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A variance bound for a general function of independent noncommutative random variables.
- Source :
- QM - Quaestiones Mathematicae; Mar2019, Vol. 42 Issue 3, p307-318, 12p
- Publication Year :
- 2019
-
Abstract
- The main purpose of this paper is to establish a noncommutative analogue of the Efron-Stein inequality, which bounds the variance of a general function of some independent random variables. Moreover, we state an operator version including random matrices, which extends a result of D. Paulin et al., [Ann. Probab.44(5) (2016), 3431–3473]. Further, we state a Steele type inequality in the framework of noncommutative probability spaces. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 16073606
- Volume :
- 42
- Issue :
- 3
- Database :
- Complementary Index
- Journal :
- QM - Quaestiones Mathematicae
- Publication Type :
- Academic Journal
- Accession number :
- 135909074
- Full Text :
- https://doi.org/10.2989/16073606.2018.1447044