Interpolation and [Phi]-moment inequalities of noncommutative martingales

Abstract

This paper is devoted to the study of ... -moment inequalities for noncommutative martingales. In particular, we prove the noncommutative ... -moment analogues of martingale transformations, Stein's inequalities, Khintchine's inequalities for Rademacher's random variables, and Burkholder-Gundy's inequalities. The key ingredient is a noncommutative version of Marcinkiewicz type interpolation theorem for Orlicz spaces which we establish in this paper. (ProQuest: ... denotes formulae and non-USASCII text omitted)