In this paper, a notion of non-microstate bi-free entropy with respect to completely positive maps is constructed thereby extending the notions of non-microstate bi-free entropy and free entropy with respect to a completely positive map. By extending the operator-valued bi-free structures to allow for more analytical arguments, a notion of conjugate variables is constructed using both moment and cumulant expressions. The notions of free Fisher information and entropy are then extended to this setting and used to show minima of the Fisher information and maxima of the non-microstate bi-free entropy at bi-R-diagonal elements.

Wick polynomials and Wick products are studied in the context of noncommutative probability theory. It is shown that free, Boolean, and conditionally free Wick polynomials can be defined and related through the action of the group of characters over a particular Hopf algebra. These results generalize our previous developments of a Hopf-algebraic approach to cumulants and Wick products in classical probability theory.

Let $\mathcal {M}$ be a semifinite von Nemann algebra equipped with an increasing filtration $(\mathcal {M}_n)_{n\geq 1}$ of (semifinite) von Neumann subalgebras of $\mathcal {M}$. For $0<p <\infty $, let $\mathsf {h}_p^c(\mathcal {M})$ denote the noncommutative column conditioned martingale Hardy space and $\mathsf {bmo}^c(\mathcal {M})$ denote the column “little” martingale BMO space associated with the filtration $(\mathcal {M}_n)_{n\geq 1}$.

We prove the following real interpolation identity: if $0<p <\infty $ and $0<\theta <1$, then for $1/r=(1-\theta )/p$,

$$ \begin{align*} \big(\mathsf{h}_p^c(\mathcal{M}), \mathsf{bmo}^c(\mathcal{M})\big)_{\theta, r}=\mathsf{h}_{r}^c(\mathcal{M}), \end{align*} $$

For the case of complex interpolation, we obtain that if $0<p<q<\infty $ and $0<\theta <1$, then for $1/r =(1-\theta )/p +\theta /q$,

$$ \begin{align*} \big[\mathsf{h}_p^c(\mathcal{M}), \mathsf{h}_q^c(\mathcal{M})\big]_{\theta}=\mathsf{h}_{r}^c(\mathcal{M}) \end{align*} $$

These extend previously known results from $p\geq 1$ to the full range $0<p<\infty $. Other related spaces such as spaces of adapted sequences and Junge’s noncommutative conditioned $L_p$-spaces are also shown to form interpolation scale for the full range $0<p<\infty $ when either the real method or the complex method is used. Our method of proof is based on a new algebraic atomic decomposition for Orlicz space version of Junge’s noncommutative conditioned $L_p$-spaces.

We apply these results to derive various inequalities for martingales in noncommutative symmetric quasi-Banach spaces.

In this paper, we prove the equivalence between logarithmic Sobolev inequality and hypercontractivity of a class of quantum Markov semigroup and its associated Dirichlet form based on a probability gage space.

Bożejko and Speicher associated a finite von Neumann algebra MT to a self-adjoint operator T on a complex Hilbert space of the form $\mathcal {H}\otimes \mathcal {H}$ which satisfies the Yang–Baxter relation and $ \left\| T \right\| < 1$. We show that if dim$(\mathcal {H})$ ⩾ 2, then MT is a factor when T admits an eigenvector of some special form.

In this paper, we investigate noncommutative symmetric and asymmetric maximal inequalities associated with martingale transforms and fractional integrals. Our proofs depend on some recent advances on algebraic atomic decomposition and the noncommutative Gundy decomposition. We also prove several fractional maximal inequalities.

We investigate operator-valued monotone independence, a noncommutative version of independence for conditional expectation. First we introduce operator-valued monotone cumulants to clarify the whole theory and show the moment-cumulant formula. As an application, one can obtain an easy proof of the central limit theorem for the operator-valued case. Moreover, we prove a generalization of Muraki’s formula for the sum of independent random variables and a relation between generating functions of moments and cumulants.

Considering quantum random walks, we construct discrete-time approximations of the eigenvalues processes of minors of Hermitian Brownian motion. It has been recently proved by Adler, Nordenstam, and van Moerbeke that the process of eigenvalues of two consecutive minors of a Hermitian Brownian motion is a Markov process; whereas, if one considers more than two consecutive minors, the Markov property fails. We show that there are analog results in the noncommutative counterpart and establish the Markov property of eigenvalues of some particular submatrices of Hermitian Brownian motion.

In this paper we determine the limiting distributional behavior for sums of infinitesimal conditionally free random variables. We show that the weak convergence of classical convolution and that of conditionally free convolution are equivalent for measures in an infinitesimal triangular array, where the measures may have unbounded support. Moreover, we use these limit theorems to study the conditionally free infinite divisibility. These results are obtained by complex analytic methods without reference to the combinatorics of $\text{c}$ -free convolution.

Hinčin proved that any limit law, associated with a triangular array of infinitesimal random variables, is infinitely divisible. The analogous result for additive free convolution was proved earlier by Bercovici and Pata. In this paper we will prove corresponding results for the multiplicative free convolution of measures defined on the unit circle and on the positive half-line.

We provide an analogue of Gundy's decomposition for $L_1$-bounded non-commutative martingales. An important difference from the classical case is that for any $L_1$-bounded non-commutative martingale, the decomposition consists of four martingales. This is strongly related with the row/column nature of non-commutative Hardy spaces of martingales. As applications, we obtain simpler proofs of the weak type $(1,1)$ boundedness for non-commutative martingale transforms and the non-commutative analogue of Burkholder's weak type inequality for square functions. A sequence $(x_n)_{n \ge 1}$ in a normed space $\mathrm{X}$ is called 2-co-lacunary if there exists a bounded linear map from the closed linear span of $(x_n)_{n \ge 1}$ to $l_2$ taking each $x_n$ to the $n$th vector basis of $l_2$. We prove (using our decomposition) that any relatively weakly compact martingale difference sequence in $L_1 (\mathcal{M}, \tau)$ whose sequence of norms is bounded away from zero is 2-co-lacunary, generalizing a result of Aldous and Fremlin to non-commutative $L_1$-spaces.

We prove a weak-type (1,1) inequality for square functions of non-commutative martingales that are simultaneously bounded in $L^2$ and $L^1$. More precisely, the following non-commutative analogue of a classical result of Burkholder holds: there exists an absolute constant $K > 0$ such that if $\mathcal{M}$ is a semi-finite von Neumann algebra and $( \mathcal{M}_n )^{ \infty }_{n = 1}$ is an increasing filtration of von Neumann subalgebras of $\mathcal{M}$ then for any given martingale $x = ( x_n )^{\infty}_{n = 1}$ that is bounded in $L^2 ( \mathcal{M} ) \cap L^1 ( \mathcal{M} )$, adapted to $( \mathcal{M}_n )^{\infty}_{n = 1}$, there exist two martingale difference sequences, $a = ( a_n )_{n = 1}^\infty$ and $b = ( b_n )_{n = 1}^\infty$, with $dx_n = a_n + b_n$ for every $n \geq 1$,

\| ( \sum^\infty_{n = 1} a_n^* a_n )^{1/2} \|_{2} + \| ( \sum^\infty_{n = 1} b_n b_n^* )^{1/2} \|_{2} \leq 2 \| x \|_2,

and

\| ( \sum^\infty_{n = 1} a_n^* a_n )^{1/2} \|_{1, \infty} + \| ( \sum^\infty_{n = 1} b_n b_n^* )^{1/2} \|_{1, \infty} \leq K \| x \|_1.

As an application, we obtain the optimal orders of growth for the constants involved in the Pisier–Xu non-commutative analogue of the classical Burkholder–Gundy inequalities.

The optimal orders are determined for the best constants in the non-commutative Burkholder–Gundy, Doob and Stein inequalities obtained recently in non-commutative martingale theory.

Using the Wiener–Poisson isomorphism, we show that if $(F_t)_{0 \leq t \leq 1}$ is a real, bounded, predictable process adapted to the filtration of a compensated Poisson process $(X_t)_{0 \leq t \leq 1}$, and if $\hat{M}_t$ is the operator corresponding to multiplication by $M_t = \int_0^t F_s dX_s$, then for any regular self-adjoint quantum semimartingale $J = (J_t)_{0 \leq t \leq 1}$, the essentially self-adjoint quantum semimartingale $(\hat{M}_t + J_t)_{0 \leq t \leq 1}$ satisfies the quantum Ito formula.

We also introduce a generalisation of the Poisson process to a measure space $(M, \mathcal{M} , \mu)$ as an isometry $I : L^2 (M, \mathcal{M}, \mu) \to L^2 (\Omega, \mathcal{F}, \mathbb{P})$ and give a new construction of the generalised Wiener–Poisson isomorphism ${\mathcal{W}_I} : \mathfrak{F}_+ (L^2(M)) \to L^2 (\Omega, \mathcal{F}, {\mathbb{P}} )$ using exponential vectors. Using C*-algebra theory, given any measure space we construct a canonical generalised Poisson process. Unlike other constructions, we make no a priori use of Poisson measures.

We study conjugacy invariants for completely positive maps that are inspired by the concept of curvature introduced for commuting d-tuples of contractions by Arveson.

When a Fock-adapted Feller cocycle on a $C^*$-algebra is regular, completely positive and contractive, it possesses a stochastic generator that is necessarily completely bounded. Necessary and sufficient conditions are given, in the form of a sequence of identities, for a completely bounded map to generate a weakly multiplicative cocycle. These are derived from a product formula for iterated quantum stochastic integrals. Under two alternative assumptions, one of which covers all previously considered cases, the first identity in the sequence is shown to imply the rest.