A noncommutative martingale convexity inequality

Abstract

Let $\mathcal{M}$ be a von Neumann algebra equipped with a faithful semifinite normal weight $\varphi$ and $\mathcal{N}$ be a von Neumann subalgebra of $\mathcal{M}$ such that the restriction of $\varphi$ to $\mathcal{N}$ is semifinite and such that $\mathcal{N}$ is invariant by the modular group of $\varphi$. Let $\mathcal{E}$ be the weight preserving conditional expectation from $\mathcal{M}$ onto $\mathcal{N}$. We prove the following inequality: \[\|x\|_p^2\ge\bigl \|\mathcal{E}(x)\bigr\|_p^2+(p-1)\bigl\|x-\mathcal{E}(x)\bigr\|_p^2, \qquad x\in L_p(\mathcal{M}),1<p\le2,\] which extends the celebrated Ball-Carlen-Lieb convexity inequality. As an application we show that there exists ${\epsilon }_0>0$ such that for any free group ${\mathbb{F}}_n$ and any $q\ge 4-{\epsilon }_0$, \[\|P_t\|_{2\to q}\le1\quad\Leftrightarrow\quad t\ge\log{\sqrt{q-1}},\] where $(P_t)$ is the Poisson semigroup defined by the natural length function of ${\mathbb{F}}_n$.

Published at http://dx.doi.org/10.1214/14-AOP990 in the Annals of Probability (http://www.imstat.org/aop/) by the Institute of Mathematical Statistics (http://www.imstat.org)

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