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Let ℳ be a hyperfinite finite von Nemann algebra and be an increasing filtration of finite-dimensional von Neumann subalgebras of ℳ. We investigate abstract fractional integrals associated to the filtration . For a finite noncommutative martingale adapted to and 0 < α < 1, the fractional integral of x of order α is defined by setting
for an appropriate sequence of scalars. For the case of a noncommutative dyadic martingale in L₁() where is the type II₁ hyperfinite factor equipped...
This paper is devoted to the study of noncommutative weak Orlicz spaces and martingale inequalities. The Marcinkiewicz interpolation theorem is extended to include noncommutative weak Orlicz spaces as interpolation classes. As an application, we prove the weak type Φ-moment Burkholder-Gundy inequality for noncommutative martingales through establishing a weak type Φ-moment noncommutative Khinchin inequality for Rademacher random variables.
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