Conditioned square functions for noncommutative martingales

Abstract

We prove a weak-type (1, 1) inequality involving conditioned versions of square functions for martingales in noncommutative L^p-spaces associated with finite von Neumann algebras. As application, we determine the optimal orders for the best constants in the noncommutative Burkholder/Rosenthal inequalities from [Ann. Probab. 31 (2003) 948–995]. We also discuss BMO-norms of sums of noncommuting order-independent operators.