Title : ( A variance bound for a general function of independent noncommutative random variables )
Authors: ali talebi , Mohammad Sal Moslehian ,
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Abstract
The main purpose of this paper is to establish a noncommutative analogue of the Efron--Stein inequality, which bounds the variance of a general function of some independent random variables. Moreover, we state an operator version including random matrices, which extends a result of D. Paulin et al. [Ann. Probab. 44 -2016-, no. 5, 3431--3473]. Further, we state a Steele type inequality in the framework of noncommutative probability spaces.
Keywords
, Efron--Stein inequality, Random matrix, Noncommutative probability, Trace, Conditional expectation
@article{paperid:1067776,
author = {Talebi, Ali and Sal Moslehian, Mohammad},
title = {A variance bound for a general function of independent noncommutative random variables},
journal = {Quaestiones Mathematicae},
year = {2019},
volume = {42},
number = {3},
month = {March},
issn = {1607-3606},
pages = {307--318},
numpages = {11},
keywords = {Efron--Stein inequality; Random matrix; Noncommutative probability; Trace; Conditional expectation},
}
%0 Journal Article
%T A variance bound for a general function of independent noncommutative random variables
%A Talebi, Ali
%A Sal Moslehian, Mohammad
%J Quaestiones Mathematicae
%@ 1607-3606
%D 2019
