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- W2963391612 abstract "Let $1le p<8$ and $(x_n)_{nen}$ be a sequence of positive elements in a non-commutative $L_p$ space and $(E_n)_{nen}$ be an increasing sequence of conditional expectations, then the $L_p$ norm of sum_n E_n(x_n) can be estimated by c_p times the $L_p$ norm of sum_n x_n. This inequality is due to Burkholder, Davis and Gundy in the commutative case. By duality, we obtain a version of Doob's maximal inequality for $1<ple 8$." @default.
- W2963391612 created "2019-07-30" @default.
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- W2963391612 date "2002-01-19" @default.
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- W2963391612 title "Doobs inequality for non-commutative martingales" @default.
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- W2963391612 doi "https://doi.org/10.1515/crll.2002.061" @default.
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