEST CONSTANTS IN SOME NON-COMMUTATIVE MARTINGALE INEQUALITIES

Published online by Cambridge University Press:  10 March 2005

MARIUS JUNGE  and
QUANHUA XU
MARIUS JUNGE
Affiliation:
University of Illinois, Department of Mathematics, Urbana, IL 61801, USAjunge@math.uiuc.edu
QUANHUA XU
Affiliation:
Université de Franche-Comté, Laboratoire de Mathématiques, 25030 Besançcon Cedex, Franceqx@math.univ-fcomte.fr
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Abstract

The optimal orders are determined for the best constants in the non-commutative Burkholder–Gundy, Doob and Stein inequalities obtained recently in non-commutative martingale theory.

Keywords

46L5346L51
Type
Papers
Information
Bulletin of the London Mathematical Society , Volume 37 , Issue 2 , March 2005 , pp. 243 - 253
Copyright
© The London Mathematical Society 2005

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Footnotes

Marius Junge is partially supported by the NSF.