Infinite Dimensional Analysis, Quantum Probability and Related Topics, Volume (21), No (1), Year (2018-3) , Pages (1-9)

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