Noncommutative Blackwell–Ross martingale inequality

DOI10.1142/S0219025718500054zbMath1395.46050arXiv1705.07122MaRDI QIDQ4638557

Ghadir Sadeghi, Ali Talebi, Mohammad Sal Moslehian

Publication date: 27 April 2018

Published in: Infinite Dimensional Analysis, Quantum Probability and Related Topics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.07122

zbMATH Keywords

tracemartingalenoncommutative probability spaceBlackwell-Ross martingale inequality

Mathematics Subject Classification ID

Norms (inequalities, more than one norm, etc.) of linear operators (47A30) General theory of von Neumann algebras (46L10) Noncommutative probability and statistics (46L53)

Related Items (6)

Band projections and decomposition of normal traces on von Neumann algebras ⋮ Non-commutative Stein inequality and its applications ⋮ Maximal inequalities in noncommutative probability spaces ⋮ Inequalities for martingales with respect to positive module operators ⋮ A variance bound for a general function of independent noncommutative random variables ⋮ Etemadi and Kolmogorov inequalities in noncommutative probability spaces

Cites Work

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• Inequalities for sums of random variables in noncommutative probability spaces
• Noncommutative martingale concentration inequalities
• Noncommutative Burkholder/Rosenthal inequalities. II: Applications
• Inequalities for traces on von Neumann algebras
• Extending Blackwell's Strengthening of Azuma's Martingale Inequality
• Noncommutative Kothe Duality
• SOME REMARKS ON BLACKWELL–ROSS MARTINGALE INEQUALITIES
• Probability Inequalities for Sums of Bounded Random Variables
• On a conjecture of A. Bikchentaev

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