Noncommutative martingale concentration inequalities

zbMath1332.46063arXiv1409.0342MaRDI QIDQ491470

Mohammad Sal Moslehian, Ghadir Sadeghi

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

martingale; noncommutative Hoeffding inequality; martingale difference; noncommutative Bernstein inequality; Azuma-type inequality; noncommutative supermartingale

Mathematics Subject Classification ID

60G42: Martingales with discrete parameter

47A30: Norms (inequalities, more than one norm, etc.) of linear operators

46L10: General theory of von Neumann algebras

46L53: Noncommutative probability and statistics