Title : ( Noncommutative Blackwell--Ross martingale inequality )
Authors: ali talebi , Mohammad Sal Moslehian , Gh. Sadeghi ,
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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
, Noncommutative probability space, trace, Blackwell--Ross martingale inequality, martingale
@article{paperid:1068396,
author = {Talebi, Ali and Sal Moslehian, Mohammad and },
title = {Noncommutative Blackwell--Ross martingale inequality},
journal = {Infinite Dimensional Analysis, Quantum Probability and Related Topics},
year = {2018},
volume = {21},
number = {1},
month = {March},
issn = {0219-0257},
pages = {1--9},
numpages = {8},
keywords = {Noncommutative probability space; trace; Blackwell--Ross martingale inequality; martingale},
}
%0 Journal Article
%T Noncommutative Blackwell--Ross martingale inequality
%A Talebi, Ali
%A Sal Moslehian, Mohammad
%A
%J Infinite Dimensional Analysis, Quantum Probability and Related Topics
%@ 0219-0257
%D 2018
