Etemadi and Kolmogorov inequalities in noncommutative probability spaces

DOI10.1307/MMJ/1541667627MaRDI QIDQ2286793zbMATH OpenOpenAlexWikidataFDO

Authors Ali Talebi, Mohammad Sal Moslehian, Ghadir Sadeghi

Publication date 22 January 2020

Published in Michigan Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1709.08044, https://projecteuclid.org/euclid.mmj/1541667627

zbMATH Keywords

noncommutative Kolmogorov-type inequalitynoncommutative maximal inequalities

Mathematics Subject Classification ID

General theory of von Neumann algebras (46L10) Noncommutative probability and statistics (46L53) Norms (inequalities, more than one norm, etc.) of linear operators (47A30) Limit theorems in probability theory (60F99)

Abstract: Based on a maximal inequality type result of Cuculescu, we establish some noncommutative maximal inequalities such as Haj'ek--Penyi inequality and Etemadi inequality. In addition, we present a noncommutative Kolmogorov type inequality by showing that if $x_1,x_2,ldots,x_n$ are successively independent self-adjoint random variables in a noncommutative probability space $(mathfrakM,au)$ such that $auleft(x_{k}ight)=0$ and $s_k{s}_{k-1}=s_{k-1}{s}_k$, where $s_k=su{m}_{j=1}^k{x}_j$, then for any $lambda>0$ there exists a projection $e$ such that ${\displaystyle }$1 - frac{(lambda + max_{1 leq k leq n} |x_k|)^2}{sum_{k=1}^n { m var}(x_k)}leq au(e)leq frac{ au(s_n^2)}{lambda^2}.${\displaystyle }$ As a result, we investigate the relation between convergence of a series of independent random variables and the corresponding series of their variances.

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Cites work

• A weak type inequality for non-commutative martingales and applications
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• scientific article; zbMATH DE number 3930027 (Why is no real title available?)
• Inequalities for sums of random variables in noncommutative probability spaces
• Martingales on von Neumann algebras
• Noncommutative Bennett and Rosenthal inequalities
• Noncommutative Blackwell–Ross martingale inequality
• Noncommutative Burkholder/Rosenthal inequalities. II: Applications
• Noncommutative martingale concentration inequalities
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• Probability: a graduate course
• The strong law of large numbers for states and traces of aW*-algebra

Cited in

(10)

• Freedman inequality in noncommutative probability spaces
• Mixing sequences, and mixingales in quantum probability spaces
• Maximal probability inequalities in vector lattices
• Band projections and decomposition of normal traces on von Neumann algebras
• Johnson-Schechtman and Khintchine inequalities in noncommutative probability theory
• Inequalities for sums of random variables in noncommutative probability spaces
• Some strong limit theorems for weighted sums of measurable operators
• Maximal inequalities in noncommutative probability spaces
• Inequalities for acceptable noncommutative random variables
• Some general strong laws of large numbers for sequence of measurable operators

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