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A variance bound for a general function of independent noncommutative random variables

Authors :
Talebi, Ali
Moslehian, Mohammad Sal
Source :
Quaest. Math. 42 (2019), no. 3, 307--318
Publication Year :
2018

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 (2016), no. 5, 3431--3473]. Further, we state a Steele type inequality in the framework of noncommutative probability spaces.<br />Comment: 15 pages (to appear in Quaest. Math.)

Details

Database :
arXiv
Journal :
Quaest. Math. 42 (2019), no. 3, 307--318
Publication Type :
Report
Accession number :
edsarx.1811.00489
Document Type :
Working Paper
Full Text :
https://doi.org/10.2989/16073606.2018.1447044