{"title":"Noncommutative Blackwell-Ross martingale inequality","authors":"A. Talebi, M. Moslehian, G. Sadeghi","doi":"10.1142/S0219025718500054","DOIUrl":null,"url":null,"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.","PeriodicalId":351745,"journal":{"name":"arXiv: Operator Algebras","volume":"6 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2017-05-19","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"9","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv: Operator Algebras","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1142/S0219025718500054","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 9
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.
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