Noncommutative Blackwell-Ross martingale inequality

Authors :: Talebi, Ali
Moslehian, Mohammad Sal
Sadeghi, Ghadir
Source :: Infin. Dimens. Anal. Quantum Probab. Relat. Top. 21 (2018), no. 1, 1850005, 9 pp
Publication Year :: 2017
Abstract: We establish a noncommutative Blackwell--Ross inequality for supermartingales under a suitable condition which generalize Khan's works to the noncommutative setting. We then employ it to deduce an Azuma-type inequality.<br />Comment: 9 pages, to appear in Infin. Dimens. Anal. Quantum Probab. Relat. Top

Subjects :: Mathematics - Operator Algebras
Mathematics - Functional Analysis
Primary 46L53, Secondary 46L10, 47A30

Database :: arXiv
Journal :: Infin. Dimens. Anal. Quantum Probab. Relat. Top. 21 (2018), no. 1, 1850005, 9 pp
Publication Type :: Report
Accession number :: edsarx.1705.07122
Document Type :: Working Paper
Full Text :: https://doi.org/10.1142/S0219025718500054