Exponential integrability of noncommutative Lipschitz martingales

Abstract

In this paper, we study the John-Nirenberg theorems for the Lipschitz spaces and the atomic decomposition for Hardy spaces in the noncommutative martingale setting. By adapting Cuculescu's construction for the increasing adapted sequences, we obtain a distribution function inequality form of John-Nirenberg theorem for noncommutative martingale Lipschitz spaces. Using this result, we obtain the exponential integrability and the sharp moment inequalities, which not only extend but also improve the corresponding results for bmo spaces. As an application, we show Lipschitz space is also the dual space of noncommutative Hardy space defined via symmetric atoms.