Inequalities for sums of random variables in noncommutative probability spaces

DOI10.1216/RMJ-2016-46-1-309zbMATH Open1357.46057arXiv1406.3220OpenAlexW2964253150MaRDI QIDQ289724FDOQ289724

Authors: Ghadir Sadeghi, Mohammad Sal Moslehian 

Publication date: 31 May 2016

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

Abstract: In this paper, we establish an extension of a noncommutative Bennett inequality with a parameter $1leqrleq2$ and use it together with some noncommutative techniques to establish a Rosenthal inequality. We also present a noncommutative Hoeffding inequality as follows: Let $(mathfrakM,au)$ be a noncommutative probability space, $mathfrakN$ be a von Neumann subalgebra of $mathfrakM$ with the corresponding conditional expectation $mathcal{E}_{mathfrakN}$ and let subalgebras $mathfrakNsubseteqmathfrak{A}_{j}subseteqmathfrakM,,(j=1,cdots,n)$ be successively independent over $mathfrakN$. Let $x_{j}inmathfrak{A}_j$ be self-adjoint such that $a_{j}leq{x}_{j}leq{b}_j$ for some real numbers $a_j<b_j$ and $mathcal{E}_{mathfrakN}(x_j)=mu$ for some $mugeq0$ and all $1leqjleqn$. Then for any $t>o$ it holds that �egin{eqnarray*} { m Prob}left(left|sum_{j=1}^n x_j-nmu ight|geq t ight)leq 2 expleft{frac{-2t^2}{sum_{j=1}^n(b_j-a_j)^2} ight}. end{eqnarray*}

Full work available at URL: https://arxiv.org/abs/1406.3220

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zbMATH Keywords

von Neumann algebranoncommutative Bennett inequalitynoncommutative Hoeffding inequalitynoncommutative probability spacenoncommutative Rosenthal inequality

Mathematics Subject Classification ID

Random matrices (algebraic aspects) (15B52) Probability theory on linear topological spaces (60B11) Random matrices (probabilistic aspects) (60B20) Norms (inequalities, more than one norm, etc.) of linear operators (47A30) Noncommutative probability and statistics (46L53)

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Cited In (13)

• Noncommutative Blackwell–Ross martingale inequality
• A variance bound for a general function of independent noncommutative random variables
• Freedman inequality in noncommutative probability spaces
• Etemadi and Kolmogorov inequalities in noncommutative probability spaces
• Tree martingales in noncommutative probability spaces
• Noncommutative Fuk-Nagaev inequalities and their applications
• Exponential convergence rates for weighted sums in noncommutative probability space
• Gaps in probabilities of satisfying some commutator-like identities
• Hölder continuity of cumulative distribution functions for noncommutative polynomials under finite free Fisher information
• Inequalities for acceptable noncommutative random variables
• Noncommutative martingale concentration inequalities
• Noncommutative Bennett and Rosenthal inequalities
• Inequalities for positive module operators on von Neumann algebras

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