Quick viewing(Text Mode)

Symmetric Norms and Spaces of Operators

Symmetric Norms and Spaces of Operators

J. reine angew. Math. 621 (2008), 81—121 Journal fu¨r die reine und DOI 10.1515/CRELLE.2008.059 angewandte Mathematik ( Walter de Gruyter Berlin New York 2008

Symmetric norms and spaces of operators

By N. J. Kalton at Columbia and F. A. Sukochev at Bedford Park

Abstract. We show that if ðE; kkEÞ is a symmetric Banach sequence space then the corresponding space SE of operators on a separable , defined by T A SE if y y and only if s ðTÞ A E, is a under the kTk ¼ s ðTÞ . Al- n n¼1 SE n n¼1 E though this was proved for finite-dimensional spaces by von Neumann in 1937, it has never been established in complete generality in infinite-dimensional spaces; previous proofs have used the stronger hypothesis of full symmetry on E. The proof that is a norm re- kkSE quires the apparently new concept of uniform Hardy-Littlewood majorization; complete- ness also requires a new proof. We also give the analogous results for operator spaces modelled on a semifinite with a normal faithful semi-finite trace.

1. Introduction

In 1937, von Neumann [23] or [24], pp. 205–218, showed that if kkE is a symmetric norm on Rn then one can define a norm on the space of n n matrices by kAkE ¼ s1ðAÞ; ...; snðAÞ E

1=2 where s1ðAÞ; ...; snðAÞ are the singular values of A (i.e. the eigenvalues of ðA AÞ )in decreasing order. Surprisingly, the infinite-dimensional analogue of this result, although well-known in special cases, has never been established in complete generality. This is the aim of the current paper.

Consider a (real or complex) symmetric Banach sequence space E; i.e., E is a sequence space invariant under permutations equipped with a norm kkE such that ðE; kkEÞ is complete and has the property that

A A f E; g e f ) g E; kgkE e k f kE:

(Here by f we denote the usual decreasing rearrangment of the sequence j f j.) Then if H is a separable Hilbert space we can define an associated Schatten ideal SE H LðHÞ by

The first author acknowledges support from NSF grant DMS-0555670; the second author acknowledges support from the ARC. 82 Kalton and Sukochev, Symmetric norms and spaces of operators

y T A s T A E SE , nð Þ n¼1 with a quasi-norm y kTk ¼ s ðTÞ : SE n n¼1 E

In this paper we address the following natural problem. Is ðSE; kkEÞ a Banach space? It is curious that this question is up to now unresolved in this generality; see for ex- ample [28], [29], [14] and [31]. In fact it is well-known that there is a positive answer if E is fully symmetric. For this we need the definition of Hardy-Littlewood majorization:

Pn Pn f g , f ð jÞ e gð jÞ; n ¼ 1; 2; ... : j¼1 j¼1

Then E is fully symmetric provided

A A f E; g f ) g E; kgkE e k f kE:

This is equivalent to the requirement that E is a 1- between l1 and ly (cf. [3]). More generally a positive answer is known if E is relatively fully symmetric i.e.

A f ; g E; g f )kgkE e k f kE:

See [5], [10] and [34]. We may note that E is relatively fully symmetric if and only if it is a closed subspace of a fully symmetric space, for we may define F by f A F if and only if there exists g A E such that f g and define

A k f kF ¼ inffkgkE : g E; f gg and it can be verified that F is then a fully symmetric Banach sequence space containing E as a closed subspace.

The same problem can be formulated in a continuous form. If E is a symmetric Banach on ð0; yÞ (in the terminology of [18]) and M is a von Neumann algebra with a faithful normal semi-finite trace t then we can define the space EðM; tÞ as a subset of the space MM~ of measurable operators a‰liated with M by

x A EðM; tÞ,mðxÞ A E where mðxÞðtÞ¼mtðxÞ are the generalized singular values of x (see e.g. [13]). The associated is

kxkE ¼kmðxÞkE:

As in the discrete case it is known that EðM; tÞ is a Banach space under kkE if E is rela- tively fully symmetric. In this case

Ðt Ðt f g , f ðsÞ ds e gðsÞ ds; 0 < t < y: 0 0 Kalton and Sukochev, Symmetric norms and spaces of operators 83

We note that some authors (e.g. [19], [9] or [11]) define symmetric or rearrangement- invariant spaces to have additional properties which imply full symmetry or relative full symmetry. However, according to our definition above, there are examples of symmetric Banach function spaces or sequence spaces which are not (relatively) fully symmetric. In our earlier paper [16] we showed that for example on the Marcinkiewicz sequence space y M 1; y f n (sometimes denoted L ) of all sequences ð Þ n¼1 such that

Pn 1 y k f kM ¼ sup f ð jÞ < nf1 logðn þ 1Þ j¼1 one can define a bounded positive symmetric linear functional j 3 0 such that

y j ð1=nÞn¼1 ¼ 0:

Thus with the equivalent norm on M given by

0 k f k ¼kf kM þ jðj f jÞ

M is not fully symmetric and further the smallest closed symmetric subspace M0 containing y ð1=nÞn¼1 is not stable under Hardy-Littlewood majorization and therefore not fully sym- metric. This last remark is only a special case of a result of Russu [26] and Mekler [20] (see also [2]) who proved a similar result for a wide class of Marcinkiewicz spaces. A more extreme example was given by Sedaev [30], who showed the existence of a symmetric Banach function space which fails to have any equivalent relatively fully symmetric norm. Thus the known results in the literature are far from a complete solution of the problem of the extension of von Neumann’s result to infinite dimensions.

Our question divides into two parts. The first is the convexity problem: is the induced quasi-norm on or E ; t a norm? The second is the completeness problem:is kkSE SE ðM Þ space SE or EðM; tÞ complete for this (quasi-)norm? We show in this paper that both ques- tions have a positive answer and so indeed the spaces SE and EðM; tÞ are Banach spaces.

In order to answer the convexity problem we consider a more general situation. To simplify the discussion let us concentrate on the continuous case. Let L0ð0; yÞ de- note the space of measurable functions whose supports are of finite measure and let LL~y ¼ L0 þ Ly. Suppose g A LL~y and let QðgÞ denote the convex hull of the set of functions EðgÞ¼ff : f e gg. Then define

h f ; gi ¼ inffl > 0 : f A lQðgÞg

(and h f ; gi ¼ y if f is not in the of QðgÞ).

We also introduce the concept of uniform Hardy-Littlewood majorization, which plays a fundamental role in this paper. We write f t g (for f ; g A LL~y) if there exists l > 1 so that if 0 < la < b we have

Ðb Ðb f ðsÞ ds e gðsÞ ds: la a 84 Kalton and Sukochev, Symmetric norms and spaces of operators

If g A L1 þ Ly then f t g implies f g but not conversely. We show in Theorem 6.3 that f t g implies that h f ; gi e 1 (but not necessarily f A QðgÞ) and this gives an explicit formula for h f ; gi i.e. (Theorem 6.4):

Ðb f ðsÞ ds h f ; gi ¼ lim sup la : y b l! 0

The analogous discrete results are Theorem 5.4 and Theorem 5.5. Let us note that h f ; gi < 1 implies f t g but in general h f ; gi e 1 does not imply f t g (see Lemma 4.4 and the examples following Theorem 5.5).

To emphasize the role of uniform Hardy-Littlewood majorization let us point out that f t g implies k f kE e kgkE for every symmetric norm kkE while f g implies k f kE e kgkE only if kkE is fully symmetric.

These results are related to calculations of Banach envelopes of some weak type spaces, and in a special case when gðxÞ¼1=x this formula can be shown to be equivalent to a result of Cwikel and Fe¤erman [6], [7] on the envelope of weak L1.

Now suppose as before that M is von Neumann algebra with a faithful semi-finite normal trace t. Then if x1; ...; xk are measurable a‰liated with M we show (Proposition 8.6):

mðx1 þþxkÞ t mðx1ÞþþmðxkÞ:

Here mðxÞ denotes the functions t ! mtðxÞ. This can be regarded as answering (in an infinite-dimensional setting) a question raised by von Neumann in [23], p. 298 or [24], p. 218. From this and our previously stated results it is easy to show that any symmetric defined on a symmetric subspace of LL~y induces a seminorm on the correspond- ing subspace of MM~; thus the convexity problem has a positive answer. The completeness problem also uses the same approach (Theorem 8.11) and we prove some generalizations to p-convex quasi-Banach function spaces.

Acknowledgements. We would like to thank Peter Dodds for many helpful com- ments on the content of this paper. We also thank Aleksandr Sedaev and Yves Raynaud for their comments on earlier drafts.

2. Functionals on spaces of measurable functions

Let J denote either N with counting measure (discrete case) or ð0; yÞ with Lebesgue measure (continuous case). The measure of a measurable set E is denoted in either case by jEj. We let L0 ¼ L0ðJÞ be the linear space of all measurable functions with support of finite measure, i.e. jf f 3 0gj < y. We then consider the space LL~y ¼ L0 þ Ly; in the discrete case this reduces to lyðNÞ.If f A LL~y we define the decreasing rearrangement by Kalton and Sukochev, Symmetric norms and spaces of operators 85

f ðtÞ¼inffl : jfj f j > lgj < tg; t A J:

We will then write f @ g if f ¼ g and f g if f e g. Note that for example in the discrete case ð2; 1; 2; 1; ...Þ @ ð2; 0; 2; 0; ...Þ according to our definition.

A subset U of LL~y will be called symmetric if f A U, g f ) g A U and solid if f A U, jgj e j f j)g A U.

If f ; g A L1 þ Ly (note that L1 þ Ly ¼ ly in the discrete case) we write f g if

Pn Pn f ðkÞ e gðkÞ; n ¼ 1; 2; ...; k¼1 k¼1 for the discrete case and

Ðt Ðt f ðsÞ ds e gðsÞ ds; 0 < t < y; 0 0 for the continuous case. A subset U of L0 þ Ly is called fully symmetric if f A U, g f ) g A U. A fully symmetric set is automatically absolutely convex and symmetric.

Consider a functional F : LL~y !½0; y. We define the domain of F as the set DomðFÞ¼ff : Fð f Þ < yg. We say that F is solid if

Fð f Þ e FðgÞ; j f j e jgj; f ; g A LL~y:

F is homogeneous if

Fðaf Þ¼jajFð f Þ; a A C; f A LL~y; and subadditive if

Fð f þ gÞ e Fð f ÞþFðgÞ; f ; g A LL~y:

A homogeneous and subadditive functional kk is called an extended-valued seminorm; in this case kk is a seminorm on its domain f f : k f k < yg. Conversely if E is a linear ~ subspace of LLy and kkE is a seminorm on E we can extend the definition of kkE by y B putting k f kE ¼ when f E and then E ¼ Domðk kÞ. kkE is an extended-valued seminorm.

A solid functional F : LL~y !½0; y is called symmetric if

Fð f Þ¼FðgÞ; f @ g; or, equivalently,

Fð f Þ e FðgÞ; f g; f ; g A LL~y: 86 Kalton and Sukochev, Symmetric norms and spaces of operators

F is called fully symmetric if DomðFÞ H L1 þ Ly and

Fð f Þ e FðgÞ; f g; f ; g A L1 þ Ly:

Let us note at this point that the distinction between symmetry and full symmetry can be understood in the context of interpolation. Let B1; y be the set of all linear maps T : L Ly L Ly such that T max T ; T e 1. Then it fol- 1 þ ! 1 þ k k1; y ¼ ðk kL1!L1 k kLy!Ly Þ lows from the Calde´ron-Mityagin Theorem [3] that if g A L1 þ Ly,

WðgÞ :¼ff A L1 þ Ly : f gg¼fTg : T A B1; yg:

Thus a functional F with DomðFÞ H L1 þ Ly is fully symmetric if and only if

FðTf Þ e Fð f Þ; T A B1; y; f A L1 þ Ly:

It is then natural to consider the orbit of a fixed g A L1 þ Ly. We refer to [3], [25] and [18] for the method of orbits in interpolation theory. For fixed g the orbit of g for this cou- ple is Orbðg; L1; LyÞ is the linear span of WðgÞ under the norm

k f k¼inffkTk1; y : Tf ¼ gg:

This is simply the Marcinkiewicz space MðcgÞ of all f such that

Ðt f ðsÞ ds k f k ¼ sup 0 < y MðcgÞ t>0 cgðtÞ Ðt where cgðtÞ¼ g ðsÞ ds or in the discrete case 0 Pn f ð jÞ j¼1 k f k ¼ sup < y MðcgÞ nf1 cgðnÞ Pn where cgðnÞ¼ g ð jÞ. j¼1

In [1] the author considers L0ð0; yÞ as with the subadditive symmetric functional k f k0 ¼jsupp f j. We will refer to this functional as a G-norm since with the induced metric L0 becomes a metric abelian . He then considers ðL0; LyÞ as a couple. In this case if T : LL~y LL~y is a linear operator we define T max T ; T where ! k k0; y ¼ ðk kL0!L0 k kLy!Ly Þ kTf k0 kTk0 ¼ sup : k f k0 > 0 : k f k0 A ~ We then set B0; y ¼fT : kTk0; y e 1g. Now if g LLy we have

Eg :¼ff A LL~y : f gg¼fTg : T A B0; yg Kalton and Sukochev, Symmetric norms and spaces of operators 87 and so a functional F on LL~y is symmetric if

FðTf Þ e Fð f Þ; T A B0; y; f A LL~y:

The orbit of g which we denote Xg is the smallest symmetric subspace of LL~y and is a complete metric abelian group under the orbit G-norm defined by

j f jg ¼ inffkTk0; y : Tg ¼ f g:

In fact ([1], Theorem 1),

y j f jg ¼ inffl > 0 : f ðtÞ e lg ðt=lÞ; 0 < t < g:

If g satisfies the condition

gðt=2Þ e CgðtÞ; t > 0; for a suitable constant C, this space coincides with the symmetric quasi-Banach function space of all f such that

f ðtÞ k f k ¼ sup < y: Xg t>0 g ðtÞ

Furthermore the quasinorm defines an equivalent topology. For example if kkXg gðxÞ¼1=x we have Xg coincides with weak L1.

Suppose 0 < p < y. Then a quasi-Banach function space or quasi-Banach sequence space in the discrete case is a E of LL~y together with a solid homogeneous ~ y map kkE : LLy !½0; such that Domðk kEÞ¼E, kkE is a quasi-norm on E and ðE; kkEÞ is a quasi-Banach space. If kkE is an extended-valued norm then E is a Banach function space. E is said to be p-convex where 0 < p < y if there is a constant C so that

p p 1=p p p 1=p A kðj f1j þþjfnj Þ kE e Cðk f1kE þþkfnkEÞ ; f1; ...; fn E:

If C ¼ 1 we say that E is exactly p-convex. Every p-convex quasi-Banach function space can be given an equivalent quasi-norm so that it is exactly p-convex; if E is exactly p-convex for any p f 1 then E is a Banach function space (i.e., kkE is a norm).

3. Noncommutative functionals and function spaces

We now discuss the non-commutative setting. First, for simplicity we treat the case of the von Neumann algebra LðHÞ where H is a separable Hilbert space. We will denote by P the collection of all orthogonal projections P on H.IfF : lyðNÞ!½0; y is any symmetric functional then we can unambiguously define an associated map (which we also denote by F) F : LðHÞ!½0; y by setting FðTÞ¼F s1ðTÞ; s2ðTÞ; ... ; T A LðHÞ: 88 Kalton and Sukochev, Symmetric norms and spaces of operators

y s T T Here the sequence nð Þ n¼1 is the sequence of singular values of which we define by

snðTÞ¼inffkTðI PÞk : P A P; rankðPÞ < ng:

y T s T T T T 1=2 If is compact nð Þ n¼1 is the sequence of eigenvalues of j j¼ð Þ in decreasing order, repeated according to multiplicity. Note that F obeys the condition

ð3:1Þ FðRSTÞ e FðSÞ; kRk; kTk e 1:

Conversely if F : LðHÞ!½0; y satisfies (3.1) then F can be induced from a symmetric map F : ly !½0; y.

In particular if E is a symmetric quasi-Banach sequence space we can define the asso- ciated ideal SE by setting y kTk ¼ s ðTÞ SE n n¼1 E and then S T : T < y . It may be shown that ; is then a quasi-normed E ¼f k kE g ðSE kkSE Þ space. This follows from the fact that

s2n1ðS þ TÞ e snðSÞþsnðTÞ; n ¼ 1; 2 ... :

Thus if kkE satisfies A k f þ gkE e Cðk f kE þkgkEÞ; f ; g ly; we have y 2 kS þ Tk e 2C s ðS þ TÞ e 2C ðkSk þkTk Þ: SE 2n1 n¼1 E SE SE

In the case C 1 this crude calculation only gives that S T e 2 S T . ¼ k þ kSE ðk kSE þk kSE Þ It is one of the results of this paper, but not immediately clear, that if E is a symmetric Banach sequence space then indeed is actually a norm on and ; is kkSE SE ðSE kkEÞ complete (i.e. a Banach space). If kkE is fully symmetric it is well-known that the ideal SE is a Banach space (see e.g. [14]).

We next turn to a more general situation. We assume that M is a semi-finite von Neu- mann algebra on a Hilbert space H with a fixed faithful normal semi-finite trace t and unit element 1 (our references for the theory of von Neumann algebras are [8], [33], [35], [36]). kkM stands for the uniform operator norm on M. In this case we denote by P ¼ PM the set of orthogonal projections, i.e. self-adjoint p such that p2 ¼ p.

Given a self-adjoint operator a : DomðaÞ! H in the Hilbert space H, the spectral a a a y A measure of a is denoted by e . We write el ¼ e ð ; l for all l R. A linear operator x : DomðxÞ!H, with domain DomðxÞ L H, is said to be a‰liated with M if ux ¼ xu for all unitary operators u in the commutant M0 of M. A self-adjoint operator a in H is a A L a A a‰liated with M if and only if e ðBÞ M for all Borel sets B R, or equivalently, el M for all l A R (see e.g. [33], E.9.10, E.9.25). If x is a closed and densely defined linear opera- tor in H with polar decomposition x ¼ vjxj, then x is a‰liated with M if and only if v A M Kalton and Sukochev, Symmetric norms and spaces of operators 89 and jxj is a‰liated with M (see e.g. [33], 9.29; [36], IX.2). We have vv ¼ sðjxjÞ, where jxj sðjxjÞ ¼ 1 e0 is the support projection of jxj (see e.g. [33], 9.4).

A closed and densely defined linear operator x, a‰liated with M, is called t- measurable if there exists l > 0 such that t ejxjðl; yÞ < y. The set MM~ of all t-measurable operators is a -algebra with the sum and product defined as the closure of the algebraic sum and product, respectively. For e; d > 0 we denote by Nðe; dÞ the set of all x A MM~ for which there exists an orthogonal projection p A M such that pðHÞ L DomðxÞ, kxpk e e and tð1 pÞ e d. The sets fNðe; dÞ : e; d > 0g are a base at 0 for a metrizable Hausdor¤ topology in MM~, which is called the measure topology. Convergence with respect to this topology is referred to as convergence in measure. Equipped with the measure topology, MM~ is a complete topological -algebra in which M is dense. In fact, if 0 e x A MM~, x y then fxel glf0, which is contained in M, converges in measure to x as l ! . Furthermore, y ~ if fxngn¼1 is a sequence in MM, then jxnj ð3:2Þ xn ! 0 in measure , t e ðl; yÞ ! 0asn ! yEl > 0:

The proofs of these facts can be found in [13] and [22] (see also [36]).

A ~ Let x MM; the generalized singular value function of x is mðxÞ : t ! mtðxÞ, where, for 0 < t < tð1Þ, jxj y A mtðxÞ¼inf s f 0 : t e ðs; Þ < t ¼ inffkxð1 eÞkM : e P; tðeÞ < tg: Consider M ¼ Ly ½0; yÞ as an abelian von Neumann algebra acting via multipli- cation on the Hilbert space H ¼ L2ð0; yÞ, with the trace given by integration with respect to m. It is easy to see that the set of all t-measurable operators a‰liated with M consists of all measurable functions on ½0; yÞ which are bounded except on a set of finite measure, that is MM~ ¼ LL~y and that the generalized singular value function mð f Þ is precisely the de- creasing rearrangement f .

If M ¼ LðHÞ (respectively, lyðNÞ) and t is the standard trace tr (respectively, the counting measure on N), then it is not di‰cult to see that MM~ ¼ M. In this case, for x A MM~ we have A mnðxÞ¼mtðxÞ; t ðn 1; n; n ¼ 0; 1; 2; ... :

y y For ¼ ð Þ the sequence fm ðTÞg is just the sequence of singular values s ðTÞ . M L H n n¼1 n n¼1 The trace t on Mþ extends uniquely to an additive, positively homogeneous, unitarily yÐ ~þ y invariant and normal functional ~tt : MM !½0; , which is given by ~ttðaÞ¼ mtðaÞ dt for 0 all a A MM~þ (for the details see e.g. [11], Section 3). For convenience, we denote this ex- tension ~tt again by t. An operator x A MM~ belongs to L1ðMÞ¼L1ðM; tÞ if and only if y kxk1 :¼ tðjxjÞ < .IfM ¼ LðHÞ as above, then L1ðMÞ is precisely the .We A ~ y denote by L0ðMÞ the set of all x MM for which kxk0 :¼ t suppðxÞ < . Thus, it follows from the definitions that MM~ ¼ L0ðMÞþM.

Let us note that it is always possible to replace M by M n Lyð0; yÞ and thus to en- sure that M has no minimal orthogonal projections, i.e. is atomless and that tð1Þ¼y. 90 Kalton and Sukochev, Symmetric norms and spaces of operators

Convention. Throughout the remainder of the paper M will denote an atomless semi-finite von Neumann algebra with a faithful normal infinite trace t.

Now suppose F : LL~yð0; yÞ!½0; y is a symmetric functional. Then we can as be- fore define F : MM~ !½0; y by the formula: FðxÞ¼F mðxÞ y where mðxÞ denotes the function mðxÞðtÞ¼mtðxÞ for 0 < t < . As before if E is a symmet- ric quasi-Banach function space we can define the associated noncommutative version of E, EðM; tÞ by defining

kxkEðM; tÞ ¼kmðxÞkE A ~ y and then setting EðM; tÞ¼fx MM : kxkEðM; tÞ < g. The same questions arise as in the discrete case: if E is a symmetric Banach function space, is EðM; tÞ a Banach space under kkE?

4. Uniform Hardy-Littlewood majorization

In this section we will introduce the fundamental notion of uniform Hardy-Littlewood majorization.If f ; g A lyðNÞ we will write f t g if there exists l A N so that

Pn Pn f ð jÞ e gð jÞ; 0 e lr < n: j¼lrþ1 j¼rþ1

If f ; g A LL~yð0; yÞ we write f t g if there exists l > 0 so that

Ðb Ðb f ðsÞ ds e gðsÞ ds; 0 < la e b: la a (In the continuous case we can also restrict l to be an integer of course.)

Let us start with the simple observation that if f A LL~yð0; yÞ we have

Ðb Ð ð4:1Þ f ðsÞ ds ¼ sup inf j f ðsÞj ds: H a jEj¼b F E F jFj¼ba

Similarly we have

Ðb Ð ð4:2Þ f ðsÞ ds ¼ inf sup j f ðsÞj ds: a jEjea EXF¼j F jFj¼ba

Similarly if f A lyðNÞ,

Pn P ð4:3Þ f ð jÞ¼ sup inf j f ð jÞj H j¼rþ1 jEj¼n F E j A F jFj¼nr Kalton and Sukochev, Symmetric norms and spaces of operators 91 and

Pn P ð4:4Þ f ð jÞ¼ inf sup j f ð jÞj: j¼rþ1 jEjer EXF¼j j A F jFj¼nr

Lemma 4.1. (a) Suppose f1; ...; fk A lyðNÞ. Then

Pn Pn ð4:5Þ f1ð jÞþþ fkð jÞ e f1 ð jÞþþ fk ð jÞ ; 0 e kr < n: j¼krþ1 j¼rþ1

Thus

ð f1 þþ fkÞ t ð f1 þþ fk Þ:

(b) Suppose f1; ...; fk A LL~yð0; yÞ. Then

Ðb Ðb y ð4:6Þ ð f1 þþ fkÞ ðsÞ ds e f1 ðsÞþþ fk ðsÞ ds; 0 < ka < b < : ka a

Thus

ð f1 þþ fkÞ t ð f1 þþ fk Þ:

Proof. The proofs of (a) and (b) are very similar so we indicate the proof of (b). For fixed a; b > 0 with ka < b we can find Fj be measurable subsets of ð0; yÞ with A W jFjj¼a and such that j fjðtÞj f fj ðaÞ for t Ej; indeed we let Fj ¼ft : f ðtÞ > f ðaÞg Hj where Hj H ft : f ðtÞ¼ f ðaÞg is a measurable set with jHjjþjft : f ðtÞ > f ðaÞgj ¼ a.If Sk F ¼ Fj then jFj e ka. Now if E is any measurable set with jEj¼b, let G be a measur- j¼1 able subset of E with jGj¼b ka and G X F ¼ j. We have, using (4.2), Ð Ð j f1ðsÞþþ fkðsÞj ds e j f1ðsÞjþþjfkðsÞj ds G G

Pk Ðb e fj ðsÞ ds j¼1 a since G X Fj ¼ j and jGj¼b ka e b a. The lemma follows by (4.1). r

Let J ¼ N or ð0; yÞ as before. For g A LL~yðJÞ we define QðgÞ to be the absolutely convex hull of the set Eg ¼ff : f gg. It is clear that if kkis a symmetric extended valued seminorm on LL~yðJÞ we have

k f k e kgk; f A QðgÞ:

We therefore introduce the of QðgÞ: 92 Kalton and Sukochev, Symmetric norms and spaces of operators

h f ; gi ¼ inffl > 0 : f A lQðgÞg; S with h f ; gi ¼ y if f B lQðgÞ. l>0

Proposition 4.2. f ! h f ; gi is a symmetric extended-valued seminorm. Furthermore

h i h i f ; g1 f f ; g2 if g1 e g2 :

In particular, h f ; gi ¼ h f ; gi:

Proof. It is clear that f ! h f ; gi is a solid extended valued seminorm. To prove that it is symmetric requires us to show that if f1; f2 f 0 and f1 @ f2 then h f1; gi ¼ h f2; gi.We can assume f1, f2 are Borel maps.

y y Suppose y > 1 and let ry : ½0; Þ!½0; Þ be the function defined by ryð0Þ¼0 and otherwise n n nþ1 A ryðtÞ¼y ; y e t < y ; n Z:

Assume first that jf f1 > tgj < y for all t > 0. Then there is an invertible measure-preserving Borel map s : J ! J so that ry f1 ¼ ry f2 s. It follows that h i h i ry f1; g ¼ ry f2; g . Thus

h i h i h i h i f1; g e y ry f1; g ¼ y ry f2; g e yf2; g :

Since y > 1 is arbitrary and the roles of f1, f2 can be interchanged it follows that h f1; gi ¼ h f2; gi.

In the case when jf f1 > tgj ¼ y for some t > 0 we can find a measure preserving Borel map s : J ! J which is not necessarily surjective so that ry f1 e ry f2 s. The argument then proceeds similarly. r

Remark. It does not seem clear whether QðgÞ is itself a symmetric set according to our definition. However the above proposition shows that its Minkowski functional is a symmetric functional.

We also have the following elementary properties:

Proposition 4.3. If kkis a symmetric extended-valued seminorm on LL~y, then

k f k e h f ; gikgk; f ; g A LL~y; and in particular

h f ; hi e h f ; gihg; hi; f ; g; h A LL~y:

Thus h f ; f i ¼ 0 or 1 for all f A LL~y.

An immediate conclusion from Lemma 4.1 is that: Kalton and Sukochev, Symmetric norms and spaces of operators 93

Lemma 4.4. (a) If f ; g A lyðNÞ and f A QðgÞ then f t g.

(b) If f ; g A LL~yð0; yÞ and f A QðgÞ then f t g.

Hence in either case if h f ; gi < 1 then f t g.

We now introduce an auxiliary functional. Assume that either 0 e f ; g A lyðNÞ or 0 e f ; g A LL~yð0; yÞ. We define: PN ð4:7Þ ½½ f ; g ¼ inf N : f e gj; gj ¼ g : j¼1

½½ f ; g is taken to be y if no such representation as above exists. It is clear that

½½ f1; g e ½½ f2; g if f1 e f2 and

½½ f ; g1 f ½½ f ; g2 if g1 e g2:

Lemma 4.5.

1 ð4:8Þ h f ; gi ¼ lim ½½mf ; g: m!y m

Proof. For an arbitrary >0, let N A N, cj f 0, 1 e j e N, and gj A LL~y,1e j e N be such that gj ¼ g for 1 e j e N and

PN PN f e cjgj; cj < h f ; gi þ : j¼1 j¼1

Then, for every positive integer M, we have

PN Mf e ð½Mcjþ1Þgj j¼1 where ½a is the integral part of a. Consequently,

PN ½½Mf ; g e ð½Mcjþ1Þ < Mðh f ; gi þ ÞþN: j¼1

Conversely, for any given M A N, let K ¼½½Mf ; g and let h1; ...; hK f 0 be such that hj ¼ g , j ¼ 1; 2; ...; K and

PK Mf e hj: j¼1

Then we have 94 Kalton and Sukochev, Symmetric norms and spaces of operators

PK 1 f e hj; j¼1 M

PK 1 1 and, consequently, h f ; gi e ¼ ½½Mf ; g. Hence, j¼1 M M

1 N h f ; gi e ½½Mf ; g e h f ; gi þ þ : M M

Tending M to y and keeping in mind that N is fixed and >0 is arbitrary, we conclude that equality (4.8) holds. r

In the next lemma we use the notation gE for the function gwE. y S Lemma 4.6. If ðEnÞn¼1 is a sequence of disjoint measurable sets such that En ¼ J, then n

½½ f ; g e sup½½ fEn ; gEn : n A N

PMn y j Proof. Setting, Mn :¼½½fEn ; gEn , nf1 and M :¼ sup Mn < , we have fEn e gn j @ n j¼1 where gn gEn . Trivially,

PMn PMn PM PM j j k k @ fEn e gn e gn þ gEn ¼ gn ; gn gEn : j¼1 j¼1 j¼Mnþ1 k¼1

Py PM k k @ k k @ r Hence, g :¼ gn wEn g. Consequently, f e g , g g, that is ½½ f ; g e M. n¼1 k¼1

5. The discrete case

We first prove our main result in the discrete case. We start with an elementary de- duction from Carathe´odory’s theorem.

Lemma 5.1. Suppose 0 e f A c00ðNÞ and g A lyðNÞ with jsupp f j e N. Suppose

Pn Pn f ðkÞ e M gðkÞ; n ¼ 0; 1; 2; ...; k¼0 k¼0 where M A N. Then

½½ f ; g e M þ N 2:

Proof. We can suppose both f , g are supported on f1; 2; ...; Ng. Since the set of all extreme points of WðgÞ coincides with EðgÞ (cf. e.g. [4], [27]), it follows from the classical 2 Carathe´odory’s theorem, that there are sequences gj A EðgÞ,1e j e N , such that

PN 2 f e cjgj j¼1 Kalton and Sukochev, Symmetric norms and spaces of operators 95 where

PN 2 cj ¼ M: j¼1

Thus

PN 2 f e ð½cjþ1Þgj: j¼1

Hence

PN 2 2 ½½ f ; g e ½cjþ1 e M þ N : r j¼1

Let us define the translation Tr : lyðNÞ!lyðNÞ by Trð f Þð jÞ¼ f ð j þ rÞ for r f 0.

Lemma 5.2. Suppose g ¼ g A lyðNÞ. Suppose f A c00 and jsupp f j¼L. Suppose further that 0 e r e L and M A N are such that f MTrg, i.e.

Ps Psþr ð5:1Þ f ðkÞ e M gðkÞ; 0 e s e L: k¼1 k¼rþ1

Then

2 ð5:2Þ ½½Tr f ; g e M þðL=rÞ :

Proof. Without loss of generality we may assume that f ¼ f . Define x; h A lyðNÞ by

xðnÞ¼ f ðnr þ 1Þ; hðnÞ¼gðnr þ 1Þ; n A N:

We have jsupp xj e L=r and

Pnr ðnPþ1Þr rxðnÞ e f ðiÞ; rhðnÞ f gðiÞ; n A N: i¼ðn1Þrþ1 i¼nrþ1

Now, using the estimates above and assumption (5.1), we obtain the estimate

Pn Pn Pkr Pnr r xðkÞ e f ðiÞ¼ f ðiÞ k¼1 k¼1 i¼ðk1Þrþ1 i¼1

Pnr Pn ðkPþ1Þr e M gði þ rÞ¼M gðiÞ i¼1 k¼1 i¼krþ1 Pn e rM hðkÞ; k¼1 96 Kalton and Sukochev, Symmetric norms and spaces of operators for n A N. Thus, by Lemma 5.1, we have

½½x; h e M þðL=rÞ2:

Now,

Tr f ðnÞ e xð½n=rþ1Þ; n A N; and

gðnÞ f hð½n=rþ1Þ; n A N:

Thus

2 ½½Tr f ; g e ½½x; h e M þðL=rÞ : r

Lemma 5.3. Suppose f ¼ f , g ¼ g A lyðNÞ are such that for some l; M A N, we have

Pn Pn f ðkÞ e M gðkÞ; 0 e lm < n < y: k¼lmþ1 k¼mþ1

Suppose p A N be such that p 1 is a factor of M and set g ¼ gðp; lÞ :¼ 1 þ 2lp. If u; v A N satisfy gu < v, then we have

1 2 ð5:3Þ ½½ f½guþ1; v; g½uþ1; v e Mpðp 1Þ þðv=uÞ :

Proof. Let N ¼ Mpðp 1Þ1, so that N is an integer and N > M.

For fixed u, v as in the statement of the lemma, let us introduce the function

r 2u HðrÞ :¼ M ; r > 2lu: r 2lu

Note that HðrÞ is decreasing and

lim HðrÞ¼M: r!y If r > 2lu we have

Pr Pr r 2u r2Pðl1Þu f ðkÞ e M gðkÞ e M gðkÞ k¼2luþ1 k¼2uþ1 r 2lu k¼2uþ1 so that

Pr r2Pðl1Þu ð5:4Þ f ðkÞ e HðrÞ gðkÞ: k¼2luþ1 k¼2uþ1

We shall define the w f 2lu according to the following rules. Kalton and Sukochev, Symmetric norms and spaces of operators 97

If for all r A N, r f 2lu þ 1, we have

Pr r2Pðl1Þu f ðkÞ e N gðkÞ; k¼2luþ1 k¼2uþ1 then we set w :¼ 2lu.

Now consider the case when the inequality above fails for some r f 2lu. By (5.4) and the properties of HðkÞ, the inequality holds for su‰ciently large r f 2lu. In this case, we define w by the condition that w f 2lu þ 1 is the greatest integer such that

Pw w2Pðl1Þu ð5:5Þ f ðkÞ > N gðkÞ: k¼2luþ1 k¼2uþ1

In particular, by (5.4) we then have

w 2u HðwÞ¼M > N; w 2lu i.e.

Mw 2Mu > Nw 2lNu; or

ð2lN 2MÞ w < u e 2lpu e ðg 1Þu: N M

Thus in either case we have

ð5:6Þ w < ðg 1Þu < v:

Now it follows that for r f w

Pr r2Pðl1Þu f ðkÞ e N gðkÞ: k¼2luþ1 k¼2uþ1

Now if w e r e v we have using (5.5) and defining empty sums to be zero,

Pr Pr Pw f ðkÞ¼ f ðkÞ f ðkÞ k¼wþ1 k¼2luþ1 k¼2luþ1

r2Pðl1Þu Pw e N gðkÞ f ðkÞ k¼2uþ1 k¼2luþ1

r2Pðl1Þu w2Pðl1Þu e N gðkÞN gðkÞ k¼2uþ1 k¼2uþ1

r2Pðl1Þu ¼ N gðkÞ: k¼w2ðl1Þuþ1 98 Kalton and Sukochev, Symmetric norms and spaces of operators

Thus

f½wþ1; v NTwþ2u2lug:

We rewrite this as

f½wþ1; v NTuTwþu2lug:

Now Lemma 5.2 applies v w 2 ½½T f ; T g e N þ : u ½wþ1; v wþu2lu u

Since v > w f 2lu this implies

2 ½½ f½uþwþ1; uþv; Tug e N þðv=uÞ which gives

2 ½½ f½guþ1; vÞ; g½uþ1; yÞ e N þðv=uÞ :

However it is clear that since jsupp f½guþ1; vÞj¼v gu < v u this also implies

2 ½½ f½guþ1; vÞ; g½uþ1; vÞ e N þðv=uÞ : r

Theorem 5.4. Suppose f ; g A lyðNÞ. Then f t g implies h f ; gi e 1.

Proof. We may suppose f ¼ f and g ¼ g by Proposition 4.2. Since f t g there exists l A N so that

Pn Pn f ðkÞ e gðkÞ; 0 e lm e n: k¼lmþ1 k¼mþ1

We now fix p; q; r A N with p > 1 and r > 1. Let u ¼ 2lp þ 1. Let Að j; kÞ denote the set ½u j þ 1; uk for 0 e j < k.

Now we let M ¼ðp 1Þq and note that we can now appeal to Lemma 5.3 to deduce that

2ðkjÞ ½½ðp 1ÞqfAð jþ1; kÞ; gAð j; kÞ e pq þ u ; 0 e j < k 1:

In particular, if n A N,

2r ½½ðp 1ÞqfAðkþ1þðn1Þr; kþnrÞ; gAðkþðn1Þr; kþnrÞ e pq þ u ; 1 e k e r:

On the other hand, by Lemma 5.1,

2r ½½ðp 1Þqf½1; u k; g½1; u k e ðp 1Þq þ u ; 1 e k e r: Kalton and Sukochev, Symmetric norms and spaces of operators 99

Let

Py fk ¼ f½1; u k þ fAðkþ1þðn1Þr; kþnrÞ: n¼1

Then, by Lemma 4.6, we obtain

2r ½½ðp 1Þqfk; g e pq þ u :

This implies that

pq þ u2r h f ; gi e : k ðp 1Þq

Now

Py f fk ¼ fAðkþðn1Þr; kþ1þðn1ÞrÞ n¼1 so that

Pr ð f fkÞ e f k¼1 or

Pr fk f ðr 1Þ f : k¼1

Thus

pq þ u2r hðr 1Þ f ; gi e r ðp 1Þq or r pq þð1 þ 2lpÞ2r h f ; gi e : ðp 1Þqðr 1Þ

Letting q ! y we have

rp h f ; gi e ; ðp 1Þðr 1Þ and then letting r ! y, p ! y we have h f ; gi e 1. r

The following theorem is now almost immediate: 100 Kalton and Sukochev, Symmetric norms and spaces of operators

Theorem 5.5. If f ; g A lyðNÞ we have

Pn f ðkÞ h i k¼lmþ1 f ; g ¼ lim sup n : l!y P 0elm

Remark. Here we interpret 0=0as0.

Proof. Suppose

Pn f ðkÞ k¼lmþ1 y ¼ lim sup n : l!y P 0elm

Assume y < y. Then for any a > y there exists l so that

Pn f ðkÞ k¼lmþ1 sup Pn < a 0elm

Conversely if a > h f ; gi we have ha1f ; gi < 1 and so by Lemma 4.4 we conclude that a1f t g and hence y e a. r

Examples. At this point we give two examples to illustrate the above results. Let us give a simple example to show that it is not true that f t g implies f A QðgÞ, although it im- r1 r plies f A ð1 þ ÞQðgÞ for every >0. Define the sets A0 ¼f1g and then Ar ¼½2 þ 1; 2 . Let g be any strictly decreasing positive sequence with the property that if r f 2 then

1 P gðkÞ > gð2r1 þ 2Þ: jArj k A Ar Let

1 P f ðkÞ¼ gðkÞ; k A Ar; r ¼ 0; 1; ... : jArj k A Ar

Then it is easily verified that f t g. Indeed f g and if m f 1 then

Pn Pn f ðkÞ e gðkÞ; 2m e n; k¼2mþ1 k¼mþ1 since if m A Ar then 2m A Arþ1. Kalton and Sukochev, Symmetric norms and spaces of operators 101

On the other hand suppose

PN f e cjgj j¼1 P where cj > 0, cj ¼ 1 and gj ¼ g sj where each sj is a permutation of N. Since

P2 r P2 r f ðkÞ¼ gðkÞ; r ¼ 0; 1; ...; k¼1 k¼1

r and g is strictly decreasing it is clear that each sj leaves the sets ½1; 2 invariant and hence also the sets Ar.

r1 r1 Pick r such that 2 > N. Then there exists k A Ar so that sjðkÞ 3 2 þ 1 for all 1 e j e N and hence gjðkÞ < f ðkÞ for all j so that

PN cjgjðkÞ < f ðkÞ: j¼1

Hence f B QðgÞ and the first example is concluded.

Next we answer a question raised by Peter Dodds. As he observed if k f kE e kgkE for all fully symmetric norms we have f g. However we show that if k f kE e kgkE for all symmetric norms it does not follow that we have f t g. To do this we only need to show, by Propositions 4.2 and 4.3, that it is not true that h f ; gi e 1 implies that f t g. Define the 1r sets Ar as above. Define a decreasing sequence g by gð1Þ¼1 and gðkÞ¼2 when k A Ar. We next define a sequence ar ¼ r=4ðr þ 1Þ where r ¼ G1 are chosen so that we have the properties

Ps Ps sup ar ¼ lim sup ar ¼ 0 sf0 r¼0 s!y r¼0 and

Ps lim inf ar ¼y: r¼0

Then let

f ðkÞ¼ð1 þ arÞgðkÞ; k A Ar:

f is also a decreasing sequence. For r f 0 we have

P2 r Pr P2 r f ðkÞ¼ aj þ r þ 1 e gðkÞ k¼1 j¼0 k¼1 102 Kalton and Sukochev, Symmetric norms and spaces of operators and hence by interpolation

Pn Pn f ðkÞ e gðkÞ; n ¼ 1; 2; ...; k¼1 k¼1 i.e. f g.Ifl A N and m f 1, then for n f lm þ 1,

Pn Pn f ðkÞ e 1 þð4lmÞ1 gðkÞ; k¼lmþ1 k¼lmþ1 and so combined with the case m ¼ 0 we have h f ; gi e 1 þð4lmÞ1 . Hence h f ; gi e 1.

Finally let us suppose that f t g. Then for some l A N we have

Pn Pn f ðkÞ e gðkÞ; 0 e lm < n: k¼lmþ1 k¼mþ1

We can suppose l is a power of two, i.e. l ¼ 2s for some fixed s f 1. It follows that

Pt P P P f ðkÞ e gðkÞ; m þ s < t: r¼mþsþ1 k A Ar r¼mþ1 k A Ar

This implies that

Pt t m s þ ar e t m r¼mþsþ1 or

Pt ar e s; m þ s < t: r¼mþsþ1

y Since m, t are arbitrary this contradicts the choice of the ðarÞr¼0. This concludes the second example.

6. The continuous case

The details for the continuous case are quite similar but require a few modifications. We start with the analogue of Lemma 5.2.

We define the translation Tr : LL~yð0; yÞ!LL~yð0; yÞ by Trð f ÞðsÞ¼ f ðr þ sÞ for r f 0.

Lemma 6.1. Let f ¼ f , g ¼ g A LL~yð0; yÞ. Suppose jsupp f j¼L < y. Suppose further that 0 e r e L and M A N are such that f MTrg, i.e. Kalton and Sukochev, Symmetric norms and spaces of operators 103

Ða aÐþr ð6:1Þ f ðsÞ ds e M gðsÞ ds; 0 e s e L: 0 r

Then

2 ð6:2Þ ½½Tr f ; g e M þðL=rÞ :

Proof. Define x; h A lyðNÞ by

xðnÞ¼ f ðnrÞ; hðnÞ¼gðnrÞ; n A N:

Then jsupp xj e L=r and

Ðkr ðkþÐ 1Þr rxðkÞ e f ðtÞ dt; rhðkÞ f gðtÞ dt; k A N: ðk1Þr kr

Hence

Pn Ðnr ðnþÐ 1Þr Pn r xðkÞ e f ðtÞ dt e M gðtÞ dt e M hðkÞ k¼1 0 r k¼1 for n A N.

Thus, according to Lemma 5.1,

½½x; h e M þðL=rÞ2:

Now,

Py Tr f e xðkÞw½ðk1Þr; krÞ k¼1 and

Py g f hðkÞw½ðk1Þr; krÞ; k¼1 and it follows easily that

2 ½½Tr f ; g e M þðL=rÞ : r

Lemma 6.2. Suppose f ¼ f , g ¼ g A LL~yð0; yÞ are such that for some l; M A N, we have

Ðb Ðb f ðsÞ ds e M gðsÞ ds; 0 < la < b < y: la a 104 Kalton and Sukochev, Symmetric norms and spaces of operators

Suppose p A N is such that ðp 1Þ is a factor of M and set g ¼ gðp; lÞ :¼ 1 þ 2lp. If u; v A ð0; yÞ satisfy gu < v, then we have

1 2 ð6:3Þ ½½ f½gu; vÞ; y½u; vÞ e Mpðp 1Þ þðv=uÞ :

Proof. As in Lemma 5.3 let N ¼ Mpðp 1Þ1.

For fixed u, v as before let

r 2u HðrÞ :¼ M ; r > 2lu: r 2lu

If r > 2lu we have (as in Lemma 5.3):

Ðr r2ðÐl1Þu f ðsÞ ds e HðrÞ gðsÞ ds: 2lu 2u

Consider the equation in r > 2lu:

Ðr r2ðÐl1Þu f ðsÞ ds ¼ N gðsÞ ds: 2lu 2u

If this equation has a solution then it has a largest solution which we denote by w. If it has no solution let w ¼ 2lu.

Arguing as in Lemma 5.3 we obtain the analogue of (5.6):

ð2lN 2MÞ ð6:4Þ w < u e 2lpu e ðg 1Þu: N M

If w e r e v,

Ðr Ðr Ðw f ðsÞ ds ¼ f ðsÞ ds f ðsÞ ds w 2lu 2lu

r2ðÐl1Þu w2ðÐl1Þu e N gðsÞ ds N gðsÞ ds 2u 2u

r2ðÐl1Þu ¼ N gðsÞ ds: w2ðl1Þu

Thus

f½w; vÞ Ng½w2ðl1Þu; v2ðl1ÞuÞ:

The proof is completed as in Lemma 5.3, using Lemma 6.1. r Kalton and Sukochev, Symmetric norms and spaces of operators 105

Theorem 6.3. Suppose f ; g A LL~yð0; yÞ. Then f t g implies h f ; gi e 1.

Proof. We may suppose f ¼ f and g ¼ g by Proposition 4.2. Since f t g there exists l A N so that

Ðb Ðb f ðsÞ ds e gðsÞ ds; 0 < la e b: la a

As in Theorem 5.4 we fix p; q; r A N with p > 1 and r > 1 and let u ¼ 2lp þ 1. Let Að j; kÞ denote the set ½u j; ukÞ for j; k A Z with j < k. We appeal to Lemma 6.2 to deduce that

2ðkjÞ ½½ðp 1ÞqfAð jþ1; kÞ; gAð j; kÞ e pq þ u ; 0 e j < k 1:

In particular, if n A N,

2r ½½ðp 1ÞqfAðkþ1þðn1Þr; kþnrÞ; gAðkþðn1Þr; kþnrÞ e pq þ u ; 1 e k e r:

Let P P fk ¼ fAðkþ1þðn1Þr; kþnrÞ ¼ f fAðkþnr; kþ1þnrÞ: n A Z n A Z Then, by Lemma 4.6, we obtain

2r ½½ðp 1Þqfk; g e pq þ u :

This implies by Lemma 4.5 that

pq þ u2r h f ; gi e : k ðp 1Þq

Now

ðr 1Þ f ¼ f1 þþ fr so that

pq þ u2r hðr 1Þ f ; gi e r ; ðp 1Þq and this implies that h f ; gi e 1 as before. r

Theorem 6.4. If f ; g A LL~yð0; yÞ we have

Ðb f ðsÞ ds h f ; gi ¼ lim sup la : y b l! 0

We remark at this point on one essential di¤erence between the discrete and continu- h i h i ous cases. In the discrete case f ; g ¼ g; f ¼pffiffiffi1 implies f g and g f and hence f ¼ g. In the continuous case, let 0 < y < 1= 2 and consider f ðxÞ¼1=x; gðxÞ¼ 1 þ y sinðlog xÞ =x:

Then f and g are decreasing positive functions and h f ; gi; hg; f i e 1. However h f ; f i30 since by the results of Cwikel and Fe¤erman [6] and Sparr [32] the set Qð f Þ is a proper subset of weak L1 (see the next section §7 for more details). Hence by Proposition 4.3, h f ; gi ¼ hg; f i ¼ 1.

7. Some applications to envelopes

We start with a standard and well-known lemma:

Lemma 7.1. Let g be any decreasing function on ð0; yÞ. Then the following condi- tions are equivalent:

(i) There exist d > 0 and a constant C so that

gðsÞ e Cðt=sÞ1þdgðtÞ; s > t:

(ii) lgðltÞ lim sup ¼ 0: l!y t>0 gðtÞ

Proof. It is clear that (i) implies (ii). Pick l > 1 so that

1 lgðltÞ e gðtÞ; t > 0: 2

Then if ln1t < s e lnt where n A N, we have

gðsÞ e ð2lÞðn1ÞgðtÞ e 2lðt=sÞ1þdgðtÞ where log 2 d ¼ : r log l

The proof of the following lemma is quite similar and we omit it.

Lemma 7.2. Let g be any decreasing function on ð0; yÞ. Then the following condi- tions are equivalent:

(i) There exist d > 0 and a constant C so that

gðsÞ e Cðt=sÞ1dgðtÞ; 0 < s < t: Kalton and Sukochev, Symmetric norms and spaces of operators 107

(ii)

lgðltÞ lim sup ¼ y: l!y t>0 gðtÞ

Proposition 7.3. Let g A LL~yð0; yÞ be a decreasing non-negative function which is not identically zero. Then the following are equivalent:

ð7:1Þ hg; gi ¼ 0;

lgðltÞ ð7:2Þ lim sup ¼ 0: l!y t>0 gðtÞ

Remark. In (7.2) we take 0=0 ¼ 0 as usual.

Proof.Ifhg; gi ¼ 0 then there exists m > 1 so that

Ðb 1 Ðb gðsÞ ds e gðsÞ ds; 0 < ma < b: ma 2 a

This implies

Ðma 1 Ðb gðsÞ ds f gðsÞ ds; 0 < ma < b: a 2 a

In particular g is integrable on ða; yÞ if a > 0. Let

yÐ HðtÞ¼ gðsÞ ds: t

Then

tgð2tÞ e HðtÞ e CtgðtÞ; 0 < t < y; where C ¼ 2ðm 1Þ. Now H is decreasing and

H 0ðtÞ 1 e a:e: 0 < t < y; HðtÞ Ct so that t1=CHðtÞ is decreasing. This implies (7.2), since

lgðltÞ Hðlt=2Þ e 2C e 2Cðl=2Þ1=C; l > 2; t > 0: gðtÞ HðtÞ

If we assume (7.2) then by Lemma 7.1, for some C; d > 0 we have an estimate

gðsÞ e Cðt=sÞ1þdgðtÞ; s > t: 108 Kalton and Sukochev, Symmetric norms and spaces of operators

Hence if l > 1 and 0 < la < b, we have

Ðb C Ðb g s ds e g s= ds ð Þ 1þd ð lÞ la l la

lÐ1b ¼ Cld gðsÞ ds a

Ðb e Cld gðsÞ ds a so that hg; gi ¼ 0, i.e. (7.1) holds. r

Suppose g A LL~yð0; yÞ is a decreasing non-negative function (which is not identically zero). We recall that the metric abelian group Xg is the space of functions f A LL~yð0; yÞ such that

y j f jg ¼ inffl > 0 : f ðltÞ e lgðtÞg < :

These spaces have been studied in detail in [20], [2] and [1].

If g satisfies the condition

gðt=2Þ sup < y t>0 gðtÞ then Xg is a , which is a quasi-Banach space under the quasi-norm

f ðtÞ f sup : k kXg ¼ t>0 gðtÞ

Under these circumstances we say that g is weakly regular ([21]).

A linear functional j on Xg is continuous if and only if

kjk¼sup jjð f Þj < y: f g Here we use the fact that, even in the non weakly regular case, if j is bounded on any set f f : j f jg <g then it is also bounded on f f : j f jg e 1g since there is an integer N so that if j f jg e 1 then f ¼ f1 þþ fN with j fjjg <for j ¼ 1; 2; ...; N. We also use the fact that f f : j f jg < 1g H f f : f gg H f f : j f jg e 1g. Thus Xg is always identifiable as a Banach space. Furthermore

kjk¼ sup jjð f Þj: f A QðgÞ If we define the seminorm

k f k ¼ sup jjð f Þj; f A ; XX^g Xg kjke1 Kalton and Sukochev, Symmetric norms and spaces of operators 109 then can be identified with the dual of the seminormed space ð ; kk Þ.Ifg is weakly Xg Xg XX^g regular, the Hausdor¤ completion of this space is usually called the Banach envelope of Xg and denoted XX^g. We refer to [15] for a fuller discussion of this concept. By the Hahn- Banach theorem it is clear that kk is simply the Minkowski functional associated to XX^g the set QðgÞ. Hence

Theorem 7.4.

Ðb f ðsÞ ds la ð7:3Þ k f k ^ ¼ h f ; gi ¼ lim sup ; f A Xg: XXg y b l! 0

Let us use this to recover two known results:

Theorem 7.5. Xg ¼f0g if and only if

lgðltÞ ð7:4Þ lim sup ¼ 0: l!y t>0 gðtÞ

Remark. This was first proved by A. Sparr in her thesis in 1971 [32].

Proof. The statement that Xg ¼f0g is, by the above remarks, equivalent to the fact that hg; gi ¼ 0. Thus the theorem is a restatement of Proposition 7.3. r

If g A L1 þ Ly is non-negative and decreasing, we will write

Ðt cðtÞ¼ gðsÞ ds 0 and hðtÞ¼cðtÞ=t. Note that gðtÞ e hðtÞ. The following theorem is essentially known; in the case of finite measure spaces it is due to Mekler [20] and [21]. Mekler’s proof could be modified to work in infinite measure spaces, but for completeness we give an independent proof.

Theorem 7.6. If g A LL~yð0; yÞ is a non-negative decreasing function, the following conditions are equivalent:

(i) Xg is isomorphic to a Banach space.

(ii) We have g A L1 þ Ly and h A Xg or equivalently for some constant C we have hðtÞ e CgðtÞ for all t > 0.

(iii) We have

lgðltÞ ð7:5Þ lim inf ¼ y: l!y t>0 gðtÞ 110 Kalton and Sukochev, Symmetric norms and spaces of operators

(iv) g A L1 þ Ly and h i A ~ y ð7:6Þ f ; g ¼kf kMðcÞ; f LLyð0; Þ: Proof. (i) (ii). In this case is equivalent to a norm and so there is a con- ) kkXg stant C so that if f e 1 for j 1; 2; ...; N then k jkXg ¼ f f e CN: k 1 þþ N kXg

For any fixed t we can find rearrangements f1; ...; fN of g so that

PN f1ðtÞþþ fN ðtÞ f gðkt=NÞ k¼1 and hence

1 PN gðkt=NÞ e CgðtÞ; N ¼ 1; 2; ...; t > 0: N k¼1

Letting N ! y we obtain that g A L1 þ Ly and hðtÞ e CgðtÞ.

(ii) ) (iii). In this case we have cðtÞ e Ctc0ðtÞ almost everywhere and hence t1=CcðtÞ is increasing. Hence if l > 1,

lgðltÞ lhðltÞ cðltÞ f ¼ C1 gðtÞ ChðtÞ cðtÞ

f C1l1=C:

(iii) ) (iv). By Lemma 7.2 it is trivial that (7.5) implies g A L1 þ Ly. Notice also that h i A ~ y f ; g f k f kMðcÞ for all f LLyð0; Þ.

1 Now, for any >0 we can choose l0 so that if l f l0 we have lgðltÞ f gðtÞ. Thus

Ðlt Ðt Ðt gðsÞ ds ¼ lgðlsÞ ds f 1 gðsÞ ds: 0 0 0

It follows that if b > l0a then

Ðb Ðb gðsÞ ds f ð1 Þ gðsÞ ds a 0 and so if la < b then

Ðb Ðt f ðsÞ ds f ðsÞ ds la e ð1 Þ1 sup 0 b Ðt Ð t>0 gðsÞ ds gðsÞ ds a 0 so that (7.6) holds. Kalton and Sukochev, Symmetric norms and spaces of operators 111

(iv) ) (i). In this case Xg ¼ff : h f ; gi < yg coincides as a set with Mc. First we show that g must be weakly regular so that Xg is a quasi-Banach space. Indeed if we set

1 Ðt FðtÞ¼ 2 sgðsÞ ds t 0 then F is decreasing and Ðt Ðt s FðsÞ ds ¼ 1 gðsÞ ds e cðtÞ 0 0 t so that F A MðcÞ. Hence for some choice of l we have

FðtÞ e lgðltÞ or

Fðt=lÞ e lgðtÞ:

In particular

1 gðt=lÞ e lgðtÞ 2 whence g is weakly regular. Thus Xg is a quasi-Banach space and we can apply the to show that the quasi-norm topology agrees with the norm topology of MðcÞ. In particular we have (i). r

We also note that a special case of Theorem 7.4 was found by Cwikel and Fe¤erman [6] and [7]. They considered the case gðxÞ¼1=x when Xg coincides with L1; y ¼ weak L1 and obtained the formula

1 Ð ð7:7Þ k f k^ ¼ lim sup j f ðtÞj dt: LL1; y y l! b=afl log ðb=aÞ aej f ðtÞjeb

Let us show that the Cwikel-Fe¤erman formula (7.7) coincides with the formula (7.3) of Theorem 7.4. Assume, without loss of generality, that f 1 so that f t e 1=t. k kL1; y ¼ ð Þ Then for a < b let

Ðb Ð Iða; bÞ¼ f ðtÞ dt; Jða; bÞ¼ j f ðtÞj dt: a 1=bej f ðtÞje1=a

Let a ¼ infft : f ðtÞ e 1=ag and b ¼ supft : f ðtÞ f 1=bg so that

Ðb Jða; bÞ¼ f ðtÞ dt: a

Note that a e a and b e b. We have 112 Kalton and Sukochev, Symmetric norms and spaces of operators

Ða f ðtÞ dt e a1ða aÞ e 1 a and

Ðb f ðtÞ dt e b1ðb bÞ e 1: b

Hence

jIða; bÞJða; bÞj e 1 and it is clear that (7.7) and (7.3) are equivalent.

8. Applications to non-commutative function spaces

We now turn to non-commutative applications. Throughout this section M will de- note, as before, a semi-finite von Neumann algebra with a fixed faithful normal semi-finite trace t such that M is atomless and tð1Þ¼y. However, we wish to emphasize that our results apply equally when M ¼ LðHÞ and so we will state the operator forms of our re- sults, even though these are essentially special cases.

The first lemma is due to Wielandt [37]:

Lemma 8.1. Suppose T : H ! H is a positive operator. Then

Pn skðTÞ¼ sup inf tr QTQ; k¼mþ1 tr P¼n QeP tr Q¼nm where P, Q are orthogonal projections.

Now let us prove the corresponding result for M:

~ Lemma 8.2. Suppose x A MMþ. Then

Ðb y mtðxÞ dt ¼ sup inf tð fxÞ; 0 < a < b < ; a tðeÞ¼b f ee tð f Þ¼ba where e; f A P.

Proof. Let us prove this under the additional assumption that lim mtðxÞ¼0; the t!y general case follows by an approximation argument. We first prove that if tðeÞ¼b then

Ðb inf tð fxÞ e mtðxÞ dt: f ee a tð f Þ¼ba

First assume x A Mþ. Then if tðeÞ¼b we have using [13], Lemma 4.1, Kalton and Sukochev, Symmetric norms and spaces of operators 113

Ða 0 0 sup tðe xe Þ¼ mtðexeÞ dt efe 0 A P 0 tðe 0Þ¼a and so

Ðb Ðb inf tð fxf Þ¼ m ðexeÞ dt e m ðxÞ dt: A t t ef f P a a tð f Þ¼ba

For the general case we observe that if tðeÞ¼b and >0 there exists e0 A P with 0 0 0 0 e e e and tðe Þ¼b and e xe A Mþ. Thus

bÐ bÐ inf tð fxf Þ e m ðe0xe0Þ dt e m ðxÞ dt: A t t ef f P a a tð f Þ¼ba Letting ! 0 gives the result.

To deduce equality we note that we can find e A P so that tðeÞ¼b and mðexeÞ¼mðxÞw½0; bÞ by [9], Lemma 2.6. In this case

Ðb r ð8:1Þ mtðxÞ dt ¼ min tð fxÞ: a f ee tð f Þ¼ba

Lemma 8.3. Suppose Tj : H ! H are positive operators for j ¼ 1; 2; ...; k. Then

Pn Pn sjðT1 þþTkÞ e sjðT1ÞþþsjðTkÞ ; 0 e kr < n: j¼krþ1 j¼rþ1 ~ Lemma 8.4. Suppose xj A MMþ for j ¼ 1; 2; ...; k. Then

Ðb Ðb mtðx1 þþxkÞ dt e mtðx1ÞþþmtðxkÞ dt; 0 < ka < b: ka a

We will actually need a stronger form of Lemma 8.4 which we prove below. This im- plies both Lemmas 8.3 and 8.4.

~ Lemma 8.5. Suppose xj A MMþ for j ¼ 1; 2; ...; k and a1; ...; ak > 0 with a1 þþak e 1. Then

Ðb Pk Ðb mtðx1 þþxkÞ dt e mtðxjÞ dt; 0 < a < b: a j¼1 aj a

Proof. We prove this under the additional assumption that lim mtðxjÞ¼0 for t!y 1 e j e k. The case when this fails will then follow easily by an approximation argument. A We pick e P with tðeÞ¼b and mt eðx1 þþxkÞe ¼ mtðx1 þþxkÞ for 0 < t e b (again using [9], Lemma 2.6). For each j ¼ 1; 2; ...; k we can find e f ej A P with tðejÞ¼aja and mtðejxjejÞ¼mtðexjeÞ for 0 e t e aja and 114 Kalton and Sukochev, Symmetric norms and spaces of operators

mt ðe ejÞxjðe ejÞ ¼ mtþaj aðexjeÞ:

0 0 0 Pick f ¼ e144ek. Then f e e and tð f Þ e a. Since M is atomless there exists f A P with e f f f f 0 and tð f Þ¼a. By (8.1)

Ðb mtðx1 þþxkÞ dt e t ðe f Þðx1 þþxkÞ a

Pk Pk 0 0 e t ðe f Þxjðe f Þ e t ðe ejÞxjðe ejÞ j¼1 j¼1

Pk Ðb Pk Ðb r ¼ mtðexjeÞ dt e mtðxjÞ dt: j¼1 aj a j¼1 aj a

Proposition 8.6. (i) Suppose Tj : H ! H are bounded operators for j ¼ 1; 2; ...; k. Then y y Pk s T T s T nð 1 þþ kÞ n¼1 t nð jÞ : j¼1 n¼1

(ii) Suppose x1; ...; xk A MM~ for j ¼ 1; 2; ...; k. Then

mðx1 þþxkÞ t mðx1ÞþþmðxkÞ:

Proof. We prove (ii). There exist partial isometries u1; ...; uk A M such that

jx1 þþxkj e u1jx1ju1 þþukjxkjuk

([13], Lemma 4.3; see also [17]). This implies (ii) by Lemma 8.4. r

The following then follows immediately using Proposition 4.3 and Theorem 6.3, since as remarked in §3 we can always replace M by M n Lyð0; yÞ (see for example [11], Pro- position 4.6 (i) for a forerunner of this result):

Theorem 8.7. Let M be any semi-finite von Neumann algebra equipped with a normal faithful semi-finite trace t. Let kkbe a symmetric extended seminorm on LL~yð0; yÞ. Then x !kmðxÞk is an extended seminorm on MM~.

The following result can be deduced from Theorem 8.7 or proved directly using Lemma 8.3:

Corollary 8.8. Let kk be a symmetric extended seminorm on y. Then y l T s T is an extended seminorm on . ! nð Þ n¼1 LðHÞ

Proposition 8.9. Suppose j : ½0; yÞ!½0; yÞ is a continuous increasing concave ~ function. Suppose x1; ...; xk A MMþ and that a1; ...; ak > 0 with a1 þþak e 1. Then

Ðb Pk Ðb ð8:2Þ j mtðx1 þþxkÞ dt e j mtðxjÞ dt: a j¼1 aj a Kalton and Sukochev, Symmetric norms and spaces of operators 115

We also have: ð8:3Þ m jðx1 þþxkÞ t m jðx1Þ þþm jðxkÞ :

Proof. We first show that if 0 < a < b and e A P satisfies tðeÞ¼b we have

Ðb Pk Ðb ð8:4Þ j mtðex1e þþexkeÞ dt e j mtðexjeÞ dt: a j¼1 aj a

For 0 < s < y let

csðtÞ¼minðt; sÞ; t f 0:

y For 1 e j e k let yj ¼ exje and then fj ¼ e j ðs; yÞ so that fj e e.

Let us observe that if s < tð fjÞ we have

Ðb Ðb mt csðyjÞ dt ¼ mt csðyjÞ dt s tð fjÞs tð fj Þ s while if tð fjÞ < s e b we have

Ðb Ðb mt csðyjÞ dt e mt csðyjÞ dt þ s s tð fjÞ tð fj Þ s and we may combine these as

Ðb Ðb ð8:5Þ mt csðyjÞ dt e mt csðyjÞ dt þ s s tð fjÞ ; 0 < s e b: tð fj Þ s

0 0 Let f ¼ f144fk and f ¼ e f . Suppose tð f Þ e a. Then if g A P with g e f and tðgÞ¼b a, we have, using (8.5),

Ðb 0 0 mt csðy1 þþykÞ dt e t gðy1 þþ ykÞg e t f ðy1 þþ ykÞ f a

Pk Pk Ðb e t ðe fjÞcsðyjÞðe fjÞ ¼ mt csðyjÞ dt j¼1 j¼1 tð fj Þ

Pk Ðb Pk Pk Ðb e mt csðyjÞ dt þ s aja tð fjÞ e mt csðyjÞ dt: j¼1 aj a j¼1 j¼1 aj a

If tð f Þ > a then, again using (8.5),

Ðb 0 0 0 mt csðy1 þþ ykÞ dt e t f ðy1 þþykÞ f þ s b a tð f Þ a

Pk e t ðe fjÞcsðyjÞðe fjÞ þ s tð f Þa j¼1 116 Kalton and Sukochev, Symmetric norms and spaces of operators

Pk Ðb ¼ mt csðyjÞ dt þ s tð f Þa j¼1 tð fj Þ

Pk Ðb Pk e mt csðyjÞ dt þ s tð f Þa þ s aja tð fjÞ j¼1 aj a j¼1

Pk Ðb e mt csðyjÞ dt: j¼1 aj a

Since j is concave, it has left and right-derivatives j0ðaÞ and j0ðaþÞ for each a > 0 and these coincide except on a countable set. Let n be the nonnegative s-finite measure on ð0; yÞ so that nða; bÞ¼j0ðaþÞ j0ðbÞ. Let k ¼ lim j0ðtÞ. Then t!y Ðt Ðt jðtÞjð0Þ¼ j0ðuÞ du ¼ tj0ðtÞ þ nðu; tÞ du 0 0 Ð Ð y ¼ kt þ tn½t; Þþ s dnðsÞ¼kt þ csðtÞ dnðsÞ: ð0; tÞ ð0; yÞ

Let us assume first that k ¼ 0. Thus

Ðb Ð Ðb mt jðy1 þþykÞ dt ¼ jð0Þþ mt csðy1 þþ ykÞ dt dnðsÞ a ð0; yÞ a

Pk Ð Ðb e kjð0Þþ mt csðyjÞ dt dnðsÞ j¼1 ð0; yÞ aj a

Pk Ðb ¼ mt jðyjÞ dt: j¼1 aj a

This establishes (8.4) if k ¼ 0. The case k > 0 is then easily handled by writing jðtÞ¼kt þ j0ðtÞ and using Lemma 8.5.

To prove (8.2), if lim mtðxjÞ¼0 for 1 e j e k,fixe with tðeÞ¼b so that t!y mt eðx1 þþxkÞe ¼ mtðx1 þþxkÞ; 0 < t < b:

Then according to (8.4) we have

Ðb Pk Ðb mt jðx1 þþxkÞ dt e mt jðexjeÞ dt a j¼1 aj a

Pk Ðb e mt jðxjÞ dt: j¼1 aj a

The general case follows easily by approximation.

Finally for (8.3) replace a by ka where 0 < ka < b and let aj ¼ 1=k. r Kalton and Sukochev, Symmetric norms and spaces of operators 117

Theorem 8.10. Suppose j : ½0; yÞ!½0; yÞ is a continuous increasing concave func- tion.

(i) Let kkbe a symmetric extended seminorm on ly. Then if T1; ...; Tk A LðHÞ we have

kjðjT1 þþTkjÞk e kjðjT1jÞk þ þ kjðjTkjÞk:

(ii) Let kkbe a symmetric extended seminorm on LL~yð0; yÞ. Then if x1; ...; xk A MM~ we have

kjðjx1 þþxkjÞk e kjðjx1jÞk þ þ kjðjxkjÞk:

Remark. In particular this theorem applies to jðtÞ¼tp when 0 < p e 1:

Proof. Using again [13], Lemma 4.3, we may find partial isometries u1; ...; uk so Pk that jx1 þþxkj e ujxjuj . Thus it su‰ces to establish the case when xj f 0. This now j¼1 follows from Proposition 8.9 (8.3). r

Theorem 8.11. (i) Let E be an r.i. p-convex quasi-Banach sequence space where 0 < p < y. Then CE is a p-convex quasi-Banach operator ideal.

(ii) Let E be an r.i. p-convex quasi-Banach function space on ð0; yÞ where 0 < p < y. Then EðM; tÞ is a p-convex quasi-Banach operator space.

Proof. We prove this in the case of (ii). To prove (i) it is simplest to embed E into a p-convex function space EE~ on ð0; yÞ e.g. by defining Ðn 1=p y p k f kEE~ ¼ f ðtÞ dt n1 n¼1 E and LðHÞ into LðHÞ n Ly½0; 1.

A ~ y 1=p A 1=p p (ii) Let us define X ¼ff LLyð0; Þ : j f j Eg and k f kX ¼kf kE. Then X is a symmetric Banach function space on ð0; yÞ. Now

p 1=p kxkEðM; tÞ ¼kmðjxjÞ kX and it follows that

p p p kx þ ykEðM; tÞ e kxkEðM; tÞ þkykEðM; tÞ when 0 < p < 1 by Theorem 8.10; of course if p f 1, kkEðM; tÞ is a norm by Theorem 8.7. The fact that kkXðM; tÞ is a norm implies that EðM; tÞ is p-convex.

It remains to show that EðM; tÞ is complete. We note that the injection EðM; tÞ ,! MM~ is continuous. This follows from [11], Proposition 2.2 or the estimate 118 Kalton and Sukochev, Symmetric norms and spaces of operators

1 mtðxÞ e kwð0; tÞkE kxkEðM; tÞ

(see [9], Lemma 4.4). Thus any Cauchy sequence in EðM; tÞ converges in MM~.

To establish completeness it su‰ces to show that for some 0 < b e minðp; 1Þ we have an estimate Py b Py b ð8:6Þ xk e kxnkEðM; tÞ; xk f 0; k ¼ 1; 2; ...; k¼1 EðM; tÞ n¼1 whenever the right-hand side is finite. This is a non-commutative form of the socalled Riesz-Fischer Theorem (see [12] for more details).

Py By the above remarks xk converges in MM~ to some x. Note that for (8.6) to hold it n¼1 is necessary that x A EðM; tÞ. Once (8.6) is established it follows by considering the tail that Py P P b y x ¼ xn in EðM; tÞ and then any series yn in EðM; tÞ with kynkEðM; tÞ < is n¼1 convergent in EðM; tÞ, and completeness of EðM; tÞ will follow.

First suppose p f 1; in this case we take b ¼ 1=2. If g A LL~yð0; yÞ and a e 1 we de- fine as before g½aðtÞ¼agðatÞ. Observe that if g is decreasing

Ðb Ðab Ðb g½aðtÞ dt ¼ gðtÞ dt e gðtÞ dt; 0 < a < ab: a1a a a

Hence

½a kg kE e kgkE: Py 1=2 1=2 Let us assume kxkkEðM; tÞ ¼ 1 and that each xk is non-zero. Let aj ¼kxjkEðM; tÞ. k¼1 Let fk ¼ mðxkÞ and gk ¼ mðx1 þþxkÞ. Let g ¼ mðxÞ.Ifl A N with lf2, and 0 < la < b we have (using [13], Lemma 3.5)

Ðb Ðb gðtÞ dt ¼ lim gnðtÞ dt: n y la ! la

Now we use Lemma 8.5:

1b Ðb Pn Ðb Pn aÐk ½ak gnðtÞ dt e fkðtÞ dt ¼ fk ðtÞ dt la k¼1 akla k¼1 la

Pn 1 Ðb Pn Ðb ak b la ½ak l 1 ½ak e fk ðtÞ dt e ak fk ðtÞ dt k¼1 b a a l 1 k¼1 a l Ðb e hðtÞ dt l 1 a Kalton and Sukochev, Symmetric norms and spaces of operators 119 where

Py 1 ½ak hðtÞ¼ ak fk ðtÞ: k¼1 P ½ak 2 A Note here that since k fk kE e ak and ak ¼ 1 we have h E and khkE e 1. Hence

l hg; hi e l 1 and hence, as l f 2 is arbitrary,

hg; hi e 1:

A Thus g E and kgkE e 1. This implies (8.6)

Py p=2 In the case p < 1 we let b ¼ p=2. Suppose kxkkEðM; tÞ ¼ 1 and that each xk is non- k¼1 p=2 zero. Let aj ¼kxjkEðM; tÞ. As before let fk ¼ mðxkÞ and gk ¼ mð f1 þþ fkÞ and g ¼ mðxÞ. We now note that

Ðb Ðb p p gðtÞ dt ¼ lim gnðtÞ dt: n y la ! la

We now use Proposition 8.9:

Ðb Pn Ðb p p gnðtÞ dt e fkðtÞ dt la k¼1 akla

1b Pn aÐk Ðb p ½ak l e ð fk Þ ðtÞ dt e hðtÞ dt k¼1 la l 1 a where

Py 1 p ½ak hðtÞ¼ ak ð fk Þ ðtÞ: k¼1

We observe that

p ½ak p 2 kð fk Þ kX e k fk kX ¼ ak

A h p i so that h X and khkX e 1. Hence, since as before g ; h e 1,

p 1=p 1=p kxkEðM; tÞ e kg kX e khkX e 1 and (8.6) is established. r 120 Kalton and Sukochev, Symmetric norms and spaces of operators

Let us remark here that if E is a fully symmetric Banach function space the complete- ness of EðM; tÞ was established first in [34], [9], [10] and [5]. In fact they prove complete- ness under the assumption of relative full symmetry:

A ð8:7Þ 0 e f ; g E; f g )kf kE e kgkE:

However the arguments in the above mentioned papers depend on the submajorization in- equality

jmðxÞmðyÞj mðx yÞ:

It is worth pointing out that there is no analogue to this inequality for uniform Hardy- Littlewood majorization even in the commutative case. Indeed if

f ; g A L1ð0; yÞþLyð0; yÞ the inequality

j f gjðf gÞ

Py Py n n is well-known (see [18]). However set f ðtÞ¼ 2 wðn; nþ1 and gðtÞ¼ 2 wðn; nþ1: Then n¼0 n¼1 h i y g ¼ f =2 and f g ¼ wð0; 1. Thus j f g j; ð f gÞ ¼ .

In the case where p < 1 completeness is established under the Fatou condition by Xu [38].

References

[1] S. V. Astashkin, Interpolation of operators in quasinormed groups of measurable functions, Siber. Math. J. 35 (1994), 1075–1082, [2] M. Sˇ . Braverman and A. A. Mekler, The Hardy-Littlewood property for symmetric spaces, Sibirsk. Mat. Zˇ . 18 (1977), 522–540, 717 (Russian). [3] A.-P. Caldero´n, Spaces between L1 and Ly and the theorem of Marcinkiewicz, Stud. Math. 26 (1966), 273–299. [4] V. I. Chilin, A. V. Krygin, and F. A. Sukochev, Extreme points of convex fully symmetric sets of measurable operators, Integr. Equ. Oper. Th. 15 (1992), 186–226. [5] V. I. Chilin and F. A. Sukochev, Symmetric spaces over semifinite von Neumann algebras, Dokl. Akad. Nauk SSSR 313 (1990), 811–815 (Russian). [6] M. Cwikel and C. Fe¤erman, Maximal on Weak L1, Stud. Math. 69 (1980/81), 149–154. [7] M. Cwikel and C. Fe¤erman, The canonical seminorm on weak L1, Stud. Math. 78 (1984), 275–278. [8] J. Dixmier, von Neumann algebras, North-Holland Math. Libr. 27, North-Holland Publishing Co., Amster- dam 1981. [9] P. G. Dodds, T. K. Dodds, and B. de Pagter, Noncommutative Banach function spaces, Math. Z. 201 (1989), 583–597. [10] P. G. Dodds, T. K.-Y. Dodds, and B. de Pagter, A general Markus inequality, Miniconference on Operators in Analysis, Sydney 1989, Proc. Centre Math. Anal. Austral. Nat. Univ. 24, Austral. Nat. Univ., Canberra (1990), 47–57. [11] P. G. Dodds, T. K. Dodds, and B. de Pagter, Noncommutative Ko¨the duality, Trans. Amer. Math. Soc. 339 (1993), 717–750. [12] P. G. Dodds, B. de Pagter, and F. A. Sukochev, Noncommutative integration theory, to appear. Kalton and Sukochev, Symmetric norms and spaces of operators 121

[13] T. Fack and H. Kosaki, Generalized s-numbers of t-measurable operators, Pac. J. Math. 123 (1986), 269–300. [14] I. C. Gohberg and M. G. Kreı˘n, Introduction to the theory of linear nonselfadjoint operators, Translated from the Russian by A. Feinstein, Transl. Math. Monogr. 18, American Mathematical Society, Providence, R.I., 1969. [15] N. J. Kalton, N. T. Peck, and J. W. Roberts,AnF-space sampler, London Math. Soc. Lect. Note Ser. 89, Cambridge University Press, Cambridge 1984. [16] N. J. Kalton and F. A. Sukochev, Rearrangement-invariant functionals with applications to traces on symmetrically normed ideals, Canad. Math. Bull. 51 (1) (2008), 67–80. [17] H. Kosaki, On the continuity of the map j !jjj from the predual of a W -algebra, J. Funct. Anal. 59 (1984), 123–131. [18] S. G. Kreı˘n, Y. I¯. Petunı¯n, and E. M. Seme¨nov, Interpolation of linear operators, Transl. Math. Monogr. 54, American Mathematical Society, Providence, R.I., 1982. [19] J. Lindenstrauss and L. Tzafriri, Classical Banach spaces, II, Function spaces 97, Springer-Verlag, Berlin 1979. [20] A. A. Mekler, The Hardy-Littlewood property in Marcinkiewicz spaces, Izv. Vyssˇ.Ucˇcebn. Zaved. Mat. (1975), 104–106 (Russian). [21] A. A. Mekler, On regularity and weak regularity of functions generating Marcinkiewicz spaces, Lect. Notes Pure Appl. Math. 213, Dekker, New York (2000), 379–387. [22] E. Nelson, Notes on non-commutative integration, J. Funct. Anal. 15 (1974), 103–116. [23] J. von Neumann, Some inequalities and metrization of matric-space, Rev. Tomsk Univ. 1 (1937), 286–300. [24] J. von Neumann, Collected works. Vol. IV: Continuous geometry and other topics, General editor: A. H. Taub, Pergamon Press, Oxford 1962. [25] V. I. Ovchinnikov, The method of orbits in interpolation theory, Math. Rep. 1 (1984), i–x and 349–515. [26] G. I. Russu, Symmetric spaces of functions that do not have the majorization property, Mat. Issled. 4 (1969), 82–93 (Russian). [27] J. V. Ry¤, Extreme points of some convex subsets of L1ð0; 1Þ, Proc. Amer. Math. Soc. 18 (1967), 1026–1034. [28] R. Schatten, A Theory of Cross-Spaces, Ann. Math. Stud. 26, Princeton University Press, Princeton, N.J., 1950. [29] R. Schatten, Norm ideals of completely continuous operators, Ergebn. Math. Grenzgeb. N. F. 27, Springer- Verlag, Berlin 1960. [30] A. A. Sedaev, Symmetric noninterpolation space of the couple fL1; Łyg which is not a closed subspace of an interpolation space, Issledovaniya po teor. funk. mnogih veshestv. perem. Sb. Nauch. Tr. Yaroslavskij Gosuniversitet, Yaroslavl (1990), 134–139 (Russian). [31] B. Simon, Trace ideals and their applications, 2nd ed., Math. Surv. Monogr. 120, American Mathematical Society, Providence, RI, 2005. [32] A. Sparr, On the conjugate space of Lorentz space, thesis, Lund 1971. [33] S¸. Stra˘tila˘ and L. Zsido´, Lectures on von Neumann algebras, Editura Academiei, Bucharest, 1979, Revision of the 1975 original; Translated from the Romanian by Silviu Teleman. [34] F. A. Sukochev, Symmetric spaces of measurable operators on finite von Neumann algebras, thesis, Tashkent 1987. [35] M. Takesaki, Theory of operator algebras, I, Springer-Verlag, New York 1979. [36] M. Takesaki, Theory of operator algebras, II, Encyclop. Math. Sci. 125, Springer-Verlag, Berlin 2003; Oper- ator Algebras and Non-commutative Geometry, 6. [37] H. Wielandt, An extremum property of sums of eigenvalues, Proc. Amer. Math. Soc. 6 (1955), 106–110. [38] Q. Xu, Analytic functions with values in lattices and symmetric spaces of measurable operators, Math. Proc. Cambridge Philos. Soc. 109 (1991), 541–563.

Department of Mathematics, University of Missouri-Columbia, Columbia, MO 65211 e-mail: [email protected]

School of Informatics and Engineering, Flinders University of South Australia, Bedford Park, 5042, Australia e-mail: sukochev@infoeng.flinders.edu.au

Eingegangen 31. Ma¨rz 2007