Noncommutative Blackwell-Ross martingale inequality

Talebi Ali; Moslehian Mohammad Sal; Sadeghi Ghadir

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Noncommutative Blackwell-Ross martingale inequality

机译：非容性Blackwell-Ross Martingale不等式

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摘要

We establish a noncommutative Blackwell-Ross inequality for supermartingales under a suitable condition which generalizes Khan's work to the noncommutative setting. We then employ it to deduce an Azuma-type inequality.

机译：在适当的条件下，我们为超级露台制定了非态度的Blackwell-Ross ross不平等，这使得Khan对非容性环境的工作。然后，我们雇用它来推导出氮玉型不等式。

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来源
《Infinite dimensional analysis, quantum probability, and related topics》 |2018年第1期|共9页
作者
Talebi Ali; Moslehian Mohammad Sal; Sadeghi Ghadir;
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作者单位

Ferdowsi Univ Mashhad CEAAS Dept Pure Math POB 1159 Mashhad 91775 Iran;

Ferdowsi Univ Mashhad CEAAS Dept Pure Math POB 1159 Mashhad 91775 Iran;

Hakim Sabzevari Univ Dept Math &

Comp Sci POB 397 Sabzevar Iran;

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原文格式 PDF
正文语种 eng
中图分类物理学;
关键词
Noncommutative probability space; trace; Blackwell-Ross martingale inequality; martingale;

机译：非容态概率空间;痕迹;Blackwell-Ross Martingale不等式;鞅;

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1. Noncommutative Blackwell-Ross martingale inequality [J] . Talebi Ali, Moslehian Mohammad Sal, Sadeghi Ghadir Infinite dimensional analysis, quantum probability, and related topics . 2018,第1期

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2. Maximal Inequalities of Noncommutative Martingale Transforms [J] . Jiao Yong, Sukochev Fedor, Zhou Dejian Canadian Journal of Mathematics . 2021,第1期

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3. Inequalities for noncommutative differentially subordinate martingales [J] . Jiao Yong, Osekowski Adam, Wu Lian Advances in Mathematics . 2018,第期

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4. Efficient Rounding for the Noncommutative Grothendieck Inequality [C] . Assaf Naor, Oded Regev, Thomas Vidick ACM symposium on theory of computing . 2013

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5. A weak type inequality for martingale transforms and other subordinate martingales. [D] . Suh, Jiyeon. 2003

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6. On vector-valued asymptotic martingales [O] . Alexandra Bellow 1976

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7. Noncommutative Blackwell-Ross martingale inequality [O] . Talebi, Ali, Moslehian, Mohammad Sal, Sadeghi, Ghadir 2017

机译：非交换Blackwell-Ross鞅不等式

Noncommutative Blackwell-Ross martingale inequality

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