Noncommutative Fuk-Nagaev inequalities and their applications

DOI10.1007/S40840-016-0394-3zbMATH Open1402.46043OpenAlexW2460052548MaRDI QIDQ723604FDOQ723604

Byoung Jin Choi, Un Cig Ji

Publication date: 24 July 2018

Published in: Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40840-016-0394-3

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zbMATH Keywords

free convolutionnoncommutative probability spaceweak law of large numbersBennett inequalityRosenthal inequalityFuk-Nagaev inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Noncommutative probability and statistics (46L53)

Cites Work

• Notes on non-commutative integration
• Free Random Variables
• Probability Inequalities for the Sum of Independent Random Variables
• Title not available (Why is that?)
• Non-commutative L^P-spaces
• Probability Inequalities for Sums of Independent Random Variables
• Large deviations of sums of independent random variables
• Noncommutative Bennett and Rosenthal inequalities
• Inequalities for traces on von Neumann algebras
• Inequalities for sums of random variables in noncommutative probability spaces
• Stable laws and domains of attraction in free probability theory
• Characterization of LIL behavior in Banach space
• Some weak laws of large numbers in noncommutative probability
• Laws of large numbers in von Neumann algebras and related results
• The strong law of large numbers for states and traces of aW*-algebra
• Noncommutative martingale concentration inequalities
• Convergence rates for weighted sums in noncommutative probability space
• Noncommutative Baum--Katz theorems
• Some Remarks on the Strong Law of Large Numbers
• Weak Laws of Large Numbers in Some Non-Commutative Spaces
• A generalized weak law of large numbers for noncommuting random variables

Cited In (4)

• Johnson-Schechtman and Khintchine inequalities in noncommutative probability theory
• Inequalities for martingales with respect to positive module operators
• Inequalities for positive module operators on von Neumann algebras
• Title not available (Why is that?)

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