English

Large Deviation Inequalities for Noncommutative Martingales

Operator Algebras 2026-04-08 v1 Functional Analysis Probability

Abstract

We establish noncommutative analogs of some well-known large deviation inequalities for noncommutative random variables. Firstly, for the noncommutative independent case, we characterize the uniformly exponential integrability of random variables in terms of large deviation inequalities. Secondly, for noncommutative martingale differences, we establish two deviation inequalities according to the exponential integrability and LpL_{p}-boundedness of the martingale differences, respectively. Finally, we establish a noncommutative version of Gordin's decomposition, which enables us to derive a noncommutative ergodic theorem via deviation inequalities for noncommutative martingales.

Keywords

Cite

@article{arxiv.2604.04935,
  title  = {Large Deviation Inequalities for Noncommutative Martingales},
  author = {Yong Jiao and Sijie Luo and Dejian Zhou},
  journal= {arXiv preprint arXiv:2604.04935},
  year   = {2026}
}
R2 v1 2026-07-01T11:55:43.073Z