Noncommutative Blackwell-Ross martingale inequality
Operator Algebras
2021-07-23 v1 Functional Analysis
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.
Keywords
Cite
@article{arxiv.1705.07122,
title = {Noncommutative Blackwell-Ross martingale inequality},
author = {Ali Talebi and Mohammad Sal Moslehian and Ghadir Sadeghi},
journal= {arXiv preprint arXiv:1705.07122},
year = {2021}
}
Comments
9 pages, to appear in Infin. Dimens. Anal. Quantum Probab. Relat. Top