چهارمین سمینار نظریه عملگرها و کاربردهای آن , 2018-03-07

Title : ( MARTINGALE INEQUALITIES IN THE NONCOMMUTATIVE PROBABILITY SPACES )

Authors: ali talebi , Mohammad Sal Moslehian , Gh. Sadeghi ,

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Abstract

n this paper, we prove that if x = (xj )0≤j≤n is a self-adjoint martingale in M with x0 = 0 such that −α ≤ dxj ≤ β for some positive constants α, β (1 ≤ j ≤ n), in which dxj = xj −xj−1 is its associated martingale difference, then for any positive values a, b, there exists i ≥ 1 such that for any positive integer m

Keywords

Noncommutative probability space; trace; Blackwell–Ross martingale inequality; martingale.