Noncommutative Fuk-Nagaev inequalities and their applications

DOI10.1007/S40840-016-0394-3MaRDI QIDQ723604zbMATH OpenOpenAlexFDO

Authors 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

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)

Recommendations

• Inequalities for sums of random variables in noncommutative probability spaces
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Cites work

• scientific article; zbMATH DE number 527331 (Why is no real title available?)
• A generalized weak law of large numbers for noncommuting random variables
• Characterization of LIL behavior in Banach space
• Convergence rates for weighted sums in noncommutative probability space
• Free Random Variables
• Inequalities for sums of random variables in noncommutative probability spaces
• Inequalities for traces on von Neumann algebras
• Large deviations of sums of independent random variables
• Laws of large numbers in von Neumann algebras and related results
• Non-commutative L^P-spaces
• Noncommutative Baum--Katz theorems
• Noncommutative Bennett and Rosenthal inequalities
• Noncommutative martingale concentration inequalities
• Notes on non-commutative integration
• Probability Inequalities for Sums of Independent Random Variables
• Probability Inequalities for the Sum of Independent Random Variables
• Some Remarks on the Strong Law of Large Numbers
• Some weak laws of large numbers in noncommutative probability
• Stable laws and domains of attraction in free probability theory
• The strong law of large numbers for states and traces of aW*-algebra
• Weak Laws of Large Numbers in Some Non-Commutative Spaces

Cited in

(8)

• Etemadi and Kolmogorov inequalities in noncommutative probability spaces
• Johnson-Schechtman and Khintchine inequalities in noncommutative probability theory
• Inequalities for sums of random variables in noncommutative probability spaces
• Convergence rates for weighted sums in noncommutative probability space
• Inequalities for martingales with respect to positive module operators
• Noncommutative Bennett and Rosenthal inequalities
• Inequalities for positive module operators on von Neumann algebras
• scientific article; zbMATH DE number 5853075 (Why is no real title available?)

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