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Exponential convergence rates for weighted sums in noncommutative probability space

机译:非交换概率空间中加权和的指数收敛速度

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摘要

We study exponential convergence rates for weighted sums of successive independent random variables in a noncommutative probability space of which the weights are in a von Neumann algebra. Then we prove a noncommutative extension of the result for the exponential convergence rate by Baum, Katz and Read. As applications, we first study a large deviation type inequality for weighted sums in a noncommutative probability space, and secondly we study exponential convergence rates for weighted free additive convolution sums of probability measures.
机译:我们研究了非交换概率空间中权重在冯·诺伊曼代数中的连续独立随机变量的加权和的指数收敛速度。然后,我们证明了Baum,Katz和Read对指数收敛速度的结果进行非交换交换。作为应用,我们首先研究非交换概率空间中加权和的大偏差类型不等式,其次研究概率测量值的加权自由加法卷积和的指数收敛速度。

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