Rocky Mountain Journal of Mathematics, ( ISI ), Volume (46), No (1), Year (2016-6) , Pages (309-323)

Title : ( Inequalities for sums of random variables in noncommutative probability spaces )

Authors: Ghadir Sadeghi , Mohammad Sal Moslehian ,

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Abstract

In this paper, we establish an extension of a noncommutative Bennett inequality with a parameter $1\leq r\leq2$ and use it together with some noncommutative techniques to establish a Rosenthal inequality. We also present a noncommutative Hoeffding inequality as follows: Let $(\mathfrak{M}, \tau)$ be a noncommutative probability space, $\mathfrak{N}$ be a von Neumann subalgebra of $\mathfrak{M}$ with the corresponding conditional expectation $\mathcal{E}_{\mathfrak{N}}$ and let subalgebras $\mathfrak{N}\subseteq\mathfrak{A}_j\subseteq\mathfrak{M}\,\,(j=1, \cdots, n)$ be successively independent over $\mathfrak{N}$. Let $x_j\in\mathfrak{A}_j$ be self-adjoint such that $a_j\leq x_j\leq b_j$ for some real numbers $a_j<b_j$ and $\mathcal{E}_{\mathfrak{N}}(x_j)=\mu$ for some $\mu\geq 0$ and all $1\leq j\leq n$. Then for any $t>o$ it holds that \begin{eqnarray*} {\rm Prob}\left(\left|\sum_{j=1}^n x_j-n\mu\right|\geq t\right)\leq 2 \exp\left\{\frac{-2t^2}{\sum_{j=1}^n(b_j-a_j)^2}\right\}. \end{eqnarray*}

Keywords

, Noncommutative probability space, von Neumann algebra, noncommutative Rosenthal inequality, noncommutative Bennett inequality, noncommutative Hoeffding inequality.
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@article{paperid:1057910,
author = {Ghadir Sadeghi and Sal Moslehian, Mohammad},
title = {Inequalities for sums of random variables in noncommutative probability spaces},
journal = {Rocky Mountain Journal of Mathematics},
year = {2016},
volume = {46},
number = {1},
month = {June},
issn = {0035-7596},
pages = {309--323},
numpages = {14},
keywords = {Noncommutative probability space; von Neumann algebra; noncommutative Rosenthal inequality; noncommutative Bennett inequality; noncommutative Hoeffding inequality.},
}

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%0 Journal Article
%T Inequalities for sums of random variables in noncommutative probability spaces
%A Ghadir Sadeghi
%A Sal Moslehian, Mohammad
%J Rocky Mountain Journal of Mathematics
%@ 0035-7596
%D 2016

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