English

Noncommutative martingale deviation and Poincar\'e type inequalities with applications

Probability 2013-12-31 v4 Functional Analysis Operator Algebras

Abstract

We prove a deviation inequality for noncommutative martingales by extending Oliveira's argument for random matrices. By integration we obtain a Burkholder type inequality with satisfactory constant. Using continuous time, we establish noncommutative Poincar\'e type inequalities for "nice" semigroups with a positive curvature condition. These results allow us to prove a general deviation inequality and a noncommutative transportation inequality due to Bobkov and G\"otze in the commutative case. To demonstrate our setting is general enough, we give various examples, including certain group von Neumann algebras, random matrices and classical diffusion processes, among others.

Keywords

Cite

@article{arxiv.1211.3209,
  title  = {Noncommutative martingale deviation and Poincar\'e type inequalities with applications},
  author = {Marius Junge and Qiang Zeng},
  journal= {arXiv preprint arXiv:1211.3209},
  year   = {2013}
}

Comments

revised; 57 pages

R2 v1 2026-06-21T22:38:03.300Z