Noncommutative martingale concentration inequalities

zbMath1332.46063arXiv1409.0342MaRDI QIDQ491470

Ghadir Sadeghi, Mohammad Sal Moslehian

Publication date: 25 August 2015

Published in: Illinois Journal of Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1409.0342

zbMATH Keywords

martingalenoncommutative Hoeffding inequalitymartingale differencenoncommutative Bernstein inequalityAzuma-type inequalitynoncommutative supermartingale

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) 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 (9)

Mixing sequences, and mixingales in quantum probability spaces ⋮ Non-commutative Stein inequality and its applications ⋮ Inequalities for martingales with respect to positive module operators ⋮ Noncommutative Blackwell–Ross martingale inequality ⋮ Tree martingales in noncommutative probability spaces ⋮ A variance bound for a general function of independent noncommutative random variables ⋮ Noncommutative Fuk-Nagaev inequalities and their applications ⋮ Etemadi and Kolmogorov inequalities in noncommutative probability spaces ⋮ Freedman inequality in noncommutative probability spaces

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